We have experience in multiple types of trading related platforms:
- algorithmic trading platforms,
- backtesting platforms,
- full fledged front-2-back trading systems,
- derivatives analytics libraries (both Excel and Client-Server Environment),
- real-time VaR systems to monitor portfolios (asset managers, hedge funds, fund of funds).
We can accompany you in analyzing the systems that would suit you best, as well as help you implement them within your trading / portfolio management environments.
- Quantopian (Open Source / Python) – Backtesting engine based on Zipline.io,
- QuantConnect (Open Source / C#).
Full Fledged Backtesting and Trading Platform
AlgoTrader: (Open Source / Java) : Manages proprietary algorithms, order management, market data, position keeping, risk and pricing of vanilla derivatives.
Full-Fledged Front-2Back Trading System
Orchestrade: A C# cross asset software platform for banks, hedge funds, asset managers and corporate treasuries, allowing for the integration of various third-party analytics libraries such as Zeliade (below).
Full Fledge Derivatives Pricing Module
Zeliade: Quant oriented C# derivatives pricing library, framework, proprietary description language for term-sheet like description of structures, exotics, and batches, greeks and VaR.