creating an investment data warehouse

  • Matthew Cushing

    SSCrazy

    Points: 2898

    Looking for some help designing a small prototype for investments. Ideally, what I'm trying to show is a position of a portfolio as it changes over time. A position is simply what value is attached to a portfolio at a given point in time, and a portfolio is the securities (stocks, bonds, etc) that are included in the measurement.

    So if I have 5 shares of IBM that are worth 100$, 10 shares of Microsoft worth 200$, my position right now is $300.

    I'm wondering how to track this. Do I have a fact table to track each individual investment, with a DimInvestment to tell me more about it, and a DimDate to allow me to slice and dice by date/time. If I did this, how would I track the positions? I was thinking I would have a DimPosition table that receives an entry each time the position changes as well as a new set of rows for my Fact table.

    Am I headed in the right direction?

  • J Livingston SQL

    SSC Guru

    Points: 51272

    Matthew Cushing (5/13/2013)


    So if I have 5 shares of IBM that are worth 100$, 10 shares of Microsoft worth 200$, my position right now is $300.

    is this a typo ?

    if not please explain how you get to $300

    ________________________________________________________________
    you can lead a user to data....but you cannot make them think
    and remember....every day is a school day

  • Matthew Cushing

    SSCrazy

    Points: 2898

    J Livingston SQL (5/13/2013)


    Matthew Cushing (5/13/2013)


    So if I have 5 shares of IBM that are worth 100$, 10 shares of Microsoft worth 200$, my position right now is $300.

    is this a typo ?

    if not please explain how you get to $300

    5 shares worth 20$ a piece, totalling $100

    10 shares worth 20$ a piece, totalling $200

    Sorry, that was a bit misleading.

  • J Livingston SQL

    SSC Guru

    Points: 51272

    Matthew Cushing (5/13/2013)


    J Livingston SQL (5/13/2013)


    Matthew Cushing (5/13/2013)


    So if I have 5 shares of IBM that are worth 100$, 10 shares of Microsoft worth 200$, my position right now is $300.

    is this a typo ?

    if not please explain how you get to $300

    5 shares worth 20$ a piece, totalling $100

    10 shares worth 20$ a piece, totalling $200

    Sorry, that was a bit misleading.

    fair dos...should have realised 🙂

    personally I would model this in excel and pivot tables first.....easy enough to create sample data.

    start planning on what you really want to analyse / kpis / change over time etc

    when you know what you want then start looking at a DW......but are you really sure you need a DW?

    how many clients / porfolios / stocks / dated etc....A DW may be overkill...only you know

    ________________________________________________________________
    you can lead a user to data....but you cannot make them think
    and remember....every day is a school day

  • Matthew Cushing

    SSCrazy

    Points: 2898

    J Livingston SQL (5/13/2013)

    personally I would model this in excel and pivot tables first.....easy enough to create sample data.

    start planning on what you really want to analyse / kpis / change over time etc

    when you know what you want then start looking at a DW......but are you really sure you need a DW?

    how many clients / porfolios / stocks / dated etc....A DW may be overkill...only you know

    It may be overkill, I'm trying to crack back into BI, and I'm looking for something that will help me wrap my brain around things and maybe turn into a small prototype for work as well 🙂

    thanks for the advice.

  • J Livingston SQL

    SSC Guru

    Points: 51272

    Matthew Cushing (5/13/2013)


    J Livingston SQL (5/13/2013)

    personally I would model this in excel and pivot tables first.....easy enough to create sample data.

    start planning on what you really want to analyse / kpis / change over time etc

    when you know what you want then start looking at a DW......but are you really sure you need a DW?

    how many clients / porfolios / stocks / dated etc....A DW may be overkill...only you know

    It may be overkill, I'm trying to crack back into BI, and I'm looking for something that will help me wrap my brain around things and maybe turn into a small prototype for work as well 🙂

    thanks for the advice.

    maybe overkill...maybe not....but still a good learning experience.

    are you able to set yourself up with some sensible size test data sets (eg 1M rows plus) to get the creative juices flowing

    my initial thoughts are that each individual daily closing position is a "fact" and work from there

    good luck

    ________________________________________________________________
    you can lead a user to data....but you cannot make them think
    and remember....every day is a school day

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