How a Global Energy Firm Optimized their Margin Strategy and Reduced Initial Margin by 47%
Case Study
Trading across multiple markets and exchanges inevitability pushes up the cost of margin.
But what if there was a way to take control of your margin and reduce those costs, gain greater insight into margin drivers and improve resilience in volatile markets, all at the same time?
We worked with a high frequency trading firm who were able to do just that. Using straightforward analytics and the power of the Cassini optimization algorithm, our client was able to both reduce overall margin and posted collateral, and maintain a low level of Initial Margin through the stressed markets of 2020.
This provided them with the leverage they needed to capitalize on the opportunities that turbulent markets brought them, rather than deleverage and sell assets like some of their competitors.
Download the case study to find out more about:
· The client background
· Their challenges
· Their goals
· The client results
· Why they used Cassini