Case Study: China Galaxy Securities achieves faster valuation and trading strategy development with MathWorks MATLAB

FICC Department of China Galaxy Securities Valuates Financial Assets and Builds Trading and Hedging Strategies

China Galaxy Securities, a leading financial services provider, needed to perform large-scale quantitative analysis quickly for its FICC department as market conditions changed rapidly. The company turned to MathWorks and MATLAB, along with finance toolboxes, to support valuation, statistical analysis, and the development of trading and hedging strategies for fixed income, currency, and commodities products.

Using MathWorks solutions such as MATLAB, Financial Toolbox, Financial Instruments Toolbox, Datafeed Toolbox, Statistics and Machine Learning Toolbox, and Parallel Computing Toolbox, China Galaxy Securities automated data analysis, pricing, and strategy backtesting. The result was faster valuation and risk analysis completed in a couple of minutes, improved code quality, and higher work efficiency through reduced manual effort and scalable parallel computation.

China Galaxy Securities

Xian Xingchi

China Galaxy Securities