subject: Olympia Capital Releases Global Portfolio-level Trading Algorithm [print this page] Released on: December 8, 2011
Author: Olympia Analytics
Olympia Capital Research, Ltd. has announced the launch of OCAP-SYSTEM, a trading algorithm that enables the implementation of multiple portfolio level instructions such as risk neutralization and cash balancing.
Using over 56 different risk metrics, OCAP-SYSTEM optimizes execution at the portfolio level by taking into account correlations between assets, as well as volatility and projected market impact. The result is better overall execution and risk management. OCAP-SYSTEM also offers traders improved performance by reducing the variance of execution costs. With this launch, buy-side traders can directly access the new portfolio-trading algorithm used by Olympia Capitals Portfolio Trading Desk.
"The addition of OCAP-SYSTEM to our constantly evolving suite of algorithms underscores our commitment to providing our clients with a complete set of trading tools and solutions to manage their global execution needs," said Dr. Michael R. Sternberg, CIO and Managing Director of Olympia Analytics
The OCAP-SYSTEM supports futures, options and exchange-traded funds, and accesses venues in all major markets in line with Olympia Capitals liquidity philosophy. In addition, OCAP-SYSTEM offers clients the ability to analyze each step in the lifecycle of the trade by seamlessly integrating with multi-asset analytics platforms.
Clients can access Equity and Derivative choice matrixes through the OCAP-SYSTEM trading platform or through a vendor partner and can execute trades by themselves or with the support of the Firm's experienced Electronic or Portfolio Trading teams. OCAP-SYSTEM is currently available in Asia and in Europe and will be available in The Americas by third quarter 2012.
Olympia Capital Research, Ltd. electronic trading provides a complete spectrum of services, from pre-trade analytics and execution to post-trade execution performance analysis and volatility management. The OCAP-SYSTEM trading platform offers a comprehensive algorithmic trading suite and various direct market access strategies, including our smart order routing technology and our dark pool aggregator.
Olympia Capital Research, Ltd. is a leading global financial services firm, providing a wide range of investment banking, derivatives trading, investment management and wealth management services. The Firm's employees serve clients worldwide, including corporations, governments, institutions and individuals.
by: Olympia Capital
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