CLIENT CASE STUDY
Our Finflow quant developer sat with the portfolio manager to gather the high level trading strategy and the mechcanics of the trading algo’s that would be run before a trade would be placed
The strategy design was then rapidly iterated into a solution using our customisable Finflow Grid trading hub.
Pulling in all the required data from stock beta’s to market data. We then interfaced the solution to the broker execution platform.
Finflow then interfaced the solution to the hedge fund’s portfolio management system to update positions and connect with prime brokerage services such as risk and funding
We have found that our clients are results orientated decision makers.
They require a rapid collaborative iterative approach to deliver their system requirements.
Finflow delivers a workable solution quickly with the ability to continually enhance incremental functionality and trading intelligence as they develop
Since our initial go live with our Long/Short hedge fund client we have added further bespoke functionality for risk and intelligent trade execution.
The portfolio manager now has a 360 view of all his trading on a single OEMS hub.