Sigma Capital Trading implements Xenomorph TimeScape

Source: Sigma Capital Trading

Sigma Capital Trading, the Canadian proprietary trading firm focused on the development of futures and options spread strategies, has implemented Xenomorph TimeScape analytics and data management solution to streamline its back-testing process.

Sigma needed a fast and efficient data management solution, capable of handling a variety of time series data whilst providing a centralized approach to the management of analytics, previously done in Excel.

To minimise this manual and time-consuming process, Xenomorph and Sigma worked together on an R&D basis to develop the TimeScape Spreads Application. Thanks to its intuitive Graphical User Interface, Xenomorph'sTimeScape Spreads Application allows Sigma to import and store futures and options data locally in TimeScape and retrieve it at any point in time quickly and effortlessly. Moreover, the centralised and dynamic management of the analytics within TimeScape significantly reduced the time required to calculate the Term Structure and eliminates potential operational errors arising from manual manipulation of data.

"The implementation went smoothly and the service level was exceptional with Xenomorph undertaking the necessary modifications to deliver the system we were looking for ", says Remy Belanger, Partner, Sigma Capital Trading. "We can now do in 5 minutes what used to take weeks", he adds.

"The implementation at Sigma is another great example of how TimeScape's flexible data model and its underlying architecture can be put to innovative use to address real-world problems efficiently and on schedule", concludes Naj Alavi, Managing Director, Xenomorph Inc.

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