PORTFOLIO

MANAGERS

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 portfolio managers 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

  • Understand the effect of 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
  • Find overall market makers’ gross gamma exposure, and how that relates to intraday spot volatility.
  • Track shift in regimes in option flows from the average daily volume of trading
  • Find how it has deviated from a long term ADV and if there is a clear trend in the shift

New way of analysing

  • Find days that exhibited similar trading patterns to today, to generate trade ideas
  • Use custom indicators to find similarity based on FX option flow data
  • 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
  • Understand OTC derivatives markets response to economic events
  • Breakdown the intraday trading activity per tenor group which represent a market heuristic for a type of participants

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
  • Be the first to know when a big ticket FX options trade goes through the market

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 historically to be the first to spot where outsized positions are accumulating.
  • Compare activity between markets and against statistical 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

  • Understand OTC interest rate swap market positioning derived from previously opaque OTC post-trade data.
  • 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.
  • Instantly see how dislocated various parts of the curves are relative to the outright level of yields.
  • View data in the context of OTC curve trade flows that are coming through the market in real-time
  • Monitor in real-time big ticket OTC transactions 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 the IRS market becomes unusually active
  • Be the first to know when IRS positioning becomes too stretched and where the pain trade might be
  • Be the first to know when the positioning around a future event exceeds historical norms

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