Information Technology Projects Course

Professor Arthur Goldberg
Computer Science Department
NYU
Spring 2006
Project Proposal

Sanford C. Bernstein & Co

Company Description


Sanford C. Bernstein & Co. describe themselves like this:

Sanford C. Bernstein & Co. is the premier independent research company on Wall Street. We are well-known for having one of the largest and farthest-reaching investment research forces in the industry. With analysts based in many countries around the world, our research is considered uncommonly trustworthy. Teams of specialists work closely with one another to produce insight, perspective and results that have allowed Bernstein to rank highly among the premier money management firms. We believe it is the depth of our research capability that sets us apart from all other firms.

Proposal: Design and Prototype a User Interface for the Algorithmic Trading Product Suite


Bernstein Algorithmic Trading (BAT) provides a suite of quantitative trading solutions for portfolios and single stocks. Clients of Bernstein’s electronic trading desk use these products to estimate the impact associated with their orders prior to a trade and analyze the slippage from relevant benchmark after the trade.

You will intern with a quantitative analyst (quant) and a trader to create a web-based GUI for the BAT product suite. The input would be a list of trades (in the form of a spreadsheet or a text file) and the output would illustrate the impact of the trades (textually and pictorially).

The GUI should be compatible with IE and Mozilla. The implementation tools will include Java, Java Server Pages or Perl and SQL.

Intern Address

1345 Avenue of the Americas, New York, NY 10105

Authorizing manager

David Liles, Global Head of Portfolio Trading, (212) 823-2948, lilesda@bernstein.com

Project manager

Vikram Bhat, VP Portfolio Trading, vbhat@bernstein.com, (212) 407-5943

Meeting hours

After 5 pm on any predetermined day of the week (preferably Tuesday or Wednesday) in Manhattan (preferably midtown but downtown would also work).

Resources that will be made available to students

To be determined.