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Value-Add Simulations

Compass Commercial Definitions

To get a better understanding of the Principal Components of our Value-Add proposition, we attempted to categorise the tangible value-add sections via Commercial Definitions

There's a huge amount of discretionary value of Compass via features that are harder to put a dollar value on e.g. how control over your spreads can attract more business. Growth in general is a very interesting subject

Tangibles

The value-added sim is an example of some forms of benefits the product brings that are less discretionary that can help rationalise when a business is in the right shape for taking on a Compass License.

Value-Add Simulation

This is an attempt to simulate and demonstrate our ROI capability with the least amount of assumptions.

It applies a bunch of known Compass based techniques to a client/prospect's trades using the prospect/client's fill price as a starting point and demonstrates what trades we would have done and at what price.

Helping to put a number on the value-add the product brings.

As with all simulations, this approach also, helps us tune our system configuration based on a client's flow. Arriving at a better configuration ahead of go-live and without risking capital.

Example

Current B-book PNL: $804.3K YIELD: $7.9/M CLIENT-ACCEPTED: $101.7B

Liquidity Reduction in Action

Liquidity Reduction Explained

CLIENTS_LR_EXTSWEEP: PNL: $977.6K CLIENTS_LR_EXTSWEEP: YIELD: $9.6/M
CLIENTS_LR_CPTY: PNL: $3.0M CLIENTS_LR_CPTY: YIELD: $29.9/M
CLIENTS_LR_GLOBAL: PNL: $4.0M CLIENTS_LR_GLOBAL: YIELD: $39.0/M

Rolled up summary
CLIENTS_COMPASS: PNL: $4.3M CLIENTS_COMPASS: YIELD: $41.8/M

Execution if we filled using an aggregator

CLIENTS_PRICE_POOL: PNL: $-1.3M CLIENTS_PRICE_POOL: YIELD: $-12.7/M

Rome wasn't built in a day

As a strategy, it can be worth focusing where possible on

  • the highest Impact stuff we can help clients with,

  • which we think has the highest Confidence of succeeding with what we can achieve

  • with at least Effort for all parties.

ICE Prioritisation

Taking on too many things at once can

  • dilute execution focus. There's only so many things internally an organisation can prosecute

  • slow down the delivery of the higher value add parts of the product.

If the commercial imperative stands on its own with 5-6 features. Then a good way of prioritising those things is trying to put the big value-add projects in production first.

Our clients see us as an extended part of their team. Externally validated, plugged into multiple other similar teams facing off against a large surface area of learnings in the FX + Crypto + CFD space.

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