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06.04.2021

Making non-directional return in the cryptocurrency markets

Crypto currencies currently offer excellent low risk high return strategies in the forward futures carry. This document explains in detail, the methodology for realizing those gains. 
If you have questions or require clarification, get in touch. 

Making non directional returns in the cryptocurrency markets.pdf

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Admin - 15:20 | 345 comments

17.10.2019

Data - part 2

So you have many offices globally, a data team has visited each office and worked out how to obtain an automated dump of their transactional data. Each day that data can be translated into a standardised unit and field structure. 
In the most basic form, this will be a spreadsheet template or csv file, populated from the local contract management system and translated into a structure which can then populate the central data-warehouse. The ultimate goal is a real time update from the source system to the data-warehouse. 

Once the transactional data becomes available as an homogenous and clean source, then many advantageous options present themselves. 

I must mention another critical element at this point that relates to correct mark-to-market. Forward open risk needs to be marked to a current market price. [Read More…]

Admin - 11:33 | 19 comments

09.09.2019

The problem with data and the decentralised commodity business

It remains a serious issue and has been such for many years. Although many have tried, very few have successfully found a scalable off-the-shelf solution that can manage global data across a decentralised commodity platform.

The commodity business is not uniform in process. There are countless different products and along with them unique aspects of operations in their supply chain. [Read More…]

Admin - 13:28 | 13 comments


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