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SYSOFT
Sysoft was founded by Ion A. Cartiant in 1987.
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
- Design & rewrite forward calculation algorithms (rate swaps,
repos, dividends) for 15 years on pricing
- Functional, IT architecture and graphical design of a new
pricing system for index options and strategies. It includes:
- Varswaps, historical volatility management, real time
pricing and comparison with live feeds from Reuters, Cscreen,
Bloomberg.
- Analyse and email volatility /dividends / repos changes
- Real time feeds from Sophis backoffice (rates, dividends,
repos, calendars)
- Strategy simulator: time, spot and volatility bumps
- Volatility function management
- Support and exchange trader specific parameters between
traders in Paris, Tokyo, New York and Hong Kong
- Associated database design, implementation for historic data
- Validate and integrate new quants models (volatility, pricing)
in operational products
- Operational support of traders in Paris, Tokyo, New York and
Hong Kong
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.
Microsoft technology: Excel, VB, Excel C#
addin, VBA, DotNet 3.5, C#, Access database, Visual Studio 2008, XML.
Sophis real time interfaces, Reuters (Rtx), Bloomberg (Blp).
Our previous activities:
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consulting missions : system organization
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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. |
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