AlgoStudio is an event-driven, ultra low-latency, scalable and high-frequency algorithmic trading platform that facilitates automated trading with increase in profitability and competitive advantage.

Using AlgoStudio, trading organizations can identify favorable market conditions in multiple markets and simultaneously execute complex strategies to capture short-lived trading opportunities at reduced risk and operational cost.

AlgoStudio removes the complexity of creating and deploying a market-driven strategy by bringing together the infrastructure components behind the scenes with rich Application Programming Interfaces (APIs) for strategy implementation, so that developers can devote their energies to the most important task of implementing business logic. This automated trading platform helps brokers, fund management organizations and financial institutions to execute orders using highly customizable strategies to suit their business needs.

Product summary

• Build and quickly deploy latency-sensitive, complex trading strategies
• Provides real-time market data feed processing, automated execution management, order state handling and smart order routing
• Dynamic adjustment of strategy parameters to adapt to the changing market conditions
• Supports multiple asset classes and is market neutral
• Event-driven and multi-threaded processing to support faster decisions on trade opportunities
• Comprehensive risk management to provide secured trading environment
• Pre-packaged strategies to perform arbitrage, volume based trading and market making
• Real-time reporting of open orders, order state changes, trade confirmations and position statistics for further trading analysis
• Access to historical and reference data for trading
• Analyzes transaction costs and slippage
• Supports strategy-readable live news feeds for algorithmic trading and risk management
• Accepts algorithmic instructions and trading parameters via a FIX engine
• Deployable at co-location in proximity of matching engine of the exchange

Other features

• Uses an event-driven architecture for ultra low-latency processing of event data streams
• Component-based technology to plug adapters, strategies and other plug-ins
• Provides a rich Application Programming Interface (API) for development and deployment of complex trading strategies
• Leverages the Microsoft^® .NET^® supported programming languages to develop strategies
• Reusable strategy components and algorithmic logics
• Flexibility to trade on different markets simultaneously using the same strategy with a market neutral strategy concept of Abstract Market Variable (AMV).
• Monitor the strategy run statistics and simultaneously refer the market depth, touchline, OHLC and other market information
• Graphical presentation of position and tick data movement
• Provides a fast data storage/retrieval of intraday time series data to facilitate an intraday analysis of a market
• Times and sales information for timely updates on trades at specific prices and volumes
• Market watch to view latest market information
• Maintains separate logs for the application tasks and the strategy-specific alerts