Development of a Portfolio Trading System

Project Description

Development of a Portfolio Trading System:
Complete portfolios and baskets are bought from funds and customers
the baskets are received via a FIX interface
The single securities from those portfolios are sold on internal or external markets
Features: currency hedging, VWAP calculation, interface to exchanges and brokers, market data interface

Financial Department

Front Office,
KAGs,
Institutional Sales,
Exchanges / Broker,
Middle Office,
Market Data

Financial Instruments

Equities,
Basket Trading,
Portfolio Trading,

Market Interfaces

Xetra,
European Exchanges,
Thomson Reuters,
Bloomberg

Departments - Products

Exchanges / Broker - RTD
Middle Office - Asset Control
Exchanges / Broker - Xetra
Market Data - Thomson Reuters RMDS
Market Data - Bloomberg

Vendor - Involved Products

RTS - RTD,
Asset Control Division - Asset Control,
BEA - WebLogic Server,
Oracle - Oracle Database

Technologies

Java,
JMS,
EJB,
SQL,
FIX

Project Description

Development of a Portfolio Trading System:
Complete portfolios and baskets are bought from funds and customers
the baskets are received via a FIX interface
The single securities from those portfolios are sold on internal or external markets
Features: currency hedging, VWAP calculation, interface to exchanges and brokers, market data interface

Financial Department

Front Office,
KAGs,
Institutional Sales,
Exchanges / Broker,
Middle Office,
Market Data

Financial Instruments

Equities,
Basket Trading,
Portfolio Trading,

Market Interfaces

Xetra,
European Exchanges,
Thomson Reuters,
Bloomberg

Departments - Products

Exchanges / Broker - RTD
Middle Office - Asset Control
Exchanges / Broker - Xetra
Market Data - Thomson Reuters RMDS
Market Data - Bloomberg

Vendor - Involved Products

RTS - RTD,
Asset Control Division - Asset Control,
BEA - WebLogic Server,
Oracle - Oracle Database

Technologies

Java,
JMS,
EJB,
SQL,
FIX