Pricing, Order Book & Flow Analysis, Order Execution, TCA, Real Time P&L, and more
Liquidity, Data Quality, Market, Credit / Counterparty, Operational, P&L Attribution, Trading Limits
Trade Surveillance, Alert Consolidation, Holistic Surveillance, Behavioral Risk Profiling
Visualize data from message buses, CEP engines & tick databases
Display & analyze tick data down to the nanosecond level
Display, Snapshot, Time Series, High Density Displays, Peer Comparison, Correlations, Trends, Outliers
Panopticon 16.7 incorporates numerous new capabilities, including new time series visualizations and analysis features, to better display pricing spreads, reconstructed order books, and trading blotters. The improvements are targeted at the needs of Capital Markets firms working with real-time streams and time series data sets and has applications best execution, risk, compliance, surveillance, and all other aspects of trading.
Major buy-side and sell-side firms and exchanges in financial centers around the world use Panopticon fast analytics to improve profitability and perform
Market Microstructure, Spread & Liquidity, Flow, and Order & Execution Analytics, and conduct quantitative analysis using R and Python.
Panopticon enables traders to visualize their Order Books at full depth. While looking at Top of Book to see the spread across time is useful, traders can’t see what’s happening at depth unless they use much more sophisticated visualizations, as demonstrated in this video.
Built for Traders
Panopticon enables traders and managers to spot outliers and anomalies, including fraud, in trading data.
Major investment banks, asset managers, and exchanges use Panopticon to improve profitability, monitor risk, and comply with regulations, including MiFID II.