ARQA is a part of a global structure,

MICEXPreTrade Module, which has been developed in the bounds of a joint project with MICEX, allows the users to connect directly to the MICEX trading and clearing systems through MICEX Bridge gateway, omitting a QUIK server. At the same time, all QUIK pre-trade control features are being saved. In this technological scheme a QUIK server is being used as a risk server which informs MICEX Bridge gateway whether a transaction is permissible or not.

In the frameworks of QORT product line, the functionality of VAR analysis for evaluation the portfolio risk has appeared. This functionality allows calculating VAR parameters of a portfolio for shares, bonds and options; calculating parameters on the base of previous prices being taken for any period of observation; setting any time interval in the future for calculating VAR-indicators. Besides, applying different methods of calculating volatility for evaluation of price dynamic for future periods and using different methods to evaluate the parameters for options with different basic asset — futures as well as shares — became available.

Developed module is intended to manage execution of clients’ orders by the authorized traders and allows the broker to automate this process completely. The module functionality includes receiving client orders by a sales manager, sending orders to the trading system by a sales manager, execution of client orders by a trader at exchange and non-exchange marketplaces (including those generated with the usage of Algorithmic trading module), observing the status of a client order execution, providing clients with reports about the executed trades.

Integration of QUIK system’s Japanese localization functionality with the broker’s website taking into account the website’s layout design. The ability of sending orders and carrying trades as well as receiving and observing current market data from the marketplaces (MICEX-RTS) via the broker’s website. Implementation of QUIK InSite flexible localization system in Russian, English and Japanese.

Revision of back-office system backORT for the Ukrainian stock market participant. Within the framework of the project the following functionality was realized: regular and irregular reporting formation, including Ukrainian Exchange Derivatives market reporting, support of own and transit client account schemes, connection with DEPOER (automatic quotes import), calculation of broker and depositary commissions, automatic Ukrainian Exchange and PFTS reports download.

Integration of QUIK functionality into a company’s website with due attention to the assembly and design of the website. Opportunity to send orders and to trade as well as to receive and monitor market-data from the exchange trading systems including diagrams via a broker’s website.

Support the methods of cryptographic data protection from two additional certification authorities: the National Depository of Ukraine and Cesaris (Ukraine).

Adaptation and installation of back-office system backQORT for the participant of the Ukrainian stock market

Within the framework of a joint project the opportunity of sending orders to buy or sell securities via Master Bank ATM terminals with usage of the webQUIK system was realized

Creation of a broker’s back-office software on the base of the QORT program platform — backQORT. Within the framework of the project the following functionality was realized:

• required reporting forms for clients and regulators;
• automation of the procedure of clients registration, of opening an account and drawing up contracts;
• automation of the procedure of commissions and taxes calculation;
• full integration with QUIK system

Joint project of granting the access to the Russian exchanges for foreign management companies, using Bloomberg POMS terminals

Implementation of a QUIK trading interface providing access to the GL STREAM international system of electronic trade and order management maintained by GL TRADE (Front to Back Solution). Capability of trading in international markets through GL NET by using the e-market access infrastructure provided by GL TRADE. At the first stage of the project, access to LSE, CME and CBOT markets is implemented.