Trading Systems Design & Support for Institutional Clients
Ocean Consulting GmbH
Active in this field since 2002, Ocean Consulting GmbH assists institutional clients with their trading systems design and developments.
Most of our projects involve the design and validation of algorithmic trading systems. Quantitative analysis of market data validates or invalidates assumptions about market participant behaviour. Assumptions that pass this scrutiny form the basis for formulating algorithms and further in-depth analysis.
Your Edge in Today's Markets
As most of our contracting is done under an NDA, the following few project descriptions provide some generic insights in how we could support your trading system development efforts:
Signal Processing Research
An Ocean Consulting GmbH in-house research program resulted in extremely low-latency data smoothing. As this proprietary algorithm is very effective in removing noise from market data time series, it finds it's way in most of the projects Ocean Consulting GmbH is involved in. Refining this proprietary algorithm is an ongong process.
Virtual Market Data
One of our institutional clients invited us to design, implement, validate and deploy a system that synthesises virtual market data sequences for backtesting purposes.
This system is able to create random market data series that retain the properties (as well as derived properties) of the original instrument's time series.
Optimal Time Frames
For one of our clients, Ocean Consulting GmbH managed a project that focussed on establishing optimal time frames to be used for automatic trading systems.
We defined project scope and comparison methods, set criteria for comparing effectiveness of different time frames and proposed reporting structures.
What about your trading system projects?
We're keen to show how Ocean Consulting GmbH can be of assistance to your projects, from early planning stages to project completion. We kindly invite you to visit our contact details page to get the ball rolling.