Technology

Platform Overview | Architecture | Platform

The Delta Suite supports all processes and needs arising from the whole trading cycle – starting from pricing and hedging, real-time data connection and position-keeping, up to an efficient order management and settlement.

During the past decades, increasing importance has been given to quantitative methods and research departments, where a seamless interplay and communication between traders and risk managers is often complicated to attain. Delta Hedge consequently puts its emphasis on delivering a truly integrated and realistic view on market risks and credit risks arising from transactions, while at the same time augmenting state-of-the-art theoretical models with front office practitioners’ experiences and analytics.

Essential benefits to our customers:

Modularity: Every module can be implemented individually; one customer may search for a cutting-edge pricing tool for structured products, while another may simply want to complement his existing architecture by a credit portfolio management solution for its middle office.
Scalability: Our goal is both to fulfill small customers’ needs for pragmatical solutions and to fuel global financial powerhouses reaching for highly sophisticated systems with our mathematically and technically advanced software products. This is achieved efficiently as our systems are designed and implemented in a truly component- and object-oriented way. All components of the system can be run on heterogeneous networks distributed on machines with different operating systems, thus meeting the needs of firms of highly varying size and complexity.
Speed of execution: The Delta Suite is written in CORBA/C++ and supports grid computing from scratch. Making use of advanced numerical engines and the power and scalability features of modern operating systems and multi-CPU machines, our platform allows to manage and calculate highly complex and large books at a supreme performance.
Flexibility: Delta Hedge continuously works on the extension of its software products by cutting-edge methods and even more efficient workflows. Thanks to the system’s capability to coupling systems like MS Excel, Matlab, Mathematica, Reuters Kobra, XTRA3000 and other systems, the Suite is ready to integrate with earlier defined and proprietary analytics, without having to change the existing environment.
Speed of integration: Financial institutions have had to face a long history of wearisome, highly time-consuming and excessively expensive integration processes for software applications. The modular concept and full scalability of Delta Hedge’s solution, combined with a phased integration, enables to go live with some modules even though the whole system might not be fully implemented yet. This is a major step towards a swift and increased ROI, and helps lowering the total cost of ownership often getting out of hand with major software integration projects.
Visual intuition: Interactive Deformable Computer Graphics (IDCG) enable traders, risk managers and financial engineers to perform visual what-if scenarios consistently for all financial instruments, allowing for dynamic risk and sensitivity analyses and the direct triggering of real transactions. The IDCG technology is a Delta Hedge innovation, giving us a competitive edge in interactive and intuitive analysis.