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Your Bespoke Technology Needs
>>Our design, development and delivery - >>Your project success and competitive advantage - >>Our expertise transcends industry sector - >>Our ability to master/understand your problem domain will amaze you - >>Your success is our pride - >>Contact us now for a bespoke solution to your problem!
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Financial Risk management system
We assisted in developing a risk management system for an Investment Bank. They system calculates credit risk exposures (EPE, PE, EEPE, PFE) for Equities, FX, Fixed Income & Credit Derivatives portfolios. This was a global risk management system that priced the entire company’s portfolio and calculated the potential exposure. It involved Monte-Carlo simulation of market data parameters, calibration and pricing of derivatives at a series of future time points. We developed of the derivatives pricing and scenario generation on Linux, calculating price profile at various time points for a large number of scenarios. We also worked on a standalone results/data viewer (client) runs on analysts’ PCs. Client-server communication was via TCP/IP, using TIBCO messaging.
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Financial Derivatives
We provided quantitative modelling analysis consultancy and bespoke quantitative software systems development to a London based Hedge Fund. Our products were used to assist asset traders to correctly price financial derivatives and quantifying portfolio risk. · Calculations for the firm’s portfolio Value at Risk (VaR) using both historical and Monté Carlo methods, and implemented solution in C++ to produce working software. · Integrated the firm’s standalone automated FX futures, and equity derivatives trading software with Sophis, the multi-asset trading platform. · Software product that tracked the company’s short positions in real-time and provided instant notification when a regulatory threshold was approached or breached.
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Algorithmic Trading platform
Besatech consultants are working with a Hedge Fund to develop an algorithmic trading platform for equities and FX. We are creating this multithreaded, low-latency system from scratch to run as a server system on Linux. On top of TCP/IP, our consultants have implemented the Financial Information Exchange protocol (FIX) to access tick market data directly from the exchange and counterparts. The software analyses the data and makes the relevant buy/sell decisions and executes the buy/sell instruction with counterparts using FIX. The system uses Oracle Database for persistence of prices and investment positions.
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Automation and analysis system
Our consultant played a major part in the development of an automated performance test system for aircraft jet engines. Bases at the client’s site, the Besatech consultant designed and developed a desktop application that is used by aerospace research teams to test the thermo-hydraulics performance of jet engines. The system consists of a main controller software, written using Boland C++ and actuated probes connected to PLCs. The main controller software synchronises multiple threads that communicate via RS232 com ports to control a variable number of actuated probes to move to defined radial and axial positions at specified speeds. The data acquired from the probes is used to present, in real time, the air static and dynamic pressures, and temperature profiles (both axial and radial) of the jet engine. Our consultant was particularly instrumental in the timely success of the project as not only did he produce a good object-oriented design and software code, his excellent mathematical skills, fluids mechanics and roto-dynamics skills bridged all the technical gaps during the development. (Borland C++, STL, multi-threading, automation, control, real-time, data acquisition, database, Windows, Unix)
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Academic research tools
Besatech consultants worked on a project for a leading University research department to develop computational modelling simulations and a bespoke image analysis system used in the investigation of mechanical stresses, wear mechanisms and debris particulate distributions. (Numerical solutions to PDE’s, C, Finite Elements Analysis, image analysis, Unix, Windows)
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Game neoro-learner
A Besatech consultant played a significant part in a small team of 2 to design and develop a desktop software application that is used to activate and quantify cerebral development in dyslexic subjects. The software was written in C++ and consisted of a game that gave real-time visual and audio bio-feedback modelled from the subject’s heart rate (using a heart rate monitor device connected via RS232 port) to provoke their response and to invite their control whilst they are involved in the specific attention-demanding task of playing the game. The software employed multi-threading, mathematical modelling, DirectX graphics & sound API, and used SQL database for persistence of parameters and results. As well as designing and writing the software, our developer was heavily involved in all other aspects of the project lifecycle including testing. The software requirements specified a very prompt feedback, within 1ms post systole. This was particularly challenging but was achieved with our scientific approach and efficient algorithms. (C++, Multithreading, STL, UML, DirectX API, Windows)
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Posturography system
Besatech developers worked for a client to design and develop a posturography system used in clinical medicine for balance and gait analysis. Knowledge in Physics and Engineering was to design the hardware that incorporated a mobile platform, supported on four load cells and controlled by linear and rotational actuators. Embedded software was written in C. The embedded software resides on a PIC and is used as the interface between a PC based data acquisition/control software and the posturography machine. A robust communication protocol via RS232 between the PC and the hardware was designed. A data acquisition/processing/control desktop application was designed and developed in C++. The desktop application incorporated networked interactivity, communicating with remote software modules that allowed authorised company staff to securely access data from various location across the world. Together with our thorough scientific approach, our effective documentation (software requirements, architectural design, testing scripts and user manual), which form a core part of our processes facilitated the client’s ability to gain FDA approval for exportation of the system into the US market. (C++, C#, multithreading, real-time, Data Acquisition, TCP/IP Sockets, Embedded software, machine control)
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Vibrating Mirror
Our Besatech developer worked at the forefront stages to develop a new prototype instrument using waveguide sensors, lasers and a vibrating mirror, angular scanning system for differentiating cellular activity. Using C++, the Besatech consultant developed a real-time data acquisition software system used in medical instrumentation. The software system resides on a PC and receives, via a FireWire (IEEE 1394) serial bus, data at high frequency from multiple data dispatch remote processors. Data from each of the remote devices were handled and processed through a complex mathematical algorithm by a separate software thread. Analysed data was captured and presented at real-time to a client graphical user interface (GUI). This was a data-intensive software with tight data deadlines. Multithreading and efficient data processing modelling algorithms were developed to fulfil the real-time requirements of the system. (C, C++, STL, UML, Multi-Threading, real-time programming, device driver development, Maths Modelling)
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Lithography pattern definition
The Besatech consultant design and developed this lithography pattern definition software in C programming language. The software runs on a VMS platform as well as on MS Windows. This software facilitates the client’s manufacturing process by permitting electronic circuit designers to define complex geometrical patterns by inputting a simple text format. The software also converts these definitions into a pre-specified binary format that is passed to a vector beam lithography machine. This project involved close interaction with other engineers and scientists who were experts in lithography. Our consultant was responsible for every stage of the software lifecycle from design to delivery. (C, UML, Unix, Linux)
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