11
Trading Engine 21, boulevard Haussmann, 75009 Paris +33 (0) 156 036 536 [email protected] Security, Flexibility and High Performance

Systemathics Trading Engine

Embed Size (px)

DESCRIPTION

Systemathics provides financial institutions with fully integrated and modular software suite for modern asset management and systematic trading activities from low frequency to high frequency models

Citation preview

Page 1: Systemathics Trading Engine

Trading Engine

21, boulevard Haussmann, 75009 Paris+33 (0) 156 036 [email protected]

Security, Flexibility and High Performance

Page 2: Systemathics Trading Engine

2

About Systemathics

• Since 2008, Systemathics is the leader in innovative software platform for the asset management and the algorithmic trading industry.

• Bringing algorithmic investment strategies to production is a complex and tricky process, along which numerous functional and technical issues arise.

• How to be sure that, at each step, appropriate choices will be made, leading to P&L generation in the safest and quickest manner?

• In order to assist banks, hedge funds, asset managers and proprietary traders in their search for the best response to this question, we at Systemathics have come up with a thorough process and modern technology to accompany our customers through to the production stage.

Page 3: Systemathics Trading Engine

3

Audience

Traders

You would like to backtest and run your strategies safely and quickly. We focus on the finest details of your trading success and to help making your job more pleasant, profitable and secure.

Asset Managers

You aim to optimize your yield on assets and to manage uncertainty and risk. We do believe you need to focus on your strengths rather than the technology tasks.

IT-Quants

You are keen to identify, backtest and optimize profitable strategies. We assist you in gaining hands on experience and rapidly go live with your ideas.

Page 4: Systemathics Trading Engine

4

Systemathics Trading Engine

• Trade Equities, Forex, Options and Futures using a centralized system

• Take advantage of multiple aggregated liquidity providers to maximize your trade efficiency

• A fully flexible and customizable platform that integrates with any proprietary or third party trade workflow component

• A complete set of exposure and performance measures, smart orders and technical indicators to evolve with your business

Page 5: Systemathics Trading Engine

5

Code Invariance

• Use the same C# source code for back-test, paper trading and production

• Comprehensive SDK with samples and tutorials• Microsoft Visual Studio integration

Trading Idea

Model Specifications

(paper)

Trading SDK(C#)

Implementation

Back test Stress test

Paper Trading

Production

Code

Inva

riant

Strategy.DLL

Trading Strategy

Page 6: Systemathics Trading Engine

6

Smart Execution

• Take advantage of market liquidity• Maximize the trading process efficiency• Minimize execution risk

Page 7: Systemathics Trading Engine

7

Connectivity Neutral

• Connect to multiple Liquidity Providers at the same time

• Handle massive amounts of real-time market data• Normalization of Level 1 and Level 2 data feeds

Page 8: Systemathics Trading Engine

8

Cross Asset

• Certified with a large number of standard market APIs

• Multi-Asset, Multi-Currencies, Multi-Strategies• Normalized referential with extensible asset types

Page 9: Systemathics Trading Engine

9

Workflow overview

User Interface(Trader)

Risk management

IndicatorsAnalytics

Third party libraries

Smart orders

Strategy

Strategy

PortfolioOrders, Executions,

Loggings …Book

ing

ProvidersFIX, UPA, RMDS …

(Real time)

ExchangesNYSE, CME, Eurex …

(Real time)

Storyboards(Historical)

Mar

ket d

ata

L1 + L2

Extensions(Admin)

MarketsFIX, Native, Custom …

BrokersFIX, Native, Custom …

Simulator

Exec

ution

Events

Queries

Refe

renti

al

DatabaseStatic data, Corporate,

Risk limits …

Normalized

Page 10: Systemathics Trading Engine

10

Have a project in mind?

• Just provide some preliminary information and our team will contact you as soon as possible :

[email protected]

Page 11: Systemathics Trading Engine

11

21, boulevard Haussmann, 75009 Paris+33 (0) 156 036 [email protected]