Pre-Trade for Position Limit Monitoring – Client Success
Position Limit Monitoring requires the regular sourcing of limits from exchanges and regulators to ensure that the most current limits are applied to a firm’s positions, even during a trading day. Compliance and effective monitoring of intraday positions requires firms to calculate spot effective periods, aggregation correlation and ratio adjustments – complex tasks for firms relying solely on an order management system (OMS) not designed for these purposes. Monitoring merely intraday positions that are settled can lead to a sub-optimal, reactive trading strategy. To ensure true intraday compliance, firms need the ability to monitor position limits and adjust orders before execution.
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