The Assignment: Automate a client’s existing trading strategy and increase the client’s understanding the strategy’s associated risks.
The TappMath Solution: TappMath automated the client’s existing trading strategy and ultimately provided the client with data that showed the minimum value of the portfolio given the price of the asset.
Tools and Methodology: A custom Python script was created to automate the client’s existing trading strategy. The trading strategy was then modeled using a differential equation that, once solved for, provided the client with a minimum value of the portfolio given the price of the asset.
Value Add: The client was able to better assess and manage the risk associated with their trading strategy. They also gained a much deeper understanding of their trading strategy overall.