Financial Markets Advanced Analytics

The Client

A global financial markets participant (who wants to remain anonymous), trading stocks, futures, and options on all major exchanges. With recognized status on most exchanges, we seek to provide liquidity to the marketplace and assist in enforcing the efficiency of financial information.

The Challenge

Across dozens of exchanges, trading over 100 thousand unique instruments, we must find ways to measure our performance in a way that is scalable and meaningful. When the marketplace is concerned about nanosecond precision and trades are executed at the rate of hundreds or thousands per second, it is important to seek out easy and efficient ways to make algorithmic improvements and derive positive future results. Storing information is just the beginning – we need a way to interpret it into actionable items.

The Solution

Since adapting icCube, we are able to leverage the data aggregation tools to easily display information in a variety of avenues, including most notably their Web Reporting Interface and interfacing with Microsoft Excel. The responsiveness from icCube developers has been impressively immediate and always helpful. We are eager to continue to optimize our approach to data interpretation through their innovation.