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 solutions partner with a proven track record, professional experience and the technical expertise to ensure your success. more

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BLU Trading Reports

The system calibrates a large number of financial market models, according to a set of user-defined criteria. The relationships are automatically scanned to select those that satisfy specific financial and statistical conditions.

The screening process will indicate the level of mispricing of a particular relative value trade idea, and the statistical significance of such an observation under different measures.

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