Some of our projects...
Implementation of Q-TRADE to automate the whole investment process of a hedge fund from data analysis to back testing and order generation. We are using Q-TRADE to create a control layer allowing our client to centralize portfolio risk management, front-office and back office functions minimizing disruption to their existing processes.
NPV calculation for a portfolio of insurance policies.
Heterogeneous data and scattered information consolidated and evaluated for the sale of a portfolio.
Derivatives trading strategy analytics. Feasibility study for an application to help traders identifying trading opportunities that meet specific user-defined parameters.
Automated dynamic delta hedging solution for option trading
Complete automation solution linking Matlab models to the Interactive Brokers execution venue and capable to support cash, derivatives and synthetic instruments in hundreds of underlying equities, with a throughput of up to 5,000 orders per hour