SYSOFT

Sysoft was founded by Ion Alexandre CARTIANT in 1987.

Latest activity : Analysis, design, implementation of CPPI structured funds management system for asset funds desk trading - an asset management company

In direct relation with desk fund managers, capture requirements and business processes, design the solution for a real time pricing, allocation optimization and complete fund management.

Real time pricing consists of Bloomberg capture of current and historical data for fund inventory items to price it in real time. A Markowitz optimization subsystem with additional optional constraints was set up using a Levenberg Marquand math library. Historical data is stored in a local database. Fund inventory information is obtained in real time from main information system. A mathematical library was developed to calculate in real time variance and return. An automatic treasury allocation algorithm manages provisional expenses.
 

The system generates buy / sell orders sent directly to the house management system, computes daily the market fund NAV value and the official weekly NAV, manages parts subscriptions, manages provisional treasury, order decimalization, historical daily data.

The asynchronous user interface was designed with customer feedback.

Our latest activities: Modelling of financial algorithms, design trading software in a trading room. This includes capturing traders requirements and develop various pricers – index derivatives (Europe, US, Asia indexes) in a full project lifecycle

Using this experience, we developed Amarco pricer, a working high end multithreaded trader pricing framework, using Windows forms or Excel. This simulates real time data feed through Web services (WCF), replicates the pricing environment feed from backoffice through another WebService, manages limited computing resources for quants library.

Our previous activities:

• consulting missions : system organization
• design of software packages sold as licenses : banking communication software, personal data management software. The Multibac banking communication software (ETEBAC 1, ETEBAC2 ETEBAC 3 standards) were distributed by Societe Générale and Banque Paribas.

Since 1994 we work in the "service oriented" architecture. An original 1995 publication is presented here. Since 1997 we have supporting tools that manage repository of systems and services and implement innovative software visualization techniques.

On our page "Case studies" you find examples of consulting studies that we can perform for you. If these topics interest you and if the quality of the presentation is suitable to you, we would be very honored to contribute to the success of your project.