Welcome to the Snowgold website. We are interested in the intersection of finance and technology and how advances in technology can be applied in financial markets. Our interests include
- Financial Markets and Trading
- Automated / Algorithmic Trading Systems
- Software Development and Methodologies
- Machine Learning
- Time Series Analysis
- Technical Analysis
Snowgold are a UK based consultancy specializing in the financial markets. We enjoy working closely with traders and market professionals to provide flexible solutions in a timely manner. We can take your project from initial specification, through development to deployment and support.
Director - Stewart Douglas
A former Managing Director of a major US investment bank, and a first class honours graduate in Electronics and Electrical Engineering from the University of Edinburgh, Stewart brings to Snowgold twenty five years of development experience, with twenty three of those in the financial sector. He is a skilled C++ developer and has extensive experience of the financial markets, specialising in algorithmic trading, proprietary trading, and program trading primarily in cash equity markets. Stewart is currently researching automated trading systems targetting FX markets.
European Hedge Fund
Architecture, design and implementation of a major European Hedge Fund’s multi award winning quantitative trading system based.
We were responsible for the architecture, design and implementation of the proximity hosted trading system for a major European Hedge Fund, including a custom spread capture algorithm and proprietary trading algorithms. Trading Cash Equities, Index, Currency and Commodity Futures across European, Asian and US electronic markets. Accessed broker dark pools and other crossing networks.
Key developer on the algorithmic trading platform for a major US investment bank’s cash equity business.
We developed the portfolio trading system for a major US investment bank. The system allowed portfolios to be loaded, validated, stored then traded via waves across 16 different electronic markets. Real time analytics were provided to track execution performance against benchmarks such as volume weighted average price (VWAP), closing price and last trade price.
Past projects have also included work in the following areas for some of the leading American, European and Japanese investment banks:
- Program Trading / Cash Equities
- Automatic VWAP and rule based trading
- Global Order Management System (OMS)
- Equity Derivatives
- Interest rate derivatives
- Fixed income
We are highly experienced developing highly performant C++ based applications in a Linux environment.
- Real time market data interfaces to QuantHouse, iXAPI, Reuters, Bloomberg and Exegy
- Low latency messaging systems including 29 West UME/LBM and Tibco Rendevous
- FIX and custom trading interfaces
- Extensive development experience on both the Windows and Unix platforms, with excellent SQL knowledge, including MS-SQL, MySQL and Sybase.