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Based on a proven scalable CEP architecture (Delta CEP) Delta Algo provides the performance and flexibility to
engineer, test and run a wide range of proprietary trading strategies and to manage associated risk in real-time. Strategies can be
tested and refined using Delta Backtest and deployed seamlessly to production.
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Key Features
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- High performance Strategy Engine for deploying custom strategies including event
handlers for incoming market data and order management functionality
- Highly configurable FIX engine for both incoming market data and order entry –
fully integrated with the Order Management functionality in the Strategy engine.
- Integrated development environment for profiling and debugging enabling rapid strategy
development and optimization
- Delta Dashboard Strategy Controller allows full GUI control of strategies.
- Powerful time series database for research and analysis of realtime and historic data
- Built in realtime P&L and market data charts
- Limits engine provides P&L and position alerts, or pre-order limit checks
- Many common analytics built in – book building, aggregation, VWAP, TWAP. Others can be easily added using q language.
- Backtesting and exchange simulator modules enables rapid development and strategy optimization
- Alerts module includes email and visual alerting based on system health
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Key Benefits
- Speed to Market: Fully integrated platform for strategy development, backtesting and trading
- Performance: Low latency platform powered by Kdb+ ensures that high performance CEP and data capture
- Rich Visualization: Out of the box Dashboards that can be easily customized and extended to enable the exact visualization and control required for trading, monitoring and research.
- Flexibility: High level programming language 'q' allows for fast time to market, without sacrificing performance
- Complete Solution: All system activity logged to time series database for fast and powerful ad hoc or post trade analysis
- Scalability: Modular architecture gives ability to scale horizontally
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Enterprise Functionality
- Permissions - Entitlement checking and permissioning at data and entity levels
- Centralized Configuration - Centralized configuration parameter management
- Centralised Analytic Library allows users access to a large set of custom developed monitoring analytics from a single location
- Integrated development environment enabling the development of complex analytics from a centralised location
- Scheduling and Workflow - Built in scheduler and workflow management
- Alerting and Notifications - A standard alerting framework
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First Derivatives provides a POC for quality prospects. Our approach goes beyond the conference room
staged demonstrations with the following aspects covered:
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- Market Connectivity/ Feedhandlers
- Data Loading
- Application Integration
- Integration of external code Incorporate external DLLs and libraries
- Real-P/L and Risk Management
- Full suite of reporting goods
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