Building a Trading Engine for Fix-Income Securities
June 4, 2024Tradeweb Computer Science/Mathematics, 2023鈥�24
Liaison(s): Pratik Karnik, Aditya Bhargava 鈥�23
Advisor(s): Jim Boerkoel
Students(s): Arjun Asija, Federico Galizia, Philip Martin (TL-F), Liam O鈥橰eilly (TL-S), Samantha Vincent
Tradeweb is the world鈥檚 leading fixed-income, derivatives and ETF electronic trading platform for institutional, wholesale and retail investors and dealers. To improve customer experience, our team consolidated Tradeweb鈥檚 Market Data Service and Client Trading Protocol into a single automated trading rules engine. We then implemented several algorithms to be used by the engine to interact with the markets and back-tested to evaluate performance.