|
Corporate Securities Arbitrage Analytics System (CSAAS) |
|
Purpose |
Used by a startup hedge fund to process and manage stocks and bonds trades
|
Screens |
To view a few key screenshots from this centralized application, please click on the following links:
|
|
Description |
This application was designed to manage multiple
portfolios of a hedge fund. It tracked sales, purchases, as well as quotes of
all types of securities using the same interface. More specifically, trading of
convertibles, straights, stocks, futures and credit default swaps, was done from
the same user interface.
|
|
Features |
Following are some of the key features of this application:
- Seamless integration of buying and selling of any type of security
- Allows hedging of different types of securities (such as convertibles, stocks & straights) in one bin
- Can handle any number of portfolios
- Automatic allocation of trades to portfolios with the option to manually override trade allocations
- Automatic assignment of trading type to Buy Long, Buy to Cover, Sell Long or Sell Short
- Integrated email confirmation of trades to brokers
- Constant display of holdings summary by portfolio
- Automatic creation of files for brokers involved in daily trades
- Integrated risk assesmment model for hedging
- Color-coded history of quotes, sales and purchases of any company
- Detailed and summary reports for month and month-to-date performance, broker reconciliation, ratings, stale prices, monthly pricing, etc.
- Access to all features based on the security model assigned to each user's role with the ability to assign multiple roles to each user
|
|
Components |
This application comprises of the following main components:
- Main Menu: Allows easy access to all functions
- Quote-Trade Form: Integrated view of all trading activities by company
- Reports: Separated by Front, Middle and Back Offices
- Export: Allows export of daily trades for sending or loading to brokers
- Import: Allows importing of Monthly Pricing and reconciliation with broker records
|
|
Technology Used |
The following software development tools were used for this application:
- Front End: Microsoft Access 2003+
- Back-End: Microsoft SQL Server 2005+
- Programming Language: Visual Basic for Applications (VBA)
|
MS-Access, MS-Word and MS-SQL Server are the Registered Trade Marks of Microsoft Corporation
|