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Electronic Trading
- Participate to the globalization of markets and benefit from the increasing competition between electronic market participants.
- Construct a global simulation environment with historical data (close and intraday) and with live price feed
Strategy Building
- Traders unique market knowledge define potential trading strategies.
- Construct quantitative measures for performance objectives and trade risk
- Simulate trading strategy on historical data and on live market price feed
- Analyse paper trade risk/return
- Roll-out strategy on live market
Research
- Active research in collaboration with the EPFL
- “Dispersion Trading Project”, D. Grace, Lehigh University/EPFL, August 2005
- “Optimal Option Portfolio Construction under Variable Constraints”,
R. van der Klink, June 2005.
Untitled Document
Mathematics-Investments-Trading
