A strategy is most at risk after it goes live. The research gives a range for how it should behave, including its expected worst losing run and its longest time below a previous high. Monitoring compares live trading with that range and flags a strategy, by rule, when it leaves it.
The retainer can follow a validation, development or execution project, or start on its own after a review of the strategies already running.
What the work covers
- Live monitoring that flags a strategy when it drifts away from its research
- Risk and exposure management
- Market impact and execution profile analysis
- Predictive analytics and behavioural finance systems to evaluate, hedge and manage trader-related risk
- A monthly written report on every strategy: live results against research, exposure and execution cost
To discuss a project, write to our contact address.