ABC Products by
GS Khoo PhD
• Online analytics and CRM tools catering to
all clients that trade at the your site.
• Professional live charting software and
analytics available to your clients on a
subscription basis (ASP service) - TradEdge
Online analytics & CRM tools
• Historical Price Charts
• Online Automated commentary/Trading Terminal
• Web/Java-based risk management/hedging engine
• Financial search engine
• Stock/Fund Screener
• Risk Analysis
• Technical Analysis/Fundamental/Broker Ranking
• Portfolio analysis & Risk Mgt (VAR)
• Multi-Criteria, Multi-Recipient Alert system
• Trading Game
• CRM, customer profiling & personalization
• US Datafeed & Research
Price Chart & Automated Commentary
TradEdge - Smart Virtual Trading
Terminal
Java-based
Web subscription model
with backward/forward testing capabilities
hedging functions
For any technical indicator there are several basic features which
make themdifferent from other standard TA products available in the
market:
1) A unique MAE/MFE system that generates risk management
(profit taking and cut loss ) levels for any indicator with any set of
parameters. TradEdge is the only system in the world we know that
has this capability.
2) There is a back-testing capability which enables a user to find out
howany technical indicator for any set of parameters have performed
for any period in the past, showing probabilities of success or failure..
This is a very comprehensive capability which does not require
programming expertise.
3) There is also a forward looking capability, which will be
introduced by the end of this month, which is based on Monte Carlo
simulations of future price generation processes, which then tests for
the performance of technical indicators in a forward period of time.
This is a state of the art capability which even the best TA programs
in the US do not carry.
4) We also have research to show how often technical patterns,
such as gaps, ma crossovers etc, occur and how they occur for
each and every instrument.
5) We have the most comprehensive set of alerts (about 30)
which enables users to be alerted on any device, any protocol
and secured on a mission-critical basis, on technical signals.
6) We have a very powerful enhancement to technical analysis,
through our suite of HeatMap and Money Radar products, which
not just maps the behaviour of single instruments, but also of a
whole group of instruments. It provides cross-sectional analysis
of entire groups of instruments at the same time. In futures, this
will help in the analysis of spreads
7) We also have the ability to generate the best set of parameters
for any set of indicator, any parameter set for every instrument
for any time frame and period.
8) We also have the AI capability to generate automated
commentaries for the most common indicators
9) We generate automated detection of ten common candlestick
patterns on all instruments for all time frames, as well as
interesting technical phenomenon, such as monthly highs/lows,
fifty-two week highs/lows etc
10) Finally, and most importantly, in the case of stocks, we have
integrated technical analysis into fundamental research, to form
the basis of funda-technical analysis.
Nevertheless, as the universe of technical methods is large, we
are continuously enlarging the number of indicators. In the
immediate future,we are introducing the rest of the most popular
technical indicators. By the end of this year, we will have about
100 technical indicators which is probably the entire universe.
But TradEdge would have done more about them than any system
which exists in the market.We will also be creating automated
testing of combined trading rules in the near future.
Heat Map
&
Risk Optimiser
Web/Java-based Risk Management
Monte Carlo Engine/
Hedging Tool
•
Commentary On USD/JPY (Mar 14 2000-Mar 13 2001)
In this year's market, USD/JPY embarked on a modest rally. The currency
went up in a 14.49 move from 105.17, where the currency was at previous
year's close, to 119.66. This was equivalent to a 13.778% move. This was
the first rise for the currency in last 3 years. The price seemed to be fixed
on an upward trend. The price range was somewhat tight.
During the period, USD/JPY's return was considered spectacular among
930 currencies and currency pairs in the market that this report analyzed,
and can be ranked in the top 20 percent of all these currencies.
The opening at 105.57 on Mar 14 2000 denoted the beginning of trading.
Following that move, buyers shoved the market up to sail up to a high of
120.68 on Mar 12 2001, a significant run from Mar 31 2000 's low of
102.08. It was well supported at that level.
Risk analysis shows that ninety percent of the time, the maximum risk of
loss in holding USD/JPY for one year is about 20.01. We have however
seen a maximum one year loss of 32.02 during the period Apr 14 1989 to
the current trading session. Losing positions over the last 11 years have
shown a maximum peak-to-valley drawdown risk of 79.40.
If held over 1 year periods at different times over the last two years,
USD/JPY would have generated an average return of 0.31%. Returns
would have varied between 12.09% and -11.47%. These returns would be
MyRadar
• A useful search engine for identifying stocks that meet the
user’s criteria in terms of
– capital
– Risk
– investment horizon
• Allows users to study the consistency of individual stock’s
historical risk-return performance.
