Answering your questions is just the beginning
Every research project we undertake lets our partners solve complex problems, deliver insights, make evidence-based decisions, achieve business outcomes (regulatory or commercial) and drive change.
Discover how RoZetta Institute researchers have limited the impact of flash crashes in global markets.
Discover how RoZetta Institute researchers are ensuring fairer electricity pricing.
In many cases, we also develop technology to help our customers and partners transform and improve businesses, economies and societies.
Our world-leading solutions include…
SMARTS surveillance software
A prime example of how RoZetta research can be successfully commercialised. ASX Data had two questions: ‘Is it possible to replay a trading market from historical data?’ and ‘Can this be used to monitor a market for illegal trading practices?’ We established a research project to gather historical trading data from ASX Data, then our embedded iPhD Researchers (supported by our infrastructure) applied all rules governing market trading to reconstruct the full order book and created rules/algorithms to identify illegal trading practices. The SMARTS technology was built to create meaningful alerts that analyse complexities in trading across asset classes and trading venues – automating the detection, investigation and analysis of potentially abusive or disorderly trading.
Key aspects of SMARTS include:
- Enables compliance teams at sell-side firms to take multifaceted approach to surveillance
- Provides combination of traditional alerts-based monitoring and risk-based discovery
- Industry benchmark for real-time and T+1 cross-market surveillance
- Library of 210 pre-configured detection algorithms
- Offers risk-based discovery approach providing deep information on an individual’s behaviours in context of market conditions, peer groups and individual’s own norms
- Developed into its own company
- SMARTS company sold to NASDAQ OMXin 2010 for approx. $100 million
Thomson Reuters Tick History
Thomson Reuters (now Refinitiv) had a question: ‘How can we ingest, transform and present the daily tick trades of more than 500 global exchanges?’ Our research led us to develop a highly resilient platform that is now the largest financial market data archive globally in breadth and depth. Since inception in 2005, it has far exceeded both revenue and data volume projections, with the platform scaling to cater for that growth. Over 650 banks, including global heavyweights, leading hedge funds and regulators use this service and thousands of people rely on it every day to increase transparency and gain valuable insights across a range of critical asset classes.
Key aspects of the TRTH platform include:
- Used by 90% of the world largest banks and 80% of the world’s largest hedge funds
- Provides access to over 85+ million instruments
- Stores 3+ petabytes of data; processes over 10+ billion orders per trading day including complex data sets such as time and sales, market depth and intra-day time series
- Maintained 99.97% platform and data availability since 2008
- Data is accessed through a range of interfaces, including API, Java GUI, FTP
- Over 25 million client requests processed each year
- Platform valued at $2 billion
The Australian health system had a problem: ‘How can we reduce fraud, waste and error?’ RoZetta’s experience in financial markets told us that the answer lay in enabling a transparent, fair and efficient health marketplace. Research projects that weaved together data science, software development and health expertise to create global SaaS products collectively called Lorica Health.
Key aspects of Lorica Health include:
- Services 90% of Australian private health insurers, plus government agencies
- Comprises four SaasS products:
- HBIS – detects claims errors
- Gamma – analyses behaviour for fraud detection
- NeMo – enables contract negotiation
- I+Plus – enables claims data exploration
- Has identified billions of dollars of potential savings
- Like SMARTS, has now been developed into its own company via RoZetta Ventures
Our research areas
RoZetta Institute delivers market-changing research in Finance and Energy.
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