Event-Based Trading Systems
Addressing a New Generation of Requirements
We believe there are ten specific market imperatives that are driving the demand for a new generation of algorithmic solutions. This webinar will introduce an algorithmic platform that incorporates event-based information processing, or event processing. We’ll review how this next generation platform delivers an arsenal of tools that will address those market imperatives. During this webinar you will hear about the architecture required to build event-based trading systems, learn the roles of business and IT in creating successful strategies, discover the use of testing and analysis within the trade strategy lifecycle, and view real world examples of event-based trading solutions spanning different asset classes.
Progress® Apama® Algorithmic Trading Platform offers an advanced trading and backtesting environment where traders can test and analyze new strategies, as well as audit those already deployed. A rich graphical interface enables traders to backtest new strategies against selected time periods of market data captured in Apama Research Studio and EventStore, a bundled high performance time series data store. Strategists can stop, start, accelerate or decelerate data rates during replay, testing strategies against user-selected periods of market history. Traders can also perform comparative analyses by executing what-if scenarios - auditing existing history and strategies against potential ones.
