extent-2015: millennium surveillance™ – achieving excellence
TRANSCRIPT
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Millennium Surveillance™ – Millennium Surveillance™ – Achieving ExcellenceAchieving Excellence
11-Nov-2015Anton Kryukov
Quality Assurance & Related Software Development for Innovative Trading SystemsTel: +7 495 640 2460, +1 415 830 38 49www.exactpro.com
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• What is Millennium Surveillance™?
• Manipulative trading behaviours
• Key functional features
• How can we test Market Surveillance?
Agenda
Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
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Millennium Surveillance™ is a comprehensive set of tools to regulate your markets
Millennium Surveillance™ offers a functionally rich, high performance, flexible, scalable, and reliable platform to regulators, exchanges and brokers in order to ensure their markets remain fair, efficient and transparent
3 Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
What is Millennium Surveillance™?
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• Front running
• Insider trading
• Wash sales
• Layering the book
• Painting the tape
• Marking the close
4 Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
Manipulative trading behaviours
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• Multi-dimensional analysis in real time and offline with pattern recognition and alerting
• Patent-pending Alert Investigation System which identifies the events that triggered the alert
• Market replay
• Integrated Business Intelligence module to generate reports, and dashboards accessing internal as well as multiple external data sources
• Instant drill-down capability
• Alert and case management module
5 Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
Key functional features
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6 Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
How can we test Market Surveillance?
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•Use model-based approach
•Detect false positives
•Detect missing alerts
•High degree of test automation
7 Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
How can we test Market Surveillance?
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Thank you!
8 Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com