Our Methodology

The methodology for trade selection and portfolio allocation is based on our quantitative investment and risk management process that will enhance the performance, scalability and predictability of an investment management activity.

Why Us?

In any competitive market environment it is essential to have an Industry leader as your partner. BLU Financial Systems™ is your financial systems solution partner with a proven track record, professional experience and the technical expertise to ensure your success. more

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BLU Trading Strategy

Identification and analysis of trading opportunities via a series of steps:

Identification of significant financial relationships, where significance is measured with the use of specific statistical techniques.
Parameters calibration, where different estimation methods are compared to select the preferred weighting.
Historical simulation of a trading strategy applied to the relationship as defined above, where a number of return characteristics, e.g. return on capital, volatility, time horizon and tail risk are estimated.
Optimisation of the trading rule.

The system is developed under Matlab and is also utilizing publicly known Statistical methods. The application has an Excel Interface module to facilitate the use and manipulation of input and output data.

Financial Products

Our Nikopolis system provides a fully featured Front Office derivatives pricing and risk engine, covering the full range of capital markets instruments including swaps, caps, floors, swaptions, bonds, bond options, deposits, FX, futures, FRAs, options, and even exotic options ... more