U.S Securities and Exchange Commission (SEC)

The Division of Economic and Risk Analysis (DERA)

In partnership with Ascella & Elder Research

Analyzed Trades and Quotes (TAQ) data from 2002 to 2017 (several 100 GB) on a Massively Parallel Processing (MPP) Netezza database. This enabled SEC to perform following activities:

  • Market surveillance and monitoring: Monitor market activities, identify potential manipulative practices, and ensure compliance with securities regulations.
  • Investigating market irregularities: Investigate sudden spikes in trading volume or price movements, investigate insider trading possibilities, market manipulation etc
  • Market structure analysis: Study the structure and function of financial markets. Identify high-frequency trading practices that may affect market stability or fairness and support in development of appropriate regulations.
  • Policy formulation and evaluation: Evaluate the impact of existing regulations or assess the need for new rules. Make informed decisions about potential changes or improvements to the regulatory framework.
  • Assessing market efficiency and liquidity: Evaluate market efficiency and liquidity by analyzing bid-ask spreads, price volatility, and trading volumes. Identify areas where improvements in market liquidity.

Data Loaded & Analyzed: TAQ Quotes, NBBO, Bid Reversal, Quote time in Nano seconds, Bid / Offer Price & Size, Cancellation / Corrections, Symbol of the trade and Exchange used for the trade, NBBO Quote Condition etc.

Walk in Development Center (WIDC)

Office of Information Technology (OIT)

Sub to Ascella Tech

Our team has extensive experience in the maintenance and enhancement of the Business Intelligence environment, and we take pride in delivering customized, reliable, and high-quality services. Here are some of the ways we did for SEC:

  • Maintained and enhanced 1200 existing reports consumed by 5 applications and 2700 users, created by data extracted from 30 applications and 37 data sources.
  • Enabled SEC to effectively identify insider trading, conduct investigative activities related to compliance, and audit financial submissions.
  • Created new reports, dashboards, and data visualizations.
  • Utilized our business process understanding, requirements gathering, metric identification, and source to target mappings expertise to drive successful project execution and testing.
  • Provided guidance, support, and feedback on data visualization, data management, and data integration practices for several visualization, reporting, and analytic projects that need to be maintained by the Office of Information Technology.
  • Managed the production reports from following applications and databases:
  • Oracle 11.2: CLS, Momentum, TCR (v2.0 and 3.0), TRENDS, FedTraveler
  • Netezza 7.1.0.4-P2 : ABAP, ECHR, OCIE Risk Analysis, FINRA Historical Bluesheets, FINRA CHRONS, FINRA RANS, EDGAR Momentum Replica
  • Sybase IQ 12.7: Bluesheets, CNS, HR/OAPM, OCA Case Tracking, PHOENIX
  • Sybase ASE 15.0.3 : ACTS, ALJ, EDGAR, EDGAR Rep, HUB, TTS, OS, PHOENIX, OIA, SRTS

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