Simulation Optimization Automation
Event-Driven Multi-Instrument Domain-Language

Modern Event-Driven Architecture

Develop powerful trading system in standard C++11 using your development environment of choice. There are no limits on the complexity of trading systems that can be modelled.

Advanced Reporting and Analytics

Gain deep insight into all aspects of the trading system via extensive iteractive 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.

Language Extension for Timeseries

Model timeseries with a dedicated language extension (embedded Domain Specific Language). Develop indicators using an intuitive functional syntax that can be augmented with lambda functions if required.

Multi Instrument Trading Systems

Declare any number of instrument members including combinations of different type. This allows trading baskets, spreads and tracking intermarket relationships. Reports are available both on an aggregated basis as well as for individual instruments.

Easy Debugging with Source Code

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