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Quantitative Finance · Glossaire

Qu'est-ce que « Trade surveillance system, surveillance alert » ?

Aussi appelé : trade surveillance system · surveillance alert

Definition 30.1 Research, Data and Risk Platforms · Chapitre 30 — Surveillance and Compliance Technology

A trade surveillance system turns a firm’s orders and trades into features per account and day, scores them with detectors for known forms of abuse, and raises a surveillance alert — an account, a day, a detector, a score — for each score above its threshold, for a person to review.

The chapter’s pipeline: orders and trades become account-day features, detectors score them, alerts above a threshold join a case queue that analysts work; messages are searched with a lexicon and their hits join the same queue; transaction reports are generated from the trades, validated and reconciled; what cannot be closed is escalated.
Figure 30.1. The chapter’s pipeline: orders and trades become account-day features, detectors score them, alerts above a threshold join a case queue that analysts work; messages are searched with a lexicon and their hits join the same queue; transaction reports are generated from the trades, validated and reconciled; what cannot be closed is escalated.
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