Data Lakehouse Implementation & Regression Tracking

Building the Analytics Backbone for Modern Asset Management

Data Lakehouse Implementation & Regression Tracking

The Challenge

A $17B US-based asset manager was falling behind competitors who had already embraced data science. Their analysts spent 70% of their time wrangling spreadsheets from fragmented databases. Portfolio managers lacked visibility into model reliability, often relying on outdated forecasts. Internal IT faced complaints about data silos, while leadership was under pressure to show ROI from recent technology investments.
The firm wanted to:

  • Consolidate all data into a single trusted repository.
  • Enable analysts to focus on insights instead of data prep.
  • Track model performance over time, ensuring transparency for CIOs and risk committees.

The Solution

NSigma delivered a modern data lakehouse architecture optimized for financial data:

  • Unified Ingestion: Airbyte pipelines brought in fundamentals, alternative datasets, market feeds, and research exports into a single Snowflake lakehouse.
  • Regression Tracking: MLflow integration provided continuous monitoring of predictive models, logging version history, performance drift, and explainability metrics (e.g., SHAP values).
  • Governance & Lineage: Metadata tagging and automated audit trails gave compliance teams confidence.
  • Visualization Layer: Tailored dashboards allowed portfolio managers to see which models were contributing positively, under which market regimes.

The Results

  • Analysts reclaimed 60% of their time, accelerating research throughput.
  • CIOs gained audit-ready transparency into every model decision.
  • Forecast accuracy improved, driving +120 bps alpha uplift in equity strategies over the first two quarters post-implementation.
  • The system became the foundation for future ML projects, with pipelines capable of daily refreshes and automated retraining.

Why It Matters

In modern asset management, alpha is as much about data infrastructure as it is about investment insight. This project showed how a properly designed lakehouse + governance system unlocks both productivity and performance, giving the firm a scalable edge against data-native competitors.