Trade Data Analysis
TradingHub provides trade data analytics to the financial services industry. Among our clients are global banks, leading asset managers, hedge funds and major regulatory institutions. Throughout our product suite we employ market-leading analytic techniques. Employing these sophisticated methodologies, our tools produce accurate and actionable results, allowing our clients to:
- Identify actions that may constitute market abuse.
- Identify potential rogue traders.
- Analyse best execution.
- Objectively assess and improve the performance of traders.
Our Market Abuse Surveillance Tool (MAST) locates suspected instances of market abuse. Our Rogue Trader Metrics System (RTMS) identifies potential rogue traders. Our Transaction Efficiency and Accuracy Monitor (TEAM) measures and analyses best execution. Our Profiling tool provides behavioural and performance profiles of traders and portfolio managers.
Our tools operate across all asset classes and product types. They each scale up to global enterprise levels of trade data. Combining that level of flexibility with the sophistication of their analysis, our tools have earned a place at the leading edge of the market.
Our Rogue Trader Metrics System (RTMS) enables our clients to identify, investigate and report unauthorised trading activity.
RTMS employs a series of behavioural metrics to identify traders who are obscuring risk or P&L, as well as those who are otherwise engaging in unauthorised trading activity. Given the scale of losses that rogue traders can occur, RTMS has the potential to save clients extraordinary sums.
RTMS indicates potential incidences of unauthorised trading through a red flag system. In each instance where it flags suspected unauthorised trading, it asserts a level of confidence derived from a proprietary scoring method. This methodology not only serves to reduce false positives, but also allows clients to clearly prioritise threats for further investigation.
RTMS includes an integrated and fully featured case management system. It permits the user to easily investigate potential breaches, document follow up actions and generate audit reports.
Our Transaction Efficiency and Accuracy Monitor (TEAM) offers analysis of best execution and off market trades.
TEAM allows users to compare trades across brokers and venues to assess which deliver best execution. To do so, it employs sophisticated quantitative techniques that are unlike anything else on the market.
With machine learning algorithms at its core, TEAM creates a probability distribution for the mid-price of any asset at any time in the past. The tool then compares the client’s executed trades to this distribution, permitting the user to measure the performance of their broker against the market – even for relatively illiquid assets. Despite the sophistication of this analysis, TEAM’s clear interface ensures that understanding the results is simple and efficient.
Buy-side and Sell-side
TEAM has benefits for both the buy-side and sell-side. While buy-side users may use the tool to assess the performance of their brokers, so too can users on the sell-side compare themselves against their peers. The tool is flexible, scalable and brings value to all firms throughout the market.