Simulating new Equity Long/Short and Enhanced Index products:
Our clients have a proprietary stock ranking system and wanted us to construct historical portfolios and run simulations to validate the performance of their ranking system and determine things like (1) optimum holding periods (2) performance by GICS sectors and industries (3) appropriate trading intervention rules (4) performance my rank etc.

Creating an application to track security performance and determine optimal security weights:
This application charts the historical performance/position of individual stocks in the clients portfolio (Long/Short) vs. equally weighted indices constructed on the fly based on proprietary matrices. This application creates bar charts and summary tables highlighting the stocks (and sectors) to over weight and under weight based on proprietary algorithms.

Developing an application to track intraday movements of global equity indices.
This was built using the Bloolberg Terminal API and SQL Server as the back-end database. Raw price data was retrieved from Bloomberg and intraday charts were generated using various proprietary technical indicators. The downloaded data was also updated to the back-end database for historical studies.

Incorporating risk control features for a managed futures product.
This is for a client’s in-house trend following system which trades a basket of futures contracts across most major sectors (currencies, financials, agricultural, metals etc.). The complete system consists of trend following algorithms, risk management modules and back-office / accounting modules. We initially, migrated the entire system from FoxPro to SQL/VB and then incorporated various risk-control algorithms, risk reports and other front-end features.