First Derivatives plc
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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


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


Architecture        Click on image to enlarge



The basic architecture is made up of inter-related modules as follows:
  • Feedhandlers
  • Tick database (Kdb+)
  • Delta
    • CEP Hub
    • CEP Engines - Pricing, Analytics, Alerts, Compliance & Instruction
  • Execution
    • qOMS
    • Execution Engine
  • Custom GUIs and Dashboards

For further information, please email products@firstderivatives.com

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Products Overview

Delta

qAlgo

Current Vacancies

Annual Reports

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Share Price LSE

Share Price IEX

Selected RNS Announcements
15th September 2008, London Stock Exchange (RNS) - Acquisition more

28th August 2008, London Stock Exchange (RNS) - Annual Report & Accounts more

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