• Allows users to compare the historical performance of
selected stocks (up to 3 stocks).
MoneyRadar
• A useful tool for analyzing the historical
risk-return performance of various asset
classes.
• Analysis is based on comparative study of
the risk-return performance of securities
that fall within the same category, e.g.
Banking sector.
Stock Screener
• Generates a list of stocks meeting the following five criteria
• a) STEP 1: Sector – All the sectors in the Singapore stock market will be
included here. The user can choose any number of sectors from here.
• b) STEP 2: Broker Recommendation – An aggregation of the average
broker recommendations compiled by BARRA. There will be six criteria
namely: Any, Strong Buy, Buy. Hold, Sell, Strong Sell. The user can choose
any number of options.
• c) STEP 3: PE Ratio – These are historical PE ratios. The user can choose
any number of options from the available six options namely: Any, 0 to 10, 10
to 20, 20 to 50, 50 to 100 and 100 and above. A table showing the average
high, low of PE ratios of stocks in the selected sector will be displayed.
• d) STEP 4: Investment Budget – There will be 6 choices and the user can
choose any number of options.
• e) STEP 5: Risk – There will be six choices and the user can choose any
number of options.
Risk Analysis
• Analyzes the historical volatility of each security
• Provides an estimate of the risk of trading each
security
– 10% chance of losing more than 10 cents per share over
the next 1 day
– 30% chance of losing more than 50 cents over the next
5 days
• Estimated trading range over the next 1-5 days
• Determine whether a security is considered risky
based on each customer’s risk appetite
Research
• Provide technical charts and useful interpretation of the following
technical indicators:
– Moving Average
– Moving Average Convergence Divergence (MACD)
– Relative Strength Indicator (RSI)
– Stochastic Oscillator
– Moving Average Envelopes
– Bollinger Bands
• Provide historical performance of the above indicators for individual
stocks. Useful for identifying trading strategies that worked well for
individual stocks
• Provide useful trading statistics relevant for traders
• Broker recommendations (Multex/First Call/JCF data feed
required)
• StarTrack Broker Ranking System
Broker/Analyst Ranking System – StarTrack
& Investor Relations (IR)
StarTrack is a patent-pending proprietary software system that is
designed to do several things:
• to monitor the recommendations and earnings forecasts of
professional analysts who contribute buy-sell recommendations to
independent service bureaus such as Multex, and then to provide a
weighting to investment recommendations made by several
analysts so that the weighted average is skewed to those analysts
who are generally right about the market;
• to monitor the performance of in-house analysts so that their
recommendations can be similarly weighted.
StarTrack is created to answer the question, “If I get a
recommendation from an analyst, how much can I trust it?” Or
the question, “If I get recommendations from several analysts,
who should I listen to?
Watchlists
• Provide useful watchlists of stocks that:
– are overbought or oversold based on various technical
indicators.
– hit historical highs or lows
– are recommended for strong buy/sell according to
covering brokers
– are relevant for day-trading based on liquidity and
volatility
– Are of interest to fundamental investors, e.g.
highest/lowest PE stocks within each sector)
• Potential source for trading ideas
Portfolio Tools
• Allow your clients to analyze the risk-return
performance of their portfolios
• Help your clients fine-tune their portfolio
allocations to enhance performance
• Compare their portfolio performance
against the relevant market index
• Portfolio VAR (Value-at-Risk)
iCueCard Alerts
• Provides up to 20 alerts comprising
– Various price alerts
– Technical indicator alerts
– Multi-criteria alerts
– Cascading alerts
• Help pages that provide useful statistics to
help users set the alert parameters
Fund (Unit Trust) Products
• List of top gainers/losers
• Comprehensive fund screener:
– Currency
– Sector
– Fund size
– Manager
– Investment budget
– Performance
• MyRadar
• MoneyRadar
Edutrade – Trading Game
• Real-time virtual stock/futures trading game
• Designed to make learning about finance
interesting
• Allows user to experiment with the other
ABC tools to help them make trading
decisions
• Profiling of customers’ trading patterns
CRM Product
• Profiling your customer’s trading patterns
• Identify sectors and types of securities that
are relevant to each customer to recommend
them suitable investments
• Determine the risk profile of each customer
for risk management
Customers of Asian Bourses
also get free access to US
Market Data & Research
through our sister company,
IRW and those of other
partners
Abc financial analyticsdemo
Abc financial analyticsdemo

Abc financial analyticsdemo

  • 1.
