Case Study: Frontier Advisors achieves rapid delivery of a web-based portfolio analytics platform with MathWorks

Frontier Advisors Develops Web-Based Platform for Portfolio Analytics

Frontier Advisors faced the challenge of turning complex, consultant-only spreadsheet analyses into a secure, web-deliverable portfolio analytics platform (Prism) that could be developed quickly, run responsively, and integrate with an existing .NET front end. To meet tight timelines and production-quality requirements, Frontier turned to MathWorks, using MATLAB along with Financial Toolbox, Statistics and Machine Learning Toolbox, Database Toolbox, and MATLAB Compiler SDK.

Using MathWorks’ MATLAB to build analytics modules and MATLAB Compiler SDK to package them as .NET components, Frontier decoupled quantitative development from the web interface, integrated SQL Server data access, and deployed the initial Prism release in a few months. The MathWorks-based solution delivered a stable, responsive system (any slowdowns are now due to HTTP or data access, not MATLAB), enabled a two-person team to ship frequent monthly updates, and supported rapid extension with modules for risk exposure, liquidity stress testing, forecasting, and portfolio comparison.

Frontier Advisors

Lee Eriera

IT manager