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Streambase opens high frequency library

05 October 2009  |  2760 views  |  0 Source: Streambase

StreamBase Systems, a leading provider of Complex Event Processing (CEP) technology, today announced the release of a new library of open, extensible order execution trading strategies.

"StreamBase's approach to providing open, extensible trading strategies allows firms to add their own intellectual property and differentiate their trading strategies in the market," said Richard Tibbetts, CTO, StreamBase. "Each strategy is 100% customizable and integrated into our existing trading system frameworks. This integration allows firms to focus on developing unique strategies, back testing and iterating the business logic in their algorithms rather than spend time on the underlying trading infrastructure which is already integrated with basic strategies, with pre-built connectivity and pre-optimized for performance."

StreamBase's frameworks for Capital Markets have three key components designed to accelerate time-to-market: pre-built market data connectivity, sample business logic and multiple visualization options. The frameworks are 100% customizable, allowing firms the freedom to implement their own proprietary trading strategies on StreamBase's high-performance CEP platform while offering the rapid time to market of a single-purpose solution.

StreamBase's customizable order execution strategies are:

Volume Weighted Average Price (VWAP)
Time Weighted Average Price (TWAP)
Arrival Price / Implementation Shortfall
Percentage of Participation
Vector Volume
Vector Quantity
Scaling
Percentage of Volume (POV)

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