In today’s fragmented market place, basket trading is a unique challenge. With multi-listed instruments trading in different time zones and currencies, venue-specific trading rules and the complexity of executing potentially thousands of instruments simultaneously, firms need high-performance, scalability and control. Itiviti’s Basket Trading block provides this out-of-the-box.
With flexible integration for synchronizing and importing basket definitions, and powerful tools for intraday management, traders can monitor and control basket composition in real-time. Rich pricing algorithms are delivered as apps along with complete source code, featuring innovative functionality including price snapping, correlation pricing and FX.
Coupled with innovative execution across a range of strategies, and comprehensive risk functionality for baskets or basket-derived contracts, the Basket Trading block is an essential component of a Delta One trading setup.