ONESTAT Archives

Systematic Currency Strategy with High Turnover Volume 1

Systematic Currency Strategy with High Turnover Volume

Automated reporting & analysis
Customised dashboard & controls
Co-located flexible deployment

The Challenge

Multiple FX time-frame systematic strategies are needed to execute cross-connected orders and tasks from multiple venues. Meanwhile, real-time analyses on portfolio and strategy valuationsare needed to manage high-volume turnover. Finally, users in different roles, such as the Portfolio Manager, Risk Manager, and Data Analyst, needed to obtain different views and have different power rights to access data and/or change the setup.

Tick-level valuation for portfolio and strategies
Different complex role power criterias
Multiple cross-connected co-locations
Redundant server and connectivity
Different control criteria and regulation applied

Wakett’s Solution

CYBMIND with TIBCO® Streaming allowed a flexible deployment across multiple nodes to trade faster and more competitively, as well as to provide the right business continuity. Different roles have obtained different and separate views and power rights to access data and/or change the setup. The software allowed for the monitoring of multiple portfolios, with different grouping criteria to centralise the information. It also came with node distribution to scale the systems. This allowed for:

Flexible development
Scalable cross-connectivity with redundant nodes
Customised dashboard & control panels
Automated reporting & analysis in multiple formatsCentralised aggregated information

So, what are you waiting for? Get in touch with us to see how we can work together for a brighter future for your company.

Producing TCA Reports: Easily Apply Calculations To Data From Multiple Trade Sources Summary

Producing TCA Reports: Easily Apply Calculations To Data From Multiple Trade Sources EURUSD chart

ONESTAT TCA

Producing TCA Reports: Easily Apply Calculations To Data From Multiple Trade Sources

4 days’ worth of time saved per analyst, per month
100% automated
100% data accuracy

The Challenge

Receiving transaction statements from different brokers in different formats can make your raw data absolutely unmanageable: you need to convert it, run calculations on it, and group it as needed to produce multiple TCA reports. This:

Wastes valuable time;
Increases the risk of errors;
Reduces performance;
Can lead to delays; and
Makes it harder to create reports.

Wakett’s Solution

By combining our AUTOMAN and ONESTAT software solutions, you can automatically collect, transform, and apply calculations to your raw data. You can also easily create reports for each day, month, quarter, and annum, as well as per instrument, group, and category.

These reports can be created in PDF, interactive and searchable HTML, or in pre-formatted EXCEL sheets complete with borders, colours, multiple number formats, and various tabs according to your specifications. This helps you:

Save copious amounts of time;
Reduce the risk of errors;
Automatically generate reports; and
Know exactly what each group of data means.

So, what are you waiting for? Get in touch with us to see how we can work together for a brighter future for your company.

Monte Carlo Back-Testing Performance Analyses: Thousands of Simulated Statements Analysed In Record Time

Monte Carlo Back-Testing Performance Analyses: Thousands of Simulated Statements Analysed In Record Time 2

Back-testing ONESTAT

Monte Carlo Back-Testing Performance Analyses: Thousands of Simulated Statements Analysed In Record Time

1 day’s worth of an analyst’s time saved per test
100% automated
100% data accuracy

The Challenge

Analysing thousands of back-tests with random parameters per strategy and thousands of trades per test is a huge undertaking that is practically impossible for a person to conduct. This makes it harder for your team to be able to quickly pick your real top, median, and worst performing assets, which means that:

Your strategy is not as well stressed and researched as it could be.
You are left at a disadvantage when compared to competitors

Wakett’s Solution

Through AUTOMAN, you can automatically process tens of thousands of simulated transactions using multiple combinations of dozens of parameters. Moreover, this software can easily and automatically compare the top, median, and worst performers for you, as well as create a formatted Excel report for each test or an interactive HTML file so you can visualise how each simulated reality affects your strategy. In other words, this helps you:

Automatically run the analysis on thousands of simulations;
Easily produce reporting on your investment strategy tests;
Turn multiple parameters numbers into visual representations;
Stress your model and discover valuable information quickly.

So, what are you waiting for? Get in touch with us to see how we can work together for a brighter future for your company.

Case Studies

Systematic Currency Strategy with High Turnover Volume

The Challenge

Wakett’s Solution

Producing TCA Reports: Easily Apply Calculations To Data From Multiple Trade Sources

The Challenge

Wakett’s Solution

Monte Carlo Back-Testing Performance Analyses: Thousands of Simulated Statements Analysed In Record Time

The Challenge

Wakett’s Solution

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