models

Managed Models helps banks by building and deploying trading algorithms that support the systematic management of liquidity. By increasing efficiency and maximising crossing opportunities market-makers are able to reduce the number of interbank trades and internalise more flow.

Managed Models increases FX revenues by delivering a business analysis.

We offer three levels of service:

•Benchmarking the value of sales and trading flows -

  We analyse your flows against our own market data and provide values for both sales and trading

•Developing a systematic liquidity management proof of concept (+ benchmarking the value of flows) -

  A proof of concept is delivered, by developing liquidity management algorithms and advising on which pairs to hedge and which

  to internalise. This is in addition to providing benchmark values

•Delivering live systematic liquidity management (+ benchmarking the value of flows) -

  Managed Models develops liquidity management algorithms, and optimises them using updated data on client flow. The

  algorithms are deployed into a live test environment and monitored in real time against live trading. The algorithms are then

  deployed into live. Managed Models continues to monitor performance and refine the algorithms. This is in addition to providing

  benchmark values

ClientKnowledge provides advisory services which compliment Managed Models algorithms. Advisory services evaluate the risk process involved in capturing and managing flows, in terms of both humans and systems. We have experience working with many different types of trading technology and pricing engines. This includes bespoke systems, Reuters RET (both deployed and hosted) and multibank platforms.

Please click here to view Managed Models demo (contact ClientKnowledge to request a password)