About us

PgMex is developed in Financial Modelling and Analytics Department of Allied Testing by

  • Peter Gagarinov, Ph.D
    Head of Modelling And Analytics

Peter V. Gagarinov is a financial model developer and a consultant specializing in financial market modeling, statistical forecasting and algorithmic trading. He supervised and participated in a dozen of financial R&D projects as quantitative modeling team-lead/system architect and later - as a head of R&D department at Allied Testing Ltd. He is a co-author and maintainer of Ellipsoidal Toolbox (ET) for Matlab - a popular Ellipsoidal Calculus modeling framework designed at Moscow State University, System Analysis Department of Applied Mathematics and Computer Science Faculty where he served as a research associate.

  • Ilya Rublev, Ph.D
    Lead Developer

Ilya V. Rublev is an Associate Professor in the Department of System Analysis, the Faculty of Computational Mathematics and Cybernetics, at Moscow Lomonosov State University and a lead developer of the Modeling Department in Allied Testing, LTD, combining scientific research and commercial development. He is also a member of editorial board for the journal "Automation and Remote Control". His current scientific research focus is on nonlinear control theory.

  • Dmitry Epstein, Ph.D
    Senior Developer

Dmitry Epstein is a software developer and a business analyst specializing in banking and finance applications and database development. He worked as a research associate at Northwestern University, USA before joining Allied Testing Ltd. R&D department, where he contributed to several projects as a developer and analyst. He now contracts his services as a business analyst in a web service development team at Raymond James Financial.

About Allied Testing

Allied Testing is an outsourced services supplier, specialised in testing securities trading systems, financial engineering and financial systems software development. Our deep domain expertise, global footprint and the superb technical capabilities of our staff have enabled Allied Testing to become a quality assurance partner of choice to such companies as Thomson Reuters, Barclays Capital, Renaissance Capital, HSBC and Morgan.

  • QA and Testing is Allied Testing’s core business We have a full range of QA capabilities, from process audit and strategy consulting to implementation and ongoing service delivery. Our deep domain knowledge results in increased productivity, higher quality of outputs, and significantly increased ROI for our customers on testing.

  • Our sole industry focus is capital markets, trading and finance We are subject matters experts with a deep understanding of market mechanics, exchange models, price delivery mechanisms, and the specific idiosyncrasies for this particular marketplace. We have automation expertise in and best-in-class proprietary testing tools for the capital markets and trading industry.

  • The exceptional level of education and skills of our staff We have established, experienced and motivated teams of highly educated QA specialists that are independent, objective and possess superb technical skills, allowing us to deliver better quality testing, execute it faster and diagnose difficult problems thus providing a highly effective service. More than 80% of our staff has Master’s and Ph.D degrees in the fields of computer science, technology, engineering, physics or applied mathematics. More than 90% of our staff goes through our internal training program on trading and financial industry.
  • We are fast and flexible Our flexible engagement model and resource pool expedient accommodation of peaks and troughs in our customer’s QA staffing requirements and our flat structure allows us making decisions fast. We have excellent delivery capabilities We have an exemplary track record of delivering on time, within budget and achieving all other key performance criteria. We have always been able to staff a project quickly and with high quality teams, even for projects.

Services

Core QA and Testing


  • Intelligent manual testing (functional and regression)
  • Trading functionality (valid/invalid orders, order status)
  • Market data (data feeds, ticker plants, charts, etc.)
  • Balances, positions, transactions
  • End-to-end trading logic (GUI and back-end)
  • Test data preparation
  • GUI-based automation
  • Back-end automation
  • Proprietary automation tools & frameworks
  • Protocol level automation (FIX, GL, FidessaOpenAccess)
  • Complex bespoke test harnesses
  • User Acceptance Testing (UAT) Specialized QA and Testing

Specialized QA and Testing


  • SOR and algorithmic-trading systems testing
  • Behavioural testing
  • Three levels of market simulation
  • Back testing of trading strategies
  • Performance, capacity and latency testing of trading platforms
  • Sophisticated test harnesses
  • Connectivity testing
  • Front, middle and back office testing
  • MTF and Dark Pool testing
  • Automation R&D
  • OATS/OTS, SOX, SEC, MiFID compliance testing Mobile Application Testing Services

Mobile Application Testing Services


  • Testing services
  • Testing software functionality
  • Testing integration with internal and external systems
  • Testing application deployment
  • Testing process management
  • Managing distribution for testing and deployment
  • Design help for testing Financial Engineering

