TradeX Technologies has been an asset to firms and institutions who focus on automated trading strategies and quantitative data analysis. We are a developer of automated trading and back-testing softwares and help our clients in the building and implementation of alpha, risk, transaction cost and portfolio models.
We are experienced in designing custom frameworks and systems for large volume high frequency trading data logging. In strategies that use data mining for building data driven algo models, intraday and end-of-day data availability quality is critical. Large volumes of trades could lead to delays of historical data series delivered by exchanges. This often leads to losing days of algo trading.
We have the knowledge and experience in building historical tick data, storing it in an optimized/compact format. Fast and reliable access to historical data series is another critical component for quantitative data mining. The speed of access to data often defines how much data one can mine and quality of output results: the more sample data is mined the better the out-of-sample strategy behavior will be.
Our team also helps with building effective back-testing systems which allow for executing and playing back in and out sample tests for your algo strategies in miliseconds.
All algorithmic trading applications execute on the our Trading Servers, a high-performance, enterprise-class engines which runs queries, computations and custom analytics on fast-moving market data streams. Our systems can also detect patterns of trading activity and triggers an instantaneous response with millisecond latency, intelligently routing orders to an appropriate venue to optimize price, response time, transaction fees and other attributes.
Using our experience and knowledge of algo trading and data mining, firms can track critical market conditions across multiple markets and instantaneously execute sophisticated strategies to capture short lived trading opportunities.
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