UBS's equity-derivatives software tracks fluctuations in key marketplaces so that traders can reduce the risk to an investor's portfolio. Five developers at UBS have now built software modules that perform risk analysis, option trading, and exotic-option modeling.
"This enables us to perform over-the-counter option trades for customers at the best possible price and leaves enough room for our margin," says Hadar Pedhazur, vice-president of equity technology.
UBS is also using Fame, a time-series database analytical tool developed by Citibank, to help with historical data analysis.