Exclusive: ThinkLiquidity Deploys Transaction Scoring System, QuantView

Monday, 07/11/2016 | 14:43 GMT by Jeff Patterson
  • QuantView can help speedily and accurately assess order flow and bolster risk management capabilities.
Exclusive: ThinkLiquidity Deploys Transaction Scoring System, QuantView
Bloomberg

ThinkLiquidity, a provider of Risk Management services and Liquidity solutions, has deployed QuantView, a new web application utility that helps delivers metrics and analysis regarding trades over electronic trading platforms, Finance Magnates has learned.

Don't miss your last chance to sign up for the FM London Summit. Register here!

QuantView is pertinent to a variety of different venues, trade desks, and risk managers due to its ability to help hastily and accurately assess order flow and bolster risk management capabilities. In particular, risk managers will be able to rely on such data garnered via QuantView to better categorize individual accounts and also help position themselves to take advantage of market conditions. QuantView was designed in house by ThinkLiquidity’s quantitative and development teams.

The impetus behind the utility is the view of most over-the-counter (OTC) brokers of their respective risk in terms of A Book and B Book. The decision to A Book or B Book a given account can often be made due to a litany of external factors, as opposed to the profile of a specific trader. As such, QuantView allows brokers to view their respective exposure through the use of various meaningful attributes rather a simplified A Book or B Book classification.

Jeff Wilkins, Managing Director, ThinkLiquidity

Jeff Wilkins, Managing Director, ThinkLiquidity

According to Jeff Wilkins, Managing Director of ThinkLiquidity, in a statement on the launch: “There’s no other product available that makes it so easy to see key trading metrics on both a micro and macro level. Smaller shops often do risk management from the bottom up, looking at individual accounts.”

“Our scoring system grades every trade and assembles the data into an Account Scorecard. Larger brokerages and trading desks are more concerned about risk limits and want insight into when and what to hedge. We aggregate all the data we have on individual trades to provide context on market exposures,” he added.

“It used to be hard to view real time exposure on different segments of your book. QuantView makes it easy. For example, you can filter by average hold time to see how short term traders are positioned. You could filter by average trade size to see the exposure on the big traders. We keep all kinds of statistics that can be used to segment your exposures,” explained Mr. Wilkins.

ThinkLiquidity, a provider of Risk Management services and Liquidity solutions, has deployed QuantView, a new web application utility that helps delivers metrics and analysis regarding trades over electronic trading platforms, Finance Magnates has learned.

Don't miss your last chance to sign up for the FM London Summit. Register here!

QuantView is pertinent to a variety of different venues, trade desks, and risk managers due to its ability to help hastily and accurately assess order flow and bolster risk management capabilities. In particular, risk managers will be able to rely on such data garnered via QuantView to better categorize individual accounts and also help position themselves to take advantage of market conditions. QuantView was designed in house by ThinkLiquidity’s quantitative and development teams.

The impetus behind the utility is the view of most over-the-counter (OTC) brokers of their respective risk in terms of A Book and B Book. The decision to A Book or B Book a given account can often be made due to a litany of external factors, as opposed to the profile of a specific trader. As such, QuantView allows brokers to view their respective exposure through the use of various meaningful attributes rather a simplified A Book or B Book classification.

Jeff Wilkins, Managing Director, ThinkLiquidity

Jeff Wilkins, Managing Director, ThinkLiquidity

According to Jeff Wilkins, Managing Director of ThinkLiquidity, in a statement on the launch: “There’s no other product available that makes it so easy to see key trading metrics on both a micro and macro level. Smaller shops often do risk management from the bottom up, looking at individual accounts.”

“Our scoring system grades every trade and assembles the data into an Account Scorecard. Larger brokerages and trading desks are more concerned about risk limits and want insight into when and what to hedge. We aggregate all the data we have on individual trades to provide context on market exposures,” he added.

“It used to be hard to view real time exposure on different segments of your book. QuantView makes it easy. For example, you can filter by average hold time to see how short term traders are positioned. You could filter by average trade size to see the exposure on the big traders. We keep all kinds of statistics that can be used to segment your exposures,” explained Mr. Wilkins.

About the Author: Jeff Patterson
Jeff Patterson
  • 5448 Articles
  • 106 Followers
About the Author: Jeff Patterson
Head of Commercial Content
  • 5448 Articles
  • 106 Followers

More from the Author

Retail FX

!"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|} !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}