AlgoTrader 4.0 is the most comprehensive and integrated version so far, packed with innovative new features to help take quantitative trading to a new level. With AlgoTrader 4.0, any quantitative trading strategy can be fully automated, minimizing workloads, reducing trading costs and cutting strategy development times.
Available on-premise or in the cloud, AlgoTrader has accommodated current and future market demands by incorporating a range of new features inspired by client feedback and analysis of industry trends. This is a summary of the key enhancements and additions.
Automated Bitcoin Trading
AlgoTrader is the world’s first professional algorithmic trading solution to support automated Bitcoin trading. With the integration of Coinigy, AlgoTrader now connects to over 45 of the world’s most popular cryptocurrency exchanges, allowing users to trade hundreds of cryptocurrencies. Benefits include:
- Connect to 45+ cryptocurrency exchanges including Poloniex, Bitfinex, Kraken, BTC-e, Bitstamp, OKCoin and more
- Trade hundreds of cryptocurrencies including Bitcoin, Ethereum, Ripple, Litecoin, Dash and more
- Process live market data from all supported exchanges
- Trade cryptocurrencies based on automated trading rules
- Automated download of Coinigy accounts, exchanges and currency pairs into AlgoTrader
- Arbitrage trading of cryptocurrencies between multiple cryptocurrency exchanges
- Trade cryptocurrencies against fiat currencies through forex brokers
- Execute large cryptocurrency orders via pre-built execution algorithms
- Automated cryptocurrency market-making
- Automated rebalancing of cryptocurrency portfolios
Historical Data Storage using InfluxDB
AlgoTrader now uses InfluxDB for storage of live and historical market data. As the world’s top-ranked time series database, InfluxDB specializes in handling time-series data with high availability and performance requirements. Benefits include:
- Easy installation with zero dependencies, yet highly extensible
- Store up to one million values per second
- Time-centric functions with a simple SQL-like query language
- Supports data tagging for flexible queries
- Highly efficient compression to reduce storage footprint
- Supports a range of high-availability and clustering schemes
Market data is the foundation upon which quantitative trading strategies are built, and it’s often necessary to store and process vast amounts of historical data. InfluxDB simplifies this process and enables AlgoTrader to deliver the following new features:
- Record live tick data (one million ticks per second)
- Storage of downloaded historical data
- Automatically store end-of-day market data
- Accelerate back tests by up to 200%
- Store fundamental data
- Real-time aggregation of tick data into bar data
- Replay historical data for back testing
Strategy-Specific User Interface Extensions
With AlgoTrader 4.0 it’s now possible to extend the HTML5 user interface with strategy specific custom widgets. This allows users to visualize strategy-specific data or interact with strategy-specific functionality (e.g. modify parameters or change the state of a strategy).
For more information, please refer to this detailed description of HTML5 Custom Widgets.
AlgoTrader now supports a total of 15 interfaces and adapters, including the following new additions:
- Coinigy – for trading Bitcoin and other Cryptocurrencies
- QuantHouse – based on the ultra-low-latency market data feed QuantFEED
- Quandl – A popular source for financial, economic, and alternative datasets
- Nexus Prime – A MetaTrader MT4 Server – FIX interface provided by IS Risk Analytics
- A customizable and extensible Execution Model for Back Tests, which allows users to add custom logic regarding spread, slippage, fill ratio and more
- In addition to Esper-based Strategies, AlgoTrader now supports simple strategies based on Java code only
- The AlgoTrader Strategy Wizard now offers options for creating both simple Strategies using Java code only, and Advanced Strategies using Java and Esper code
- The example strategies Box, Pairs Trading and IPO are now equipped with a Custom HTML5 user interface
- In addition to Tick Events, AlgoTrader now propagates raw Quote (Bid and Ask) and Trade events to strategies in live trading
For more information and a complete list of features, please refer to the Release Notes.
AlgoTrader gets better each year, and this new release is another breakthrough in the automation of quantitative trading, with a host of powerful new features that make AlgoTrader 4.0 the most comprehensive algorithmic trading solution on the market.