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LCMS has implemented its advanced volatility surface model for a leading global market maker, leading to a much better understanding of risk, faster quoting, and significantly improved relative value trading performance.
Custom development
LCMS has completed custom development of quoting and trading algorithms for a major trading firm, resulting in significantly improved speed and efficiency.
Scaling potential
LCMS has helped a leading global trading firm convert its infrastructure from a proprietary system to a customised commercial system which offers a much faster performance, better risk management, and significantly more scaling potential resulting in considerably less work to maintain and extend.
Arbitrage strategy
LCMS has completed implementation of a custom arbitrage strategy for an international proprietary trading firm generating significant profits.