FastTrade platform includes a number of functional components that implement built-in algorithmic trading strategies. These include:
- Automatic care order execution, with standard algorithms such as VWAP, TWAP, Volume, etc.
- Two leg automatic arbitrage strategies, applicable to equity and fixed income markets
- Multi leg basket trading for equity markets
All the built-in algorithms include the possibility to automatically hit the market or to post orders at a predefined price level to implement the selected strategy.
Thanks to the multi-market support of FastTrade cross market arbitrages are natively supported.
Brain3 is a highly efficient environment for the development of low latency automated algorithms dedicated to the financial industry. This component, deeply embedded in FastTrade, adds to the platform a user programmable layer to implement custom strategies, based on the data available in FastTrade: market events, position keeping data, EMS messages and even user defined events.
Brain3 is used to create a variety of computer-assisted strategies on different asset classes and markets, including, the generation of trading signals, custom order execution algorithms, continuous pricing, arbitrage, auto hedging, RFQ data analysis and more. In addition a strategy may be used to automatically pilot other platform functionalities (including pre-built algorithms, pricing system, etc.).
Brain3 offers a suite of testing tools to verify and fine tune the behavior of the strategies in a “realistic environment”. Strategies can be run on a dedicated matching engine that simulates transactions against real time market data or a set of recorded historical data (tick, full market depth, etc.).
To maximize code reusability, strategies are written using Java or C++. A wide set of financial analytic function and technical analysis tools is available.
