Archive for 'Finance'

Series on Derivatives Software System

Posted on 06. Feb, 2012 by .

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I have started writing some introductory topics to help understand derivative software system from a systems point of view. I have started off with introductory topic which you can access from right side menu “Derivatives System Software” or click here. I hope this series will help people with IT background, business analysts, project management and [...]

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Credit Default Swaps – The Big Picture

Posted on 01. Feb, 2011 by .

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I recently posted my “Credit Default Swaps – The Big Picture” presentation for download. It was prepared to introduce Credit Default Swap instruments and various high level details. Presentation covers: Definition of CDS Importance of CDS Market Players & their roles CDS Examples Myths and Facts of CDS CDS Instrument Categories Instrument Types & Options [...]

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Bloomberg Open Symbology – BSYM (Bloomberg open sources its Security Identifier Universe)

Posted on 25. Feb, 2010 by .

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A while ago, Bloomberg announced that it is making its proprietary security codes public (http://bsym.bloomberg.com/sym/). I received couple of emails asking what that means. Many news items used the term ‘Open Source’, which was confusing to some. First, let me explain what they are making it open source. As some of my articles on this [...]

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Fixed Income Trading System Architecture Workshop on Sep 26

Posted on 13. Aug, 2009 by .

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I am planning to start another series of sessions on Trading Platform Architecture. I will start the first session on Sep 26th covering the basics of FI products, players, needs of Broker/dealer and System requirements. For more details and presentation downloads visit Fixed Income Trading System Architecture I will also be postin some articles on [...]

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Ticker Symbol of Stocks, Options and Futures – The story behind them.

Posted on 05. Mar, 2009 by .

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The Ticker Symbol is a common identifier used in financial marktes to identify all trading instruments. The ticker symbols are fromed using certain methods. Knowing those methods would make our job much easier especially if you are dealing with multiple classes instruments. The idea behind this article is to bring all of them together and discuss. Supporting presentation [...]

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Securities Identification Codes: SYMBOL, CUSIP, ISIN, SEDOL, RIC Code

Posted on 22. Feb, 2009 by .

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I have been thinking of gettting some details of all the security codes together from a while. In this article I have explained some fundamental details of each identifier. These are heavily used in daily life of the technical and nontechnical staff of the financial firms. List different security Identifier used in financial marktes are: SYMBOL CUSIP ISIN SEDOL [...]

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My FIX Protocol Videos on YouTube, finally!

Posted on 16. Feb, 2009 by .

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Finally, I could post my FIX Protocol introduction videos on YouTube. The video is in 4 parts each around 7-10 min long. I tried my best to cover the complete introduction. You can download the presentation here (PPT/PDF). I hope any one who is new to the subject can easily get the whole big picture. Please [...]

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Market Data – Ticks – Uptick – Downtick

Posted on 08. Feb, 2009 by .

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I just wanted to clarify few basic terms that are used very often to indicate market movements. Plustick/Uptick Security is Trading at higher than the previous sale price Minustick/Downtick Security is trading at lower than the previous sale price Zero plustick Security is trading at same as last sale price but previous tick was a [...]

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Financial Markets & Products – Introduction

Posted on 06. Feb, 2009 by .

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One day workshop Covers fundamental elements of Financial markets and products. Topics like: Overview of Financial markets Players and Structure of Financial markets Buy Side Firms Sell Side Firms Exchanges Regulatory Bodies (SEC) Clearing Firms, Commercial banks Categories of financial products Equities Fixed Income Options & Futures Other Derivatives Regulatory agencies and their role Securities Exchange [...]

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FIX Protocol Training

Posted on 01. Feb, 2009 by .

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As I promised, another one day FIX workshop will be conducted on Feb 15 ’09. This is going to be one day course from 10AM to 4PM. (You can also watch my FIX Protocol video on YouTube) I will be covering the following topics: Part – 1 (Download Material -PDF) FIX Protocol Introduction Overview History [...]

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