The trading desk ran multiple fundamental and statistical proprietary strategies, the largest portfolio being market-neutral long-short, generating multi-horizon alphas, from less than a second to a several days. Examples include: spread trading, systematic directional portfolio and cross-exchange timing arbitrage, on commodities (energy, agriculture, metals). Objectives are consistent absolute returns in all market conditions, while controlling daily P&L volatility with especial attention to drawdown risks.
Challenges of Big Data Systems
When dealing with huge volumes of data that are derived from multiple independent sources. It is a significant undertaking to connect, link, match, clean and transform data across systems. However, it is necessary to connect and correlate relationships, hierarchies and multiple data linkages or your data can quickly spiral out of control. Data governance can help you determine how disparate data relates to common definitions and how to systematically integrate structured and unstructured data assets to produce high-quality information that is useful, appropriate and up-to-date.