STRUCTURED PRODUCT MONITORING in Java
We developed a system for monitoring prices of structured products, and detecting mispricings according to user-defined rules.
The backend was written in Python and later ported to Java, with the mathematical evaluation partially done in Matlab.
A plugin system allows traders to add their own evaluation rules and to create custom alerts. The frontend was written using ExtJS and Google Charts.
Client
Technology
Java, php, bloomberg SDK, ExtJS