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qAlgo
Based on a proven scalable CEP architecture (Delta)
qAlgo 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.
Free Proof of Concept
The cross asset platform has been selected by some of the world’s leading financial
institutions due to its proven ability in dealing with the massive data volumes in
current markets combined with ultra low latency message and event handling.
Detailed Performance Statistics
The platform also provides guaranteed scalability and full fault tolerance
capabilities.
In addition, a suite of high performance applications for a range of business
functions is available. These functions benefit from the full exploitation of
the low latency integrated architecture thus eliminating unnecessary integration
and performance bottleneck costs.
The main functional areas are:
Low Latency Algorithmic Trading
Strategy Development and Testing
Tick-by-Tick Analysis on Real-time (intraday) Data
Historical Data can also be referenced within strategies
Compliance facilities provide Real-time Risk views
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Market Data Capture and Distribution
Entitlements
Analytics for pricing and valuation
Feed-handlers provided to any Exchange,
Aggregator or In-house data source
Comprehensive system Monitoring
Load Balancing, Failover and Resilience
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Architecture
Click on image to enlarge

The basic architecture is made up of inter-related modules as follows:
- Feedhandlers
- Tick database (Kdb+)
- Delta
- CEP Engines - Pricing, Analytics, Alerts, Compliance & Instruction
- Execution
- Custom GUIs and Dashboards
For further information, please email products@firstderivatives.com
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Selected RNS Announcements
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15th September 2008, London Stock Exchange (RNS) - Acquisition
more
28th August 2008, London Stock Exchange (RNS) - Annual Report & Accounts
more
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