Algorithmic Trading with StreamBase
As markets become more volatile, the potential to either make money or avoid large losses has become a real-time problem. Algorithmic trading, also known as algo trading, automated trading, “black box” trading, or “white box” trading, has traditionally required inflexible custom-coding by skilled developers in order to build and run the sophisticated computer programs that divide large trades into smaller trades and decide on order price, execution timing, execution venue, and quantity of share to buy or sell. Until now.
Now, hedge funds, mutual funds, pension funds, and other asset management firms can leverage StreamBase’s Complex Event Processing software and rapid development environment to test, build, and deploy low latency algorithmic trading applications. These applications which beat the competition, avoid market impact costs, reduce transaction costs, and increase profits can be built as little as hours to days and run at rates up to hundreds of thousands of messages/second.
With StreamBase, leading trading organizations track critical market conditions across multiple markets and instantaneously execute sophisticated strategies to capture short-lived trading opportunities.
Here is a library of resources including whitepapers, webcasts, and articles to help you understand how StreamBase's capabilities can benefit your organization. Below you can also learn about rapid algorithmic trade strategy development and deployment with StreamBase.
StreamBase Studio™ provides a unique graphical development environment that enables analysts or application developers to quickly build algorithmic trading applications, test various models and strategies, deploy new trading applications in production, and modify trading models or rules on-the-fly in reaction to market conditions. These algorithms include moving averages such as VWAP or TWAP, Bollinger Bands, MACD, RSI, spread pairs, iceberging, On Balance Volume (OBV) calculations, or your own custom analytics. Studio includes an integrated stream record and playback capability, a built-in feed simulator, graphical or text-based modeling and programming, and integration with interactive dashboard and data visualization tools.
By using the next generation query language, StreamSQL in the Studio development environment, you can also easily integrate real-time and historical data, as well as back-test on up to years of historical data before immediately deploying on real-time streams without having to change the application or infrastructure.
Low Latency, High Performance Algorithmic Trading Strategy Execution
StreamBase algorithmic trading applications execute on the StreamBase run-time server, a high-performance, enterprise-class engine which runs queries, computations and custom analytics on fast-moving market data streams. StreamBase can also detect patterns of trading activity and trigger an instantaneous response—with sub-millisecond latency, intelligently routing orders to an appropriate venue to optimize price, response time, transaction fees, or other attributes -- all within milliseconds.
End-to-End Connectivity
The StreamBase Adapter Framework includes packaged adapters for common market data feeds and services including Reuters RMDS and Reuters Triarch, Bloomberg, Tibco Rendezvous, EMS/JMS messaging systems, and leading exchanges. Most algorithmic trading applications also draw on StreamBase’s connectivity to JDBC-compatible enterprise databases such as IBM® DB2™, Oracle®, Microsoft® SQLServer™, and Sybase®, or they utilize StreamBase’s high performance interfaces with high-capacity stores including Sybase IQ, Vertica, or IBM DB2. StreamBase also readily connects to XML data, comma-separated-value (.csv) files, Microsoft® Excel, and to SMTP network traffic data.