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The need for fast and reliable automated trading
systems is well demonstrated by recent facts as reported by Risk News on
16th August 2004. On 2nd August 2004, Citigroup ignited a major market movement in bond
markets and struck a big deal exploiting temporary limits on electronic execution platforms.
Click
here to read the news.
To comply with the recent growth of electronic trading platforms FMR Consulting
has developed a highly efficient Pricing Engine
for automatic real-time quotation in a multi-market environment, using inputs
from different sources and adopting financially consistent (arbitrage free)
models.
The system is designed to support the concurrent operation of several users and
to sustain real time calculation for hundreds of bonds. Among several
features (listed in the
brochure), FMR Pricing Engine automatically interacts with
SmartOrders FastTrack engine (by ListGroup) to produce care orders for hedging
according to the following strategies:
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BPV Based single security (Bond & Futures);
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2 securities (Bond & Futures, BPV based, nominal weighting);
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STIR Futures strip Hedging.
Download
the brochure for more information on FMR Pricing Engine.
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