9 min
Episode 29: Quick Takes: Time Series of Swap Prices and Volumes Markets ConversatION
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- Business
In this episode, Amir breaks down how to analyze datasets in new and novel ways by showcasing a new feature on the Clarus website called SDRView.
SDRView has transaction level data for OTC Derivatives, made public under CFTC Regulations, which consists of more than 50 fields for each transaction.
Unlike Bonds or Equities, there are no security instruments as such for Swaps and OTC Derivatives, rather a set of fields, that allow customers to determine if it is a standard trade and the most common nomenclature/symbology for standard Swap instruments is the Bloomberg Ticker.
The new Ticker Summary view uses this to conveniently access a large historical record of trades for price and volume summary measures.
#ION #IONMarkets #ClarusFT #OTC Derivatives #SwapInstruments #SDRView
Amir Khwaja, CEO, Clarus Financial Technology
Amir is CEO of Clarus Financial Technology and has more than thirty years' experience in OTC Derivatives and Technology. His prior positions include Director of RiskMng and FE at Calypso Technology (2005-2012), CTO at SunGard Trading and Risk (2002-2005), CEO & Founder at Kronos Software (1998-2002). Amir started his career at Chase Manhattan (now JPM) as an IT graduate trainee in 1988, after a degree in Mechanical Engineering from Imperial College, London.
Chris Barnes, Senior Vice President, Clarus Financial Technology
Chris has over 19 years experience in OTC Derivatives markets. He started out trading Cross Currency Swaps at HSBC in London between 2002 and 2010, before helping to launch Rates Trading at State Street in London (2010-2012). Having relocated to Switzerland, he also served as the Director of Product Development at Gottex.
Chris holds an MA from the University of Cambridge in Natural Sciences, where his dissertation on artificial intelligence was published in 2001.
In this episode, Amir breaks down how to analyze datasets in new and novel ways by showcasing a new feature on the Clarus website called SDRView.
SDRView has transaction level data for OTC Derivatives, made public under CFTC Regulations, which consists of more than 50 fields for each transaction.
Unlike Bonds or Equities, there are no security instruments as such for Swaps and OTC Derivatives, rather a set of fields, that allow customers to determine if it is a standard trade and the most common nomenclature/symbology for standard Swap instruments is the Bloomberg Ticker.
The new Ticker Summary view uses this to conveniently access a large historical record of trades for price and volume summary measures.
#ION #IONMarkets #ClarusFT #OTC Derivatives #SwapInstruments #SDRView
Amir Khwaja, CEO, Clarus Financial Technology
Amir is CEO of Clarus Financial Technology and has more than thirty years' experience in OTC Derivatives and Technology. His prior positions include Director of RiskMng and FE at Calypso Technology (2005-2012), CTO at SunGard Trading and Risk (2002-2005), CEO & Founder at Kronos Software (1998-2002). Amir started his career at Chase Manhattan (now JPM) as an IT graduate trainee in 1988, after a degree in Mechanical Engineering from Imperial College, London.
Chris Barnes, Senior Vice President, Clarus Financial Technology
Chris has over 19 years experience in OTC Derivatives markets. He started out trading Cross Currency Swaps at HSBC in London between 2002 and 2010, before helping to launch Rates Trading at State Street in London (2010-2012). Having relocated to Switzerland, he also served as the Director of Product Development at Gottex.
Chris holds an MA from the University of Cambridge in Natural Sciences, where his dissertation on artificial intelligence was published in 2001.
9 min