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R&D Advisory

We believe that strong quantitative methods require solid expertise in three fundamental areas: data management and scientific analysis, high IT skills for producing robust information systems, and management of the performance/risk factor that lies at the center of all quantitative investment strategies. Our offering, based on our expertise in these areas, allows us to develop quantitative strategies, provide monitoring tools across the entire investment decision chain, process data and perform fine-grained analysis, and offer high-level consulting in risk management and performance enhancement.

Trading Automation Solution

With our front-office software suite dedicated to quantitative trading, we guide traders and portfolio managers in the implementation of their algorithmic strategies, from prototype development to execution on electronic financial markets. SpotLab allows strategy implementation and backtesting, SpotEngine enables fully automated, real-time execution of the strategies, and SpotTrader offers extended features for portfolio management (PMS) and electronic order management systems (OMS).

Technologies

Partners

Our merger arbitrage hedge fund required a front-office software program that would allow us to manage our portfolio with instant computing of the P&L and risk generated for each deal that we monitor, while simplifying our prime broker notification process.

Xavier R.

Portfolio Manager, Puzzle Capital

We manage an FX volatility arbitrage strategy that requires automated delta hedging of a portfolio twice a day at set times. We therefore need to be able to calculate the vanilla OTC option Greeks in real-time, and to route FX spot orders to our banks’ e-Commerce platforms.

Hassan L.

Hedge Fund Manager, SGAM

We wanted full automation for testing and going live of several statistical arbitrage strategies on equity markets. SpotLab allowed us to backtest and calibrate our models. We were able to automate their execution on the markets through SpotEngine connected to Interactive Brokers.

Albert M.

Quantitative Analyst, QCap