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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