Trading Strategy Automation

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Trading Industry Expertise

Real Time Risk Monitoring

Innovative Solutions

Advanced Technology

Global Market Access

Trading Algorithm Automation

We have  developed  automated trading systems, including custom indicators, custom strategies, custom risk controls and other tools for automated trading. We work with a wide variety of programming languages such as Java, C++, C#, Matlab which can make versatile, high throughput trading systems with reliability and high speed on collocated servers with direct market access and custom FIX engines.

Additionally, we also work with and have expertize in the API(s) of most popular trading platforms such as Ninja Trader, TT, CQG, MetaTrader, Trade Station. So, if you already have an existing trading system, we can start enhancing and building on top of it quickly without any duplication of labor.

Each trading strategy has its unique trading logic. Most of the strategies we have deployed for our clients that are usually employ combination of trades based on the following general algorithms:

Alpha Generating Strategies

  • Market Making: Trading strategies that seek to profit by providing liquidity to other traders, while avoiding accumulating a large net position in a stock
  • Trend Following: Strategies that involve a combination of technical indicators and triggers trade decisions based on when certain indicator change a certain way.
  • Mean Reversion: Strategies based on a theory suggesting that prices and returns eventually move back towards the mean or average. This mean or average can be the historical average of the price or return or another relevant average such as the growth in the economy or the average return of an industry.
  • Spreading: Strategies involving long and short positions in derivatives often on the same or similar underlying. From simple calendar spreads and butterfly spreads to complicated customized spreading algorithms (Fixed Income Cash & Futures, FX cash & Futures, Equity indexes cash & Futures, ….)
  • Cross Exchange: Strategies that take advantage of price inefficiencies due to mispricing of same or similar instruments over various exchanges. This usually involves trades and hedges to be in different exchanges
  • Arbitrage
  • Event / News Based
  • Multi Asset Algos: Strategies that use one instrument class to hedge against another. For example Hedging Stock trades with Futures, or Futures trades with Options.

Execution Algorithms

Splitting large orders into series of smaller ones in order to reduce market impact and achieve better arrival price

  • Rollover Algorithms
  • VWAP: Volume-Weighted Average Price (VWAP) is the ratio of the value traded to total volume traded over a particular time horizon (usually one day). It is a measure of the average price a stock traded at over the trading horizon
  • TWAP: The average price of contracts or shares over a specified time is known as Time Weighted Average Price
  • Edge STEALTH: proprietary execution algo

Custom Trading Solutions

  • Custom Order Types
  • Custom Triggers
  • Custom Macros and Hot Keys
  • Data Capture and Play Back