The Blueprint Capital algo desk was setup in 2012, trading all major global financial instruments such as bonds, commodities, currencies, and indices. Our investment models are now active in more than 20 international futures markets. By employing sophisticated systematic approaches, based on algorithms rather than a fund manager’s belief about the future movements of the markets, we seek to profit from a statistically proven edge. All our models have been developed in-house through empirical statistical analysis of the futures, equities, and commodities markets. 

 

TRADING

The Algo team at Blueprint offers a number of ways for traders, technologists, strategists, and portfolio managers to join us:

 

                   Traders Seeking capital to run automated models:

                    For traders and portfolio managers who have been running successful algorithmic or systematic models and wish to get backing, we are willing to facilitate this on a profit split basis.

 

                   Models requiring further development:

                    We can provide a place for those who have models that still require work, a place to incubate them until they are ready to go to market. This is pitched at traders who need the office, technical and market support of Blueprint, for example perhaps those who are moving from a flow to a proprietary environment for the first time. Our incubation services are available on a short term basis until the concept of the model or approach has been validated.

 

 

                    As one of the leading established trading houses in the City we are always on the lookout for those who simply wish to rent a desk within such an environment. In this scenario the trader would back themselves financially whilst we would provide the state-of-the-art offices in the heart of the City, professional data resources, access to Blooomberg TV etc and a professional, fun, and knowledgeable working atmosphere. This scenario is geared towards all level of trader, but one who is simply looking to work in an office as opposed to their home.

 

PLATFORM

To handle the large trading volumes the trading process is mainly computerised, with our systems tracking the markets 24/5 to determine and profit from opportunities. In applying the strategies to real-world trading, a key aspect of the operation is the system’s ability to manage risk, and to do this, we use the leading industry firms to access and manage our risk. These include CQG, Trading Technologies, TradeStation, Reuters Ikon as well as proprietary in-house platforms and risk management systems.

 

BIOGRAPHIES

 

 

Neil Greaves
Head of Algorithmic Trading
Neil has a been trading Bond Basis and Yield Curve Arbitrage for over 20 years at some of the world's leading proprietary trading companies, namely Rosenthal Collins Group, Transmarket Group, FIMAT and Cantor Fitzgerald. Skilled in quantitative research, relative value, and risk-reward analysis, Neil brings a wealth of experience to the team. Over the years, Neil has taught technical analysis and risk management courses. Currently Neil is mentoring junior traders, trading spreads and writing algorithmic trading strategies
Supun Dasanayake
Senior Quantitative Developer
Supun currently looks after the quantitative development duties at Blueprint Capital. As such, he is responsible for the design and implementation of proprietary trading infrastructure, maintenance of algorithmic models, and providing on-desk support to the traders. Supun is also responsible for the programming tasks across the firm, primarily using C, C# and Java. Previously at Millennium I.T., Supun, who is a Sri Lankan national, holds a BSc (Hons) in Computer Science and Engineering from the University of Moratuwa.
Seung-Joo Lee
Senior Quantitative Analyst and Trader
Prior to joining Blueprint Seung-Joo was working as quantitative analyst and trader at several asset management firms specialised in algorithmic and intraday trading strategies. Most recently he was at Brighton Futures in the U.K., where he led an algo-trading desk. Currently, he is developing algorithmic trading strategies, and managing several algorithmic trading systems across global markets. Seung-Joo has a masters degree in Physics from Sungkyunkwan University in South Korea, and a PhD in Theoretical Physics from the University of Sussex.

 

 

Algo Dep:  +44(0)207 965 4713