Trading business

 

We helped a Managing Director of an investment bank and his team set up a new Proprietary Trading Business. An electronic and algorithmic trading business, managing a multi-asset portfolio: Fixed Income, Currencies, Commodities and select Energy Equities. The contracts they traded include Exchange Traded Derivatives (futures and options) and Over The Counter (forex and metals). Some of their trading strategies were high frequency, some low.

Some of the deliverables of the project activities we led:

  • Business/ technical specifications
  • Trading strategy development/ deployment processes
  • Risk management processes
  • Asset specific algorithm development plans
  • Backtesting system and graphical user interface
  • Market/ reference data (proprietary, Bloomberg and Reuters)
  • Software and hardware infrastructure (OS, servers, data storage, networks)
  • 3rd party relations, such as CME, ICE and others

We also helped monitor Phase 1 of Production (live trading) and Risk ($25M VAR portfolio).

It took us a year (circa) to design, develop and launch the new business.

 

Contact the Team Lead who worked on this project::