The prime purpose of the platform was to provide Algo-Trading capabilities for hedge funds with support of  algorithm Research, Simulation, Optimization, and Trading routines. During last 8 years the platform was used for real trading on MICEX, RTS, NYSE by high-frequency, intraday and overnight trading strategies. Currently it supports Stocks, Futures, and Options, but may be extended for other security types.

The platform has integration with the following USA/Canada brokers/data providers:

  • QuantHouse
  • ESignal
  • InteractiveBrockers
  • ACTIVEFinancial
  • Fusion

 

The platform have been actively developed within last 9 years. It's written in pure C#,.NET, (MS-SQL) and build with enterprise level scalability in mind.

 It has set of unique features, that most likely could not be found in available on the market software products: those features are:

  • Support for Non-Standard Bar Periods (for example 3 secs)
  • Support for Multi-Ticker, Multi-Timeframe (Quotes/Trades/Level2+Bars) data series  within a single strategy
  • Cluster Network Simulation and Optimization.
  • Portfolio Optimization (Search for best portfolio equity via balancing coefficients)
  • Enhanced Optimization Algorithm PRISM that outperforms genetic optimization which can be used not only in Trading but also in Industrial sector.
  • Precise High Performance Simulation Engine (up to 4mln/ticks per second per processor core). Simulation could be conducted with Level2 quotes usage (volumes and Bid-Ask spread info). With adjustments for trading signal transportation delay etc.
  • Fast Chart which can handle millions of ticks on visible area. Could be also interested for other application as far as there is no fast enough .NET chart available on the software market to be compared with ours by performance on large data visualization staying still responsive for user.
  • Highly scalable tick-data storage, no SQL performance degradation on data volume growth (for example currently DB is more than 4 terabytes after compression, with more than 50 000 000 000 rows(ticks) in tables)
  • Support for x64 bit with no limit on memory usage.
©2010-2018 Viz Software Consulting Ltd. All Rights Reserved.