Algorithmic, Quantitative, Order Generation & Market Data Consumption

The modern day trader must be able to consume, process and compute hundreds of thousands to millions of market data messages per second and then identify various opportunities to capture alpha while, almost instantly, submit very simple to the most complex types of orders to a vast array of venues with complex order and execution logic.

These complexities heighten the demand for quantitative and algorithmic, intelligent trade order producers and market data consumers and processors.

Now enter the world of automated trading.

You could simply need to compute a spread price between two identical securities, imply a price for a more complicated multi-leg spread, compute a weighted index consisting of a basket of securities or take it to a whole different level and mathematically infer fair value pricing based upon the price behavior of thousands of component securities on both the implied bid and implied offer side and you need to do all of this in real-time, tens of thousands of times a second.

Once computed and fairly priced you need to simultaneously transmit one or more orders to one or more venues with complicated order parameters, modify each of those orders as necessary and automatically, possibly hundreds of times per second and manage the rapid inflow of acknowledgements, rejections and executions. Simultaneously updating your true position, calculating your exposure and risk and thinking about how to the hedge your position with a plethora of correlated and non-correlated securities each priced and valued differently.

Additionally you need to know exactly where your breakeven targets are, compute profit targets based upon a set of fuzzy rules and dynamically set exit thresholds and then act upon these exit criteria automatically.

A human simply cannot do this.

Neotick can build those automated solutions for you to include:

• Complex order, contingent order and other custom order types.
• Order queuing/caching, timed release.
• Intelligent, multi leg, multi asset class spreaders with tick inference.
• Complex, multi leg, composite instrument automated quoting systems.
• Book stackers, order book queue managers, market making systems.
• Intelligent option volatility modeling systems, Greek based quoting systems.
• Mass modeling, correlation modeling and mass quoting systems.
• Pure and statistical arbitrage, multi asset class, black and gray box systems.
• Hardware based quantitative modeling, mass pricing engines.
• Intelligent, multi asset class, multi currency, broker neutral, algorithmic API.
• Embedded standard indices and custom indices calculators.
• Embedded delta, correlation and position based hedging models.
• Event arbitrage, corporate action and news based algorithms.
• Trend based, pairs, sector based, delta neutral, mean reversion, scalping, rebate, large order “pingers” and basis algorithms.
• Back testing, live simulation and machine learning to improve algorithms.
• Leverage Neural Networks to distribute mass computational models.
• Leverage Cloud Computing to host very large-scale analytical models.
• Leverage Social Media for sentiment gauging and predictive modeling.
• Advanced data mining, pattern recognition and statistical analysis.

Neotick is your bleeding edge technology partner that boasts the most advanced technical capabilities, subject matter expertise and solutions customized to give you unparalleled edge in today’s world and the future of trading.

Blogged by Bill Faruki CTO, Neotick, Inc - bfaruki@neotick.com - www.neotick.com - +1 312 884 7604