



Develop robust and dependable trading systems with Trading System API for C++. There are no limits on the complexity of trading systems that can be modelled.
A clean and intuitive programming model capable of handling all aspects of modern system design and testing.
Trade multiple instruments from a single strategy; spreads, pairs, baskets…
Realistic trade accounting supports ‘add-on’ transactions and ‘partial exits/fills’.
With supports for fixed duration intervals as well as variable duration intervals
Strategies are driven by events and react to one event at a time. This allows for even the most complex strategy logic to be expressed with ease.
Never run out of memory again! Run strategies on decades of tick data up to a billion billion bars. Only uses as much memory as required at any one point.
Ultra fast timeseries database. Read and write millions of records per second. The api can also read and write SQL databases (Postgres and SQLite)
Gain deep insight into all aspects of the trading system via extensive interactive reports. All simulation results are saved to file and can be analysed and compared with any number of other simulation results. Analyze performance, risk and returns and browse the charts.
Code timeseries models intuitively with a dedicated C++ language extension (embedded Domain Specific Language - DSL). Develop formulas and financial indicators using an intuitive functional syntax that can be augmented with lambda functions if required.
Merge indidividual trading strategies into portfolios of strategies to add diversification and promote better risk/return characteristics
Use our Strategy Viewer desktop application to easily merge individual strategies into ortfolios of strategies.
Merge intraday strategies with daily or weekly strategies.
Having merged strategies into a portfolio is not the end of the process. You can re-merge the merged logs without limitation!
The merge process retains most of the information available for individual strategies resutling in a meaningful portfolio analysis.
Visualize all our trading ideas on charts ….
Trading systems are easy to launch and debug. They run as individual executables. Use your favorite development environment and debugger to step through the code. The API is shipped with source code
Build with Cmake Build on MS Windows and Linux
Visual Studio, Netbeans, etc.
Trading Systems are executables that can be run stand-alone. Easily step through the code and inspect terminal output