Home » Architecture » The Ultimate Fx System

The Ultimate Fx System

Brian Foster, Tabb Forum, The Ultimate FX System, here. see Buyside fx, here.

Analytics

  • On demand reporting.
  • Real-time TCA.
  • Anonymized reports for sharing with peers or counterparties.
  • Continuously updated ranking of counterparties by currency pairs.
  • Searchable database of all past trades and quotes by market condition, currencies, dealers, venue, time, strategy, etc., via natural language queries.
  • Auditing that tracks trading effectiveness including actual vs. projected slippage.
  • Millisecond tracking of order price 2 seconds before and after inquiries shown to dealers to police for bad dealer behavior/front-running.
  • VaR delta reporting (pre- and post-trade) available on multiple levels: account/group/firm/trader.
  • Incorporation of multiple external data feeds to improve accuracy of reporting and analysis.
  • Multiple performance measures appropriately benchmarked by size.
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