RESEARCH

ANALYSTS

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 research analysts 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

  • Instantly understand the bullishness or bearishness of the market
  • Contextualise the sentiment measure by comparing with historical norms, within seconds
  • Browse historical call/put skew dynamics and discover patterns with ease.
  • Track shifts in regimes in OTC FX options 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
  • Recognise the shift in regimes using the direction of OTC FX options flow
  • Detect if there is a trend in the market sentiment shift over time
  • Recognise the changes in OTC FX Options open interest across 250+ currency crosses
  • Construct custom currency baskets to track apparent shifts.

New way of analysing

  • Find days that exhibited similar trading patterns to today, to generate trade ideas
  • Create custom indicators to find similarity based on OTC FX options flow data
  • Historical Open interest along with Historical underlier spot price
  • Get an unparalleled transparency on overall OTC FX market exposure to a single currency pair, based on hard data
  • Study effects between OTC FX options gross gamma exposure and intraday spot volatility.
  • 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

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

Rates

Scan and analyse real-time OTC data across 100+ Rates instruments through the following features:

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

  • 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