VhaYu releases analytics and trading platform for futures

VhaYu is already delivering their complete trading solution to futures market professionals, including a large, eastern United States-based commodity trading advisor (CTA), which decided to create their own market data division and greenfield a market data infrastructure. Relying on Reuters RMDS as their principal data source combined with data feeds from CQG and Bloomberg, they wanted to replace desktop terminals with the new trading platform to initiate program and algorithmic trading plus deeper analysis on a broader range of asset classes. The ability to handle rolling futures was also a critical requisite for the CTA firm.

According to Gary Manton, VhaYu's director, sales and marketing, during the vendor selection process the CTA researched and reviewed market data providers, data storage firms and analytics vendors. "What they learned, however, is that we were the only firm capable of creating and delivering a single data store for their multiple data sources. In addition, VhaYu's API allows analytics created previously by their quants to access that same data store. There were two keys to the implementation worth noting, the first our ability to provide them with a flexible, analytic mechanism linking their rolling futures, or continuous contracts, enabling them to perform multiple year Moving Averages defined by each of their individual customer's trading models. Second, their new system had to handle both real-time and historical data, one of our VhaYu core strengths."

The VhaYu installation includes multi-server primary and failover systems.