Strategy Development

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AlgoTrader provides a wide range of useful features to help create and test quantitative trading strategies on any market using forex, options, stocks, shares, commodities, futures, bonds and cryptocurrencies.

Develop, simulate and live trade multiple strategies in parallel. Back-test strategies using historical data and the exchange simulator, then use the same code for live trading.

AlgoTrader’s strategy development features:

  • Strategy Wizard – creates everything needed for AlgoTrader-based trading strategies.
  • IntelliJ-Based Development Environment
  • Customizable Excel based back-test report – to analyze strategy performances
  • In-Process / In-Memory Exchange Simulator – for maximum speed back-tests that do not require a database
  • Make use of all AlgoTrader services from Java or Python strategies
  • Write trading strategies in any language (e.g. C#, Javascript/Node.js, MatLab or R) using our JSON over RESTful and websocket/STOMP interfaces.
  • A customizable and extensible Execution Model for Back Tests, which allows users to add custom logic regarding spread, slippage, fill ratio and more
  • Automated Parameter Optimization – to help find optimal parameter ranges for particular trading strategies
  • Multiple Numerical and Statistical Libraries – with a large number of technical indicators available
  • Subscribe to a multitude of event types disseminated by the platform (e.g., TickEvents, BarEvents, OrderStatusEvents, FillEvents, SessionEvents, etc.).
  • JSON based properties on all Entities
  • Multi-periodicity Strategies (e.g. daily bars and minute bars combined)
  • Multi-Module Strategies – communicating with each other via Generic Events
  • Start and stop strategies individually – allows you to update / deploy strategies while others are running
  • Debug Strategies – performs diagnostics by going through strategies step by step
  • Release and Change Management Process – based on Git / Maven

Strategy Development for Hedge Funds and CTA’s

AlgoTrader is particularly suited to strategy development for hedge funds and CTA’s due to its cost effectiveness and flexibility. Full access to the source code is given allowing you to develop and implement your own customizations into the system as needed.

Contact AlgoTrader

For more information on AlgoTrader’s strategy development features, contact us today for more details. We offer consulting services as well full product training either on your premises or remotely, so get in touch today!

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