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Andy Flury

AlgoTrader - Algorithmic Trading Software

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AlgoTrader is based on Complex Event Processing (CEP) using Esper and therefore accommodates strategies that cannot be programed with procedural programming languages. CEP is a very good technique to get started with algorithmic trading. With this technology time-based Market Data Analysis and Signal Generation are coded in EPL (similar to SQL) statements, whereas procedural actions like placing an order are coded in plain Java Code. The combination of the two provides a best-of-both-worlds approach and accommodates strategies that are predominantly time-based and therefore cannot be programed with traditional procedural programming languages. Also, the total amount of code is usually much smaller, even for complex strategies.

 

AlgoTrader is not a Chart based Trading Platform (like Tradestation, MetaTrader or NinjaTrader). It does not have drag-and-drop functionality and hundreds of indicators. It is our belief, that successful strategies are based on economic facts and not on extensive back-testing or chart pattern analysis based on many different technical indicators.

 

Features:

  • Automate Trading Strategies based on Complex Trading Rules
  • Develop, Simulate and Trade multiple Strategies in parallel
  • Multiple Broker Interfaces and Market Data Providers
  • Support for Forex, Options, Futures, Stocks, Commodities & more
  • Support for Synthetic Instruments & Custom Derivative Spreads
  • Several build-in Execution Algorithms
  • Multi-Account Functionality
  • Automated Forex Hedging & Options Pricing Engine
  • Based on Open Source Technology like Esper, Spring & Hibernate
  • Scalable / Low Latency / High Throughput Architecture
  • and much more…

 

There are two versions available of AlgoTrader:

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