|
Proficiency in the pricing of derivative securities and expertise in the assessment of risks entailed in holding an options portfolio are hallmarks of any successful derivatives trading firm. In order to maintain a leadership position in these areas, PFTC leverages its extensive proprietary technologies to continuously algorithmically monitor the US equity and equity index markets to identify and capture market inefficiencies on sub-second timescales.
PFTC's Quantitative Research team works closely with the Trading and Technology Departments to create tools for identifying value and managing risk. They employ a variety of mathematical and numerical techniques to continually strive to develop new models which will more accurately predict real-world market phenomena. Unlike what may be found in a typical trading firm, PFTC's Quantitative Research team takes a large part in designing and implementing the trading system and a larger participation in the "trading".
|