Trading strategies simulation for a hedge fund
Categories: Financial Services
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Situation
A U.K. based hedge fund employs different trading strategies and would like to check the effect of changing key parameters on the trading results.
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Complication Its current back-testing and stress-testing environments are based on various spreadsheets and lack a unifying and robust platform.
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Solution We built a centralized repository with proper data warehouse architecture, back-testing engines and user friendly graphical interface where they can trial different scenarios of input parameters and visualize the projected P&L distribution and other key performance metrics based on Monte Carlo simulations.
What clients said aboutour projects
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Bron Sharman Senior Oil Trader “Unlike many advisers I’ve worked with, Trading Integral Solutions don’t have to pretend to be interested in their clients: they focus on what really matters and strive to add value in an optimal way.” Bron Sharman, Senior Oil Trader at SOCAR Trading -
Olga Kutuzova IFRS Group Manager "Trading Integral Solutions applied high quality standards when they delivered their project to us. We benefited greatly from our interaction with their highly skilled team of experts!" Olga Kutuzova, IFRS Group Manager at Novatek Gas & Power -
Jaroslaw Wajer Partner "I have cooperated with Trading Integral Solutions several times. They supported us during the design and implementation of trading departments and company strategies for our power utilities clients. I appreciate their trading expertise and profound knowledge of risk management. I would truly recommend cooperation with Trading Integral Solutions." Jaroslaw Wajer, Partner Performance Improvement at Ernst & Young