Comments on: Model Resolution in Palantir Finance: avoiding N2 http://blog.palantirtech.com/2009/02/02/model-resolution-in-palantir-finance/ Articles from the Engineering Group at Palantir Technologies Mon, 07 Jun 2010 12:21:26 -0700 http://wordpress.org/?v=2.8.6 hourly 1 By: Andy http://blog.palantirtech.com/2009/02/02/model-resolution-in-palantir-finance/comment-page-1/#comment-189 Andy Wed, 08 Apr 2009 21:14:58 +0000 http://blog.palantirtech.com/?p=180#comment-189 Hey Ed, You're correct in that it's often incorrect to resolve two securities just because they're associated with the same company. The actual fields we cited as being resolved on are just examples, and the proper fields to resolve likely depend on what your dataset looks like. We've made the modeling and resolution layer pluggable within our platform, so you can define the properties you wish to resolve on, and the system will act based on what's been defined. Hey Ed,

You’re correct in that it’s often incorrect to resolve two securities just because they’re associated with the same company. The actual fields we cited as being resolved on are just examples, and the proper fields to resolve likely depend on what your dataset looks like. We’ve made the modeling and resolution layer pluggable within our platform, so you can define the properties you wish to resolve on, and the system will act based on what’s been defined.

]]> By: Ed http://blog.palantirtech.com/2009/02/02/model-resolution-in-palantir-finance/comment-page-1/#comment-188 Ed Wed, 08 Apr 2009 19:19:09 +0000 http://blog.palantirtech.com/?p=180#comment-188 I think you may find that you are missing a layer in your model. There are companies and there are securities. A company may have multiple securities. Price data is a property of a security. A Balance Sheet is a property of a company. In your example, Google the company has a balance sheet that it reports for a given fiscal period. Google's capital structure may include multiple classes of stock plus preferred stock, warrants, etc. as equity and various bonds and notes as debt instruments. Each of those securities will have prices that are determined by the exchange (if any) that they trade on. I think you may find that you are missing a layer in your model. There are companies and there are securities. A company may have multiple securities. Price data is a property of a security. A Balance Sheet is a property of a company. In your example, Google the company has a balance sheet that it reports for a given fiscal period. Google’s capital structure may include multiple classes of stock plus preferred stock, warrants, etc. as equity and various bonds and notes as debt instruments. Each of those securities will have prices that are determined by the exchange (if any) that they trade on.

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