Financial Engineering


  • In-depth financial testing
  • Trading algorithms and decision-making
  • Forecasting and descriptive modeling
  • Trading and performance analytics
  • Data mining and strategy testing QA Consulting

QA Consulting


  • QA strategy development
  • Automation strategy
  • QA process audit
  • Test coverage analysis
  • Business analysis Support Services

Support Services


  • Test environment maintenance and support
  • Release management
  • First and second-level support
  • Operability testing
  • Documentation
  • Systems administration

Clients

A deep domain expertise, global footprint and the superb technical capabilities of its staff have enabled Allied Testing to become a quality assurance partner of choice to the most important players on global finance and trading industry.

Representative Clients:

Barclays Capital

Barclays Capital is the investment banking division of Barclays Bank PLC. It provides large corporate, government and institutional clients with a full spectrum of solutions to their strategic advisory, financing and risk management needs.

Cheuvreux

Cheuvreux is a leading European equity broker and a fully-owned subsidiary of Calyon

Deloitte Touche Tohmatsu

Deloitte Touche Tohmatsu is one of the largest professional services organizations in the world, with over 165,000 employees in 140 countries.

Equiduct

Equiduct is a pan-European MiFID compliant platform operated by Börse Berlin AG that allows investment firms to provide the order-by-order best execution to their clients.

EquiTec Group LLC

Equitec Group, LLC provides liquidity in listed securities. It trades primary and derivative instruments in equity, index, financial, and structured products. The company also trades on electronic exchanges in Europe. Equitec Group, LLC is based in Chicago, Illinois with additional offices in New York, San Francisco, Philadelphia, and London.

Fidessa group

Fidessa group is the leading supplier of multi-asset trading, portfolio analysis, decision support, compliance, market data and connectivity solutions for firms involved in trading the world’s financial markets. Fidessa’s products and services are built on the simple vision of making it easier to buy, sell and own financial assets of all types on a global basis.

Fujitsu

Fujitsu is a leading provider of IT-based business solutions for the global marketplace. With approximately 175,000 employees supporting customers in 70 countries, Fujitsu combines a worldwide corps of systems and services experts with highly reliable computing and communications products and advanced microelectronics to deliver added value to customers.

HSBC Headquartered in London

HSBC is one of the largest banking and financial services organisations in the world. HSBC's international network comprises around 9,500 offices in 86 countries and territories in Europe, the Asia-Pacific region, the Americas, the Middle East and Africa.

Infinium Group

Infinium Group is a leading independent electronic trading firm specializing in alternative quantitative and arbitrage strategies.

JPMorgan Chase & Co.

JPMorgan Chase & Co. is a leading global financial services firm with assets of $2.2 trillion and operations in more than 60 countries. The firm is a leader in investment banking, financial services for consumers, small business and commercial banking, financial transaction processing, asset management, and private equity.

London Stock Exchange

The London Stock Exchange is at the heart of the global financial market and is home to some of the largest, most successful and dynamic companies in the world. The Exchange has built on a long history of integrity, expertise and market knowledge to become the world's most international stock exchange. In October 2007 the Exchange merged with Borsa Italiana, creating Europe's leading diversified exchange business.

Questrade

Questrade Inc., headquartered in Toronto, provides Canadians with high-speed, direct access trading in the U.S. and Canadian stock and options markets as well as FX trading. Since its inception in 1999, the company has grown and diversified, and is currently ranked as Canada’s fastest-growing online brokerage.

Quod Financial

Quod Financial is a technology company delivering multi-asset and cross-asset adaptive execution technology into the financial trading community.

Renaissance Capital

Renaissance Capital, Russia’s leading investment bank, delivers innovative financial and investment solutions to government, corporate and institutional clients in high-opportunity emerging markets around the world.

TD Ameritrade

TD Ameritrade is one of the world’s largest brokers providing brokerage services since 1975. Services offered include common and preferred stocks, futures, ETFs, option trades, mutual funds, fixed income, margin lending, and cash management services.

Thomson Reuters

Thomson Reuters is the world's leading source of intelligent information for businesses and professionals.

ITI Asset Management

ITI Asset Management (ITIAM) is a proprietary quantitative investment company that specialises in investing in Exchange Traded Funds. ITIAM is based in the City of London, United Kingdom.

Contact us

View @AlliedTesting

Support

support@pgmex.alliedtesting.com

Sales

sales@pgmex.alliedtesting.com

Information

info@pgmex.alliedtesting.com