Flexible Setup

Automated trading solution

The Basket Trader is an automated trading solution for cash index arbitrage on the Italian equity and derivatives market.

Target

The system captures profit opportunities between index futures and the cash market, minimising risk exposure and maximising return.

Execution

The software continuously monitors futures and equity prices, buys or sells future contracts and hedges the position with a basket of equities whenever a profit opportunity appears.

Exchange connectivity

Gaining the strategic advantage requires the efficient implementation of market feed and market access. Our experience with OMX technology and API allowes us to achieve low-latency and high transaction volume by connecting the system directly to the derivative and equity exchanges.