The frequency and volume of intra-day tick data is skyrocketing. Decreasing commission costs means every transaction requires lower profit margins. There is an increasing use of “black box” trading systems. All quantitative models and electronic trading systems are dependent on fast, accurate analysis. There has already been a major market move towards reducing latency in financial transaction/messaging systems, which further increases the data requirements.

While some companies offer real-time analysis, certain analytical methods do not scale with respect to the number of instruments under consideration, and these methods are the target of our technology. Our competitive advantage is state-of-the-art parallel algorithms for scalable and robust analytics, offering a truly "market-wide" approach to quantitative analysis and risk management.

Check out our products page to see how you can use StreamLoder and associated tools to enhance your algorithmic/automated trading systems.

Should you have any questions or comments please feel free to contact us.