Hedge Fund and Risk Control Systems

Automated Equities Trading System

Integrated proprietary position analysis technology into a real-time trade order entry system (DOT). The system constructed a paired portfolio of long and short positions. This portfolio was then analyzed at frequent (1 minute to 1 day) intervals to determine what trades should be done to maximize the projected return of the portfolio. The system tracked trading strategy and performance and re-balanced based on user or system controlled completion and synchronization parameters.

Portfolio Optimization System

Designed and implemented the user interface to a complex factor analysis model for portfolio evaluation and optimization. Provided the sales support and user training required to implement the investment strategies developed with the model.

Options Analysis System

Designed, coded and documented a system to price options in the OTC and Listed Treasury markets. System utilized a modified Black/Scholes option pricing model to generate both prices and hedge ratios. The system also included a market volatility analysis module.

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