    ABC Products by GSKhoo PhD • Online analytics and CRM tools catering to all clients that trade at the your site. • Professional live charting software and analytics available to your clients on a subscription basis (ASP service) - TradEdge
  • 2.
    Online analytics &CRM tools • Historical Price Charts • Online Automated commentary/Trading Terminal • Web/Java-based risk management/hedging engine • Financial search engine • Stock/Fund Screener • Risk Analysis • Technical Analysis/Fundamental/Broker Ranking • Portfolio analysis & Risk Mgt (VAR) • Multi-Criteria, Multi-Recipient Alert system • Trading Game • CRM, customer profiling & personalization • US Datafeed & Research
  • 3.
    Price Chart &Automated Commentary TradEdge - Smart Virtual Trading Terminal Java-based Web subscription model with backward/forward testing capabilities hedging functions
  • 7.
    For any technicalindicator there are several basic features which make themdifferent from other standard TA products available in the market: 1) A unique MAE/MFE system that generates risk management (profit taking and cut loss ) levels for any indicator with any set of parameters. TradEdge is the only system in the world we know that has this capability. 2) There is a back-testing capability which enables a user to find out howany technical indicator for any set of parameters have performed for any period in the past, showing probabilities of success or failure.. This is a very comprehensive capability which does not require programming expertise. 3) There is also a forward looking capability, which will be introduced by the end of this month, which is based on Monte Carlo simulations of future price generation processes, which then tests for the performance of technical indicators in a forward period of time. This is a state of the art capability which even the best TA programs in the US do not carry.
  • 8.
    4) We alsohave research to show how often technical patterns, such as gaps, ma crossovers etc, occur and how they occur for each and every instrument. 5) We have the most comprehensive set of alerts (about 30) which enables users to be alerted on any device, any protocol and secured on a mission-critical basis, on technical signals. 6) We have a very powerful enhancement to technical analysis, through our suite of HeatMap and Money Radar products, which not just maps the behaviour of single instruments, but also of a whole group of instruments. It provides cross-sectional analysis of entire groups of instruments at the same time. In futures, this will help in the analysis of spreads 7) We also have the ability to generate the best set of parameters for any set of indicator, any parameter set for every instrument for any time frame and period.
  • 9.
    8) We alsohave the AI capability to generate automated commentaries for the most common indicators 9) We generate automated detection of ten common candlestick patterns on all instruments for all time frames, as well as interesting technical phenomenon, such as monthly highs/lows, fifty-two week highs/lows etc 10) Finally, and most importantly, in the case of stocks, we have integrated technical analysis into fundamental research, to form the basis of funda-technical analysis. Nevertheless, as the universe of technical methods is large, we are continuously enlarging the number of indicators. In the immediate future,we are introducing the rest of the most popular technical indicators. By the end of this year, we will have about 100 technical indicators which is probably the entire universe. But TradEdge would have done more about them than any system which exists in the market.We will also be creating automated testing of combined trading rules in the near future.
  • 10.
    Heat Map & Risk Optimiser Web/Java-basedRisk Management Monte Carlo Engine/ Hedging Tool
  • 14.
    • Commentary On USD/JPY(Mar 14 2000-Mar 13 2001) In this year's market, USD/JPY embarked on a modest rally. The currency went up in a 14.49 move from 105.17, where the currency was at previous year's close, to 119.66. This was equivalent to a 13.778% move. This was the first rise for the currency in last 3 years. The price seemed to be fixed on an upward trend. The price range was somewhat tight. During the period, USD/JPY's return was considered spectacular among 930 currencies and currency pairs in the market that this report analyzed, and can be ranked in the top 20 percent of all these currencies. The opening at 105.57 on Mar 14 2000 denoted the beginning of trading. Following that move, buyers shoved the market up to sail up to a high of 120.68 on Mar 12 2001, a significant run from Mar 31 2000 's low of 102.08. It was well supported at that level. Risk analysis shows that ninety percent of the time, the maximum risk of loss in holding USD/JPY for one year is about 20.01. We have however seen a maximum one year loss of 32.02 during the period Apr 14 1989 to the current trading session. Losing positions over the last 11 years have shown a maximum peak-to-valley drawdown risk of 79.40. If held over 1 year periods at different times over the last two years, USD/JPY would have generated an average return of 0.31%. Returns would have varied between 12.09% and -11.47%. These returns would be
  • 18.
