Faculty Advisor

Abraham, Jon P.

Faculty Advisor

Wang, Tsung-Yi

Center

Wall Street MQP

Abstract

One of the main goals for Global Credit Trading is the ability to aggregate Cash and CDS data and store all daily transactions. In addition, volume has become more central to performance analysis. An accurate picture of trade volume is frequently requested and important to the overall evaluation of the trading desk. The current process for volume and market share aggregation is fragmented over many systems and run independently under different methodologies in all regions. The Credit Trading Strategists have requested the creation of internal trade history database. The goal of this project was to improve the manual procedure by providing data analysis on the current reporting system and proposed solutions to build centralized internal database to store both Cash and CDS data.

Publisher

Worcester Polytechnic Institute

Date Accepted

January 2012

Major

Mathematical Sciences

Major

Management Engineering

Project Type

Major Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

Advisor Department

Business

Project Center

Wall Street MQP

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