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In the demanding environments of algorithmic trading, feed processing and conditioning, pre-trade compliance, transaction cost analysis, and risk management, traditional custom-coded infrastructures are being outpaced by the speed and volume of the data hitting their organizations.
Capital markets firms must be able to quickly capitalize on the massive amounts of internal and external streaming data today, not months or years from now. And, point solutions are often unable to meet the demanding analytic needs of multiple organizations across the firm.
Some of the challenges that can be addressed by using StreamBase include:
FX: StreamBase provides pre-built connectivity to existing major FX market data feeds and allows you to ingest and normalize data from multiple venues. StreamBase also allows for the abstraction of order syntax and semantics to create a consolidated order book showing top of book and depth of book.
Market Data Management: In today’s extremely volatile market landscape, market data volumes and data complexities are increasing at an unprecedented rate. Firms need to be able to capitalize on this volatility and data complexity by rapidly developing, back-testing and deploying trading strategies.StreamBase addresses these needs by providing buy- and sell-side firms with an integrated development environment for developing trading strategies, connectivity to tick stores for back-testing capabilities and the ability to rapidly deploy those strategies that are successful from a historical perspective.
Smart Order Routing: As markets become more and more fragmented, it is becoming increasingly difficult to achieve best execution while minimizing market impact. Both buy-side and sell-side trading organizations need the tools to search for hidden liquidity and icebergs, detect dark pools and maximize results and minimize market impact through the use of execution algorithms.Smart Order Routing system can be built using CEP to provide a flexible, high performing system that allows for best execution by correlating events from multiple sources to enable liquidity detection, even in increasingly fragmented markets.
Real Time Profit and Loss: Trading organizations need real-time profit and loss alerts and reporting aggregated across multiple regions, desks, and asset classes. Among the real-time profit and loss capabilities needed are the ability to collect trading positions and executions, the collection of pricing from market data feeds, real-time calculations, plus real-time alerts.
Algorithmic Trading: Traders have always relied on the insight that comes from the most up-to-date information available. This information is critical for acquiring a profitable position and managing the associated risks. StreamBase brings competitive edge to leading buy-side and sell-side firms by computing value-added analytics (e.g. VWAP, Black Scholes) and filtering ticker data from multiple sources to capture time-critical events such as best bid/ask. Additionally, StreamBase can run sophisticated intraday trading algorithms and also maintain order book positions in real-time. StreamBase’s stream record/playback capability and graphical development environment also allows rapid prototyping and back-testing of new strategies. This enables traders to quickly capitalize on new market opportunities in real-time from across multiple asset classes and global exchanges.
Transaction Cost Analysis: Firms looking to measure and optimize execution quality and costs can use StreamBase to compare past trading history to the history of executed transactions and compute customized execution-quality metrics for various sources of liquidity. With StreamBase, firms can closely monitor time-sensitive or cost-sensitive orders on-the-fly, alert traders in real-time when an execution fails to meet target metrics, and enable traders to change strategies before orders are filled.