EXECUTION

TRADERS

Enterprai has developed a number of individual features, designed to be used by buy side professionals, including portfolio managers, execution traders, research analysts and risk managers.

Enterprai’s tools allow execution traders to scan, analyse and set up customised alerts across multiple asset classes.

FX

Scan and analyse real-time OTC data across 250+ global currencies through features

Rates

Scan and analyse real-time and historical OTC data across all IRS and Swaptions markets.

Cross Asset Analytics

Global multi-asset scanner identifies big price movements and cross asset contagion.

Central Bank Analytics

NLP is used to interpret communications from central banks and decode into sentiment analysis and topics.

FX

Scan and analyse real-time OTC data across 250+ global currencies through the following features:

New way of scanning

  • Scan unusual amounts of volumes being traded for 250+ currency pairs
  • Unbiased way to explore depths of the global fx markets
  • Monitor the effect of OTC option pin risk dynamics on the price of FX SPOT markets
  • Discover if the spot price is likely to converge around a strike by the expiration time of the large strike the next day
  • Find the most highly positioned upcoming day for a currency and if this positioning is likely due to an upcoming economic risk event
  • Uncover what the market expects the outcome of the event is from the direction of positioning

New way of analysing

  • View real-time trading activity through an intuitive dynamic visualization
  • Contextualise with live intraday spot price moves and hourly economic data releases
  • Breakdown the intraday trading activity per tenor group
  • See if today’s trades are positioning beyond just month and quarter ends with a short term or long term objective
  • Monitor the intensity and directionality of FX options positioning, per strike, through an intuitive dynamic visualization
  • Instantly identify the intraday time with the highest global liquidity in FX options market for a single currency
  • Explore gross gamma exposure and how that relates to intraday spot volatility

New way of monitoring and staying alerted

  • Be the first to know when the positioning around a future event exceeds historical norms
  • Be the first to know when an FX options market becomes unusually active
  • Be the first to know of trading activity relevant to your portfolio

Rates

Scan and analyse real-time and historical OTC data across all IRS and swaptions markets:

New way of scanning

  • Understand how OTC flows are moving through the yield curve in real-time and where outsized positions are accumulating
  • Compare activity between curves and against historical norms at a glance
  • Gauge the OTC swaptions market sentiment by following payer/receiver skew in real time
  • Compare activity between curves and against historical norms at a glance
  • Get an unparalleled transparency into the dynamics of concentration of positions building up in the OTC swaptions market both in absolute and z-score terms.
  • Leverage our proprietary analysis to quantify how dislocated various curves are relative to the outright level of yields.
  • Compare dislocations across a set of markets of your choice.

New way of analysing

  • View real-time OTC rates market activity with unparalleled granularity, showing individual trades–and trade type–as they are executed.
  • See swaps, swaptions and curve trades activity in the context of economic events in a single comprehensive market monitor.
  • Follow yield curve moves in the context of OTC interest rate swap flows supporting the change.
  • Contextualise the magnitude of the moves and flows by comparing them to historical norms in z-score terms.
  • Get a comprehensive view of market intraday and seasonal liquidity patterns based on hard OTC transactional data.
  • Monitor in real-time big ticket OTC transactional patterns augmented with our proprietary analytics.
  • Available for both swaps and swaption markets.

New way of monitoring and staying alerted

  • Be the first to know when OTC rates markets become unusually active.
  • Available for all swaps and swaptions markets.
  • Be the first to know when a trade matching your filter criteria gets executed on the market.
  • Available for both swaps and swaptions markets.
  • Be the first to know when a big-ticket transaction goes through the market.

Cross Asset Analytics

New way of scanning

  • Detect correlations/cointegration breaks between macro asset classes including Crypto
  • Find the best proxies to reflect your view on the market

 

New way of analysing

  • Instantly detect causal drivers which influence the price of your target variable based on rigorous research framework including machine learning techniques
  • Take advantage of otc derivatives trading patterns in exploring the causal drivers of your target variable

 

New way of monitoring and staying alerted

  • Be the first to know when there is a new causal driver emerging for your target variable
  • Be the first to know when existing casual drivers change statistical relationship with your target variable

 

Central Bank Analytics

New way of scanning

  • Scan through NLP extracted topics across various central banks to identify shifts in attention
  • Detect spillovers across multiple central banks

New way of analysing

  • Quantify central bankers language shifts and compare how focus per topic is developing over time
  • Instantly detect market impact illustrated by OTC derivatives trading pattern pre and post central event

 

New way of monitoring and staying alerted

  • Get notified if speakers tone shifts by custom level per a topic of choice
  • Get notified if market impact is above particular thresholds around events of your interest