Buy-side organizations are trapped in Strategic Asset Allocation (SAA) silos where separate teams manage asset classes with slow decisioning, conflicting mandates and weeks-long rebalancing cycles.
Chief Investment Officers (CIO) of pensions, sovereign‑wealth funds & large asset management complexes are pivoting to a Total Portfolio Approach (TPA) that demands live cross‑asset views, intraday liquidity stress‑tests & dynamic factor budgets at petabyte scale and under regulator scrutiny, but legacy systems can't deliver.
This talk presents a production-ready, open-source analytics backbone enabling SAA-to-TPA transition. Built with Apache Kafka+Flink (sub-second ingestion), XTDB (reg-compliant bitemporal data backbone), Druid/ClickHouse (ms OLAP), Spark+OR-Tools (real-time optimization), the architecture delivers <200ms end-to-end analytics at petabyte scale.
Asset owners can
(1) break down silos with unified portfolio views
(2) detect correlation breakdowns during regime changes
(3) execute liquidity-aware rebalancing in hours not weeks
(4) reduce TCO vs proprietary solutions
Attendees get deployment checklists, GitHub repos, migration roadmaps to transform investment operations.