Abstract: An automated method, computer system and computer readable storage medium for performing automated trading activities is disclosed. The method includes generating, based on historical market data, a definition that defines a scenario associated with an initial position that must be executed, wherein the definition further defines a value delta of an interest of the initial position. The method further includes receiving market data and searching the market data for the scenario of the definition. The method further includes matching market data with the scenario of the definition and, responsive to matching the market data, executing the initial position. The method further includes matching market data with the scenario of a first level hedging action and, responsive to matching the market data with the scenario, executing the first level hedging action, wherein the first level hedging position hedges the initial position.

Abstract: An automated method, computer system and computer program product for performing automated trading activities is disclosed. The method includes generating, based on historical market data, at least one definition that defines at least one scenario associated with an initial position that must be executed. The method further includes receiving market data and searching the market data for the at least one scenario of the definition. The method further includes matching market data with the at least one scenario of the definition and, responsive to matching the market data, executing the initial position associated with the at least one scenario. The method further includes matching market data with the at least one scenario of a first level hedging action and, responsive to matching the market data with the at least one scenario, executing the first level hedging action, thereby initiating a first level hedging position that hedges the initial position.

Abstract: A method for performing automated trading activities is disclosed. The method includes defining a take profit value and/or stop loss value for an initial position comprising an interest having an open-close value, receiving and storing historical market data and current market data pertaining to the initial position. The method further includes determining that a current open-close value of the interest is an outlier. The method further includes determining a probability that an open-close value of the interest reaches the take profit value or stop loss value within a predefined period of time, wherein the probability is greater than a threshold value. The method further includes transmitting an alert that the probability that the open-close value of the interest reaches the take profit value or stop loss value within the predefined period of time is greater than the threshold value.

Abstract: An automated method, computer system and computer program product for performing automated hedging activities is disclosed. The method includes receiving an investment strategy definition that defines at least one scenario associated with an initial position that must be executed. The method further includes receiving market data and searching the market data for the at least one scenario. The method further includes matching market data with the at least one scenario of the investment strategy definition and, responsive to matching the market data, executing the initial position associated with the at least one scenario. The method further includes matching market data with the at least one scenario of a first level hedging action and, responsive to matching the market data with the at least one scenario, executing the first level hedging action, thereby initiating a first level hedging position that hedges the initial position.