You can easily create product combinations in the Preferences section of TT Trade Surveillance. The Cross Products functionality supports product combinations across multiple exchanges. To create a new product combination: Login to TT Trade Surveillance. In the main menu bar, select Preferences then select Cross Product Preferences. Press the Add Config button. The Configuration window […]
TT Trade Surveillance includes the ability to identify suspicious trader behavior across instruments, products and markets. Once configured, TT Trade Surveillance provides scored clusters for the following models. The clusters will identify activity between multiple traders across the different configured products. Scenarios There are a number of scenarios where the Cross Product functionality can aid […]
When investigating an incident, you can enable multiple MD Trader ladders to view cross products at the same time. Once enabled, you have the option to sync the replay of the ladders to view the ‘real-time’ activity of the cross products. To replay cross products in the ladder view Press the Load MD Trader button […]
When investigating an incident, TT Trade Surveillance defaults to showing the trade volume that occurred during the period in question. You can now view the notional values, in United States Dollars (USD) by enabling the Toggle NV switch, located above the chart. Note TT Trade Surveillance sets notional value equal to the underlying value of […]