2007 Feb 08 - Thu
Some Ideas for Algorithmic Trading
When I mentioned to someone that I do trading development with SmartQuant's
QuantDeveloper, they said they've encountered similar tools with
names such
as KDB and Apama.
Upon further research, KDB is a tick database developed by ksxystems. It is designed for
recording high frequency ticks, as well as manipulating the data efficiently. I'm wondering
what sort of price tag is associated with it.
Apama is a Buy Side Algorithmic trading tool by Progress Software. They have an Algorithmic
Trading Resource Center. On that page, I found a one page article on 10 Innovative Algorithmic Trading Techniques by John Bates. Here are the
top ten techniques:
- Making your own "secret sauce"
- Gaining "first mover"
- Algorithmic trading beyond equities
- Concurrent access to multiple liquidity pools
- Cross-asset Trading
- Combining news analysis into algorithms
- Real-time market data capture
- Backtesting and Tuning
- Digital Forensics
- Managing Trading Risk
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