ALGORITHMIC TRADING

The Anthrope Algorithmic Trading Framework (ATF) is an end-to-end solution for the implementation of algorithm-driven trading strategies. Designed for the Sell Side and Buy Side alike, it provides all of the necessary market data connectivity, historical data access, algorithm eecution capabilities and plumbing required to implement standard as well as highly-proprietary algorithms. Built with industry standard technologies, the framework includes the following components:

  • Connectivity to a wide range of market data through direct feeds
  • A robust, fault-tolerant strategy "container" within which client algorithms are deployed and execute
  • A management console to enable traders to tweak algorithm parameters in order to achieve optimal performance
  • Connectivity via FIX and FAST to leading Order Management Systems, Execution Management Systems as well as execution venues that include traditional exchanges, ECNs and Dark Pools
  • A Comprehensive back-testing framework leveraging historical time-series data to execute, evaluate and tune "what-if" scenarios
  • An operations console for monitoring and management of feed handlers, the algorithm containers, back-testing servers, etc.

The ATF is built from the ground up with contemporary technology components, and is designed for speed, robustness and customisability. Delivered as a "drop-in" software installation, the ATF executes completely within a client's technology infrastructure. In a software-as-service model, the ATF is delivered collocated with a world-class hosting provider who have direct connectivity to several exchanges and venues in a highly redundant, SAS-70 compliant environment.

If you would like further information on the Anthrope Algorithm Trading Framework, please contact Prashanth Nandavanam directly (mobile: +1 917 443 2942, email: pn (at) anthrope dot com).