Swap Data Repository

Recent work with regulators on the Swap Data Repository means we have experience with this new, growing information store. We have developed our own real time data capture and histroical database along with a number of analytical and visulaization tools

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Volatility Forecasting Service

With experience modeling hundreds of time series with GARCH, Machine Learning and vega trading, we can address your volatility issues. Along with our knowledeg of high speed computing techniques we can ensure your solution is delivered in time for your business needs.
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Efficient Frontier Hedging™ 

We view hedging as a combination of art and science. Hedge decisions are complex transactions with accounting, tax, liquidity risk, and sometimes headline risk. We are experienced in all these areas and we are focussed on helping design solutions you understand and confidently implement through our focus on your business goals and metrics