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Free downloads from Panopticon
A tree mapping system used by hedge funds with assets of $300m under management is to be made available for free download by its developer
Panopticon managing partner Sam Giertz said the new version enables hedge funds to see patterns and trends signalling what are good or bad investments and provides transparency to the investment process.

The free version of Panopticon connects to any Excel spreadsheet while two licence versions provide additional connection to textfiles, SQL, OLEdb and ODBC, and real time streaming from Excel, Bloomberg and Reuters. Licensed users can send snapshots of their analysis to non-subscribers.

Giertz said the system is designed to be easy to use by small organisations and does not require an IT professional to install or use. “Hedge funds tend to be small organisations with limited IT expertise. It is easy to install, configure and use,” he said. Hedge fund of fund and hedge fund seeding specialist Liberty Ermitage adopted the treemaps for “extensive” use in the hedge management process last autumn. Liberty Ermitage CEO and CIO Ian Cadby said the tool enables analysis of “a massive amount of data extremely quickly”.

One of the applications used for manager selection allows the hedge fund manager to find a manager based on certain quantitative and qualitative parameters. The treemap allows the user to slice and dice the data and bring up those managers that match the requested parameters. It allows Liberty Ermitage to jump to any of the other underlying data sources, including the quantitative and qualitative system.

On the strategy side, a treemap application is used to see what is going on in the hedge fund world. Previously, Liberty Ermitage had to rely on articles and Excel analysis which were both extremely time consuming.

The system uses preattentive processing, which allows treemap users to point out important values in a matter of seconds: “any error in the data is likely to be instantly visible such as a position way out of line would blow up a box or a stock split that is several times the size it should be. But the degree of sensitivity can be altered to display small or large anomalies,” said Giertz.

The system also provides a pre-crash analysis. “Some of our hedge fund clients carry out pre-trade analysis with our software, showing a basket of trade orders en-route to the market place, but first using proprietary models to calculate potential market impact of that very same order,” said Giertz.

“A fund of funds may want to manage risk overnight and spend as little time on creating a risk report but get it done anyway,” he said. “The system also lets you see who is having a bad day, who a good one, who the biggest winners and losers are at any moment.” He also claimed that the system was used by seven of the top 10 global banks,

The free version can be downloaded from