info@valkeris.com
Algo Trading
PROPOSITION
Innovative risk analytics to detect disruptive events in global financial markets and anticipate price movements hours or days in advance of the event.
We provide advance warning enabling asset managers to improve portfolio metrics including lower volatility and higher risk adjusted returns.
PRODUCT COVERAGE
- Listed ETD’s
- Equities
- Equity indices
- Fixed Income instruments
CLIENTS
- Fund and wealth managers
- Investment banks
- Trading houses.
CAPABILITIES / BENEFITS
Risk analytics engine is based on sophisticated ‘deep data’ agent-based algorithms scanning in real-time with multiple quantitative primary data sources.
These algorithms analyse the dynamic behaviour of market participants, i.e. buyers and sellers and clusters them based on common feature sets.
Noise classification, cluster identification and behavioural finance theory are part of the core capabilities. continuous monitoring and analysing data flows on the world’s major financial exchanges.
END USER PORTAL
Clients typically receive up to 3 real-time anomaly detection alerts per month per instrument. From the initial alert to the price drop there is usually a gap of at least 10 hours.
INTEGRATION
Delivery mechanisms include email alerts, web interface, an excel add on or an API for easy integration with proprietary software.