Customised trading strategies
Algorithmic techniques make it possible to be more strategic in your equity trading, with benefits for buy-side and sell-side institutions.
By allowing your customers to choose their own trading preferences online, you can offer them:
- new, value-added services
- sophisticated products and dealing techniques
- automated transactions to improve STP
An advanced order management system lets customers set a preferred trading execution strategy or risk exposure. Automated trading completes their order in a manner that will meet their expectations.
With your customers looking for better returns from their equity, we design and build trading portals that feature:
- intuitive front-end interfaces
- customisable and automated dealing controls
- transparent pricing for MiFID compliance
- external and internal connectivity using FIX engines
- low latency
We also enhance your systems for equity risk management and control,
and
we design systems for stock lending and repo products, as well as integrating structured products that include equity components.
Experience in equity and equity derivatives
- We enhanced a market risk system to cover equity derivatives. Pricing risk exposure was reduced by introducing common data and analytics for the front and middle office. We validated and integrated the pricing models and upgraded Monte Carlo scenario generation to reflect new risk factors (while maintaining system integrity and regulatory compliance).
- We built a browser-based system for the portfolio trading of cash equities. The system used a genetic algorithim to generate thousands of trading strategies and simulated profit and loss under multiple constraints.
- We enhanced the functionality of an OTC derivatives trading system during a migration from Amsterdam to London, centralising front office systems and migrating all processing, settlement and control. To ease operational overheads, we also consolidated systems from Chicago, Tokyo, Sydney and Paris.
- We developed a business-wide Value at Risk system that performed historical simulations across a diversified trading operation, spanning cash equity, convertible bonds, repos and reverse repos and stock borrowing exposures.
Our services in equity and equity derivatives
- Online client and in-house trading systems
- Order management systems
- Risk control and management
- FIX/FIXML connectivity
- Model validation
- MiFID compliance
- Stock lending/repo management systems
- Structured and exotic product pricing
- Equity research portals
Equity