Risk Management

The challenge for high-speed algorithmic trading today is to provide more tools for risk and cost management without impacting latency. This implies more computing capacity.

Complex event processing brings speed, flexibility, and stream analytics to trading systems. In addition to extracting and analyzing real-time market data, this technology is an important tool in identifying patterns and deriving key indicators that can strongly affect trading decisions.

ATS’s sophisticated paradigms and technologies of event processing enable Risk management monitoring by analyzing all available information in a uniform way and representing the information intuitively as streams of real time data.

ATS Risk Management Package Options

  • Comprehensive Risk reports.

  • Analyze profit and loss per trade

  • Evaluate multi-currency risk through streams of real time Foreign exchange rates data.

  • Analyze risk and positions using nominated risk values on an aggregated level.

  • Aggregated risk per market or across several markets.

  • Pricing input control.

  • Specify risk; in terms of monetary value or number of contracts to trade, single stock derivatives in index futures or basket.

  • Risk analysis of portfolios and risk values.

  • Risk analysis and scenario risk analysis.