Regulatory & Operations

Market Surveillance

Integrating into proprietary modeling systems, AlphaVision™ provides valuable context to generated exception data. See what happening in relation to algorithmically generated alerts and notifications. Is the generated exception point a lone occurrence or happening across the market? Was the participant approaching exception stage all day before exceeding? Use AlphaVision™ to answer the questions that algos can’t.

Key Features and Benefits:

  • Real time landscapes update with your data to show actual marketplace activity.
  • Gain context to alerts by viewing hundreds of time series on one view layout.
  • Set custom rules based alerts on multiple variables.
  • Set custom thresholds to indicate when participants are approaching alarm levels.
  • Find patterns in behavior. Drill into specific time periods or view the same time period across multiple dates ranges to.
  • Bi-directional signaling connects landscapes and exception points to database information about participant’s transaction or regulatory history.
  • Cut reporting time by viewing large, rich data sets on one screen.
  • Document, save, and share incidents with colleagues or market participants

Transaction Mapping and Exception Reporting

Transaction mapping is a key component of analyzing performance for cost savings or to ensure regulatory compliance. AlphaVision’s transaction mapping capabilities allow middle and back office users to create intuitive views to include in daily or weekly analysis reporting or to conduct ad hoc reporting.

Key Features and Benefits:

  • View entire life cycle of a week or month long transaction on one screen.
  • View all child executions or parent orders by broker, exchange, or counterparty.
  • Compare brokers, algos, and strategies by stacking time series to spot patterns and trends in execution.
  • Analyze execution performance against key benchmarks. Use any Bloomberg benchmark or create your own
  • Drill down from parent orders to child executions or granular tick data.
  • Spot relational patterns between counterparty executions across time or execution venue

Latency Monitoring

Monitoring system latency is crucial to optimal performance across the enterprise. IT professionals use AlphaVision™ to spot latency in real time, to analyze latency related performance, and to understand patterns and trends enabling them to address latency concerns before they begin. Analyze days or weeks of performance across security or port and drill into granular detail to see where and when latency is prevalent.

Key Features and Benefits:

  • Time series landscapes key users into spikes in latency across instrument, port, or system.
  • System data easily ported into landscapes for real time monitoring or fast backward looking analysis.
  • Drill down through data points to find patterns in latency: by time of day, port, or system

Latency (visual representation of data)

Enterprise Data Management

AlphaVision™ landscapes are used by mid and back office to solve key enterprise data management issues ranging from data quality to monitoring complex pricing models. Aqumin is pleased to partner with Xenomorph to provide enhance visual analytics to their Enterprise Data Management system, TimeScape.

Key Features and Benefits:

  • Enhanced visual analytics plug in to TimeScape system
  • Pre-defined visualizations of TimesScape queries including
    • Data quality of multiple data feeds showing spikes and flats
    • Attribution of models
    • Complex pricing structures
    • Curve structures for volatility and yields.
  • Single click drill down to detailed information about data point. Connect additional queries to drill downs and drill ups

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