    MyRadar • A usefulsearch engine for identifying stocks that meet the user’s criteria in terms of – capital – Risk – investment horizon • Allows users to study the consistency of individual stock’s historical risk-return performance. • Allows users to compare the historical performance of selected stocks (up to 3 stocks).
  • 21.
    MoneyRadar • A usefultool for analyzing the historical risk-return performance of various asset classes. • Analysis is based on comparative study of the risk-return performance of securities that fall within the same category, e.g. Banking sector.
  • 25.
    Stock Screener • Generatesa list of stocks meeting the following five criteria • a) STEP 1: Sector – All the sectors in the Singapore stock market will be included here. The user can choose any number of sectors from here. • b) STEP 2: Broker Recommendation – An aggregation of the average broker recommendations compiled by BARRA. There will be six criteria namely: Any, Strong Buy, Buy. Hold, Sell, Strong Sell. The user can choose any number of options. • c) STEP 3: PE Ratio – These are historical PE ratios. The user can choose any number of options from the available six options namely: Any, 0 to 10, 10 to 20, 20 to 50, 50 to 100 and 100 and above. A table showing the average high, low of PE ratios of stocks in the selected sector will be displayed. • d) STEP 4: Investment Budget – There will be 6 choices and the user can choose any number of options. • e) STEP 5: Risk – There will be six choices and the user can choose any number of options.
  • 30.
    Risk Analysis • Analyzesthe historical volatility of each security • Provides an estimate of the risk of trading each security – 10% chance of losing more than 10 cents per share over the next 1 day – 30% chance of losing more than 50 cents over the next 5 days • Estimated trading range over the next 1-5 days • Determine whether a security is considered risky based on each customer’s risk appetite
  • 34.
    Research • Provide technicalcharts and useful interpretation of the following technical indicators: – Moving Average – Moving Average Convergence Divergence (MACD) – Relative Strength Indicator (RSI) – Stochastic Oscillator – Moving Average Envelopes – Bollinger Bands • Provide historical performance of the above indicators for individual stocks. Useful for identifying trading strategies that worked well for individual stocks • Provide useful trading statistics relevant for traders • Broker recommendations (Multex/First Call/JCF data feed required) • StarTrack Broker Ranking System
  • 41.
    Broker/Analyst Ranking System– StarTrack & Investor Relations (IR) StarTrack is a patent-pending proprietary software system that is designed to do several things: • to monitor the recommendations and earnings forecasts of professional analysts who contribute buy-sell recommendations to independent service bureaus such as Multex, and then to provide a weighting to investment recommendations made by several analysts so that the weighted average is skewed to those analysts who are generally right about the market; • to monitor the performance of in-house analysts so that their recommendations can be similarly weighted. StarTrack is created to answer the question, “If I get a recommendation from an analyst, how much can I trust it?” Or the question, “If I get recommendations from several analysts, who should I listen to?
  • 58.
    Watchlists • Provide usefulwatchlists of stocks that: – are overbought or oversold based on various technical indicators. – hit historical highs or lows – are recommended for strong buy/sell according to covering brokers – are relevant for day-trading based on liquidity and volatility – Are of interest to fundamental investors, e.g. highest/lowest PE stocks within each sector) • Potential source for trading ideas
  • 63.
    Portfolio Tools • Allowyour clients to analyze the risk-return performance of their portfolios • Help your clients fine-tune their portfolio allocations to enhance performance • Compare their portfolio performance against the relevant market index • Portfolio VAR (Value-at-Risk)
  • 67.
    iCueCard Alerts • Providesup to 20 alerts comprising – Various price alerts – Technical indicator alerts – Multi-criteria alerts – Cascading alerts • Help pages that provide useful statistics to help users set the alert parameters
  • 72.
    Fund (Unit Trust)Products • List of top gainers/losers • Comprehensive fund screener: – Currency – Sector – Fund size – Manager – Investment budget – Performance • MyRadar • MoneyRadar
  • 79.
    Edutrade – TradingGame • Real-time virtual stock/futures trading game • Designed to make learning about finance interesting • Allows user to experiment with the other ABC tools to help them make trading decisions • Profiling of customers’ trading patterns
  • 86.
    CRM Product • Profilingyour customer’s trading patterns • Identify sectors and types of securities that are relevant to each customer to recommend them suitable investments • Determine the risk profile of each customer for risk management
  • 93.
    Customers of AsianBourses also get free access to US Market Data & Research through our sister company, IRW and those of other partners