Automation of Futures Rolling Analytics for Futures Trading Desk of a Global Investment Bank

  • $1m in cost savings

  • $4m in additional commission for the client

  • Integrated domain + technology solutions

  • Global best practice

  • The futures trading desk of a global investment bank required support to analyze the rolling index futures listed on the CME that identified trading opportunities, low cost hedging strategies, and index rolling strategies
  • The entire analysis was performed manually using Excel that consumed team’s bandwidth
  • The bank was looking at automating the process that will work within the existing platform of the investment bank
  • Acuity Knowledge Partners deployed a team of financial engineers with strong quantitative research background and expertise in advanced MS Office to conduct research and automate the spreadsheet process
  • The team was supervised by experienced subject matter experts with expertise in advanced MS Office solutions and futures trading


  • The project was completed in an year with the help of five specialists and resulted in cost savings of US$1 million
  • The provision of bespoke client support helped the client obtain additional trading commissions of US$4 million over the next two years
  • In addition, the client also had a go-team ready for quick research to support the trading desk
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