Analysis of surveillance alerts, whether spoofing, quote stuffing, wash trades etc in context of the order book. Playback through the trading day; tick by tick. Trading activity, including market health analysis.
Intra day and historic alert reporting and trend analysis consolidating alerts across traders, regions and asset classes
Analysis across alerts generated from both trade surveillance and comms surveillance, correlating the different components of fraudulent behavior, supporting trade reconstruction as outlined in Dodd Frank, and critically adding context to existing alerts, producing higher value alerts with more efficient investigation.
Holistic surveillance of traders together with trading and risk positions, and security alerting. Traders are risk scored, and compared to past performance and their peers. Trader interaction networks are investigated to speed understanding of past activity, and again identify behavioral abnormalities.
Typically connecting to and leveraging CEP & Tick history databases