When Lucena originally built QuantDesk, it planned to sell the platform directly to end-user firms, but due to the sophisticated nature of the technology, the vendor needed to create model portfolios to demonstrate how the platform worked.
“We employ an in-house army of quantitative analysts to research ideas, and when they find something meaningful we construct model portfolios that simulate a live trading environment. We simulate the execution of trades and orders, then we pass that on to cust
James talks about his trip to Chicago and some of the interesting topics that came up (including a look at disaster recovery demands). Then Anthony and James touch on ISDA's initial margin rules, with Phase 3 going live next year.Subscribe to Weekly Wrap emails