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Navigating storms, fifty times a second
First Derivative’s client is a Japanese headquartered global bank.
The bank evolved its algorithmic trading strategy to more effectively trade through market volatility and manage position related risk.
A First Derivative full stack pod worked with our client to design and implement these quantitative eFX trading strategies. They included “Storm Surge” and “Whirlpools”.
“Storm Surge” detects price movements and volatilities, instantaneously adjusting prices to stay ahead of the market.
“Whirlpools” decreases position related risk using pricing rather than hedging.
