Technology Solutions for Managing a Diverse Equities Business
Of all the asset classes, the equity and equity derivatives class is by far the most diverse in terms of instrument features, risk sources and trading strategies. The equity derivatives business covers a wide range of strategies from high volume / high velocity arbitrage to high complexity structured products. Firms' daily volumes can reach millions of executions on thousands of different names, making the management of transactions, referential data and market data impossible without robust and highly automated systems.
On the OTC front, the equity derivatives market has witnessed a significant increase in the complexity and creativity of derivatives instruments in the last few years - making the capture of terms and conditions, the valuation and the lifecycle management a challenge even for the most technologically advanced firms. To keep up with the constant innovation in products and strategies and with regulatory and accounting practice changes, both sell side and buy side firms rely on dynamic technology solutions that can easily adapt to change while having a low cost of ownership.
Our expertise
Sophis' world renowned equity derivatives solution is the right answer to the challenges facing a modern equity derivatives business. It is currently used as a backbone by many of the leading global players in the equity derivatives space after proving its ability to scale in transactions volume, in the quantity and diversity of users and in product complexity.
With connectivity to execution systems, to market data vendors and to corporate action vendors, Sophis' platform is a single point of entry for traders, portfolio managers, risk managers, operations and finance users. It provides an intuitive and automated work environment that can be set up to accommodate the specific business needs of users depending on the product types they deal with.
From convertible bonds to the most complex basket of structured products, Sophis' powerful data model captures all economic and legal information necessary for valuation, for risk computation and for performing back office processing.
Our state of the art library of analytics offers the latest advancements in pricing models and risk computation. And, combined with our flexible structuring tool, it allows front office users to respond to customer needs or to explore trading opportunities in a timely and efficient manner.
Product coverage
- Cash equity and ETFs
- Listed futures and options (single name, index and ETF)
- Convertible bonds
- Vanilla and exotic single name and basket options
- CFDs
- Stock loans
- Single name and basket total return equity swaps
- Dividends swaps
- Variance and volatility swaps
- Gamma swaps
- Equity linked notes
- Exotic equity and hybrid structured products
Find out about our solutions and technology
Learn more about our customisation capabilities
Read our quantitative team publications
