Systematic order generation and algorithmic order execution for buy-side funds trading digital and traditional assets
End-to-end algorithmic trading platform
Build quant strategies from scratch
Minimize your time-to-market by writing complex systematic strategies in Java or Python using AlgoTrader’s integrated development environment.
Connect any data source
Use any of the off-the-shelf live and historical data providers or integrate your own data sources to derive trading signals.
Develop strategies in any language
Natively write strategies in Java or Python, or easily integrate existing signal generation systems into the AlgoTrader API, whether they are written in R, C#, Matlab or any other programming language.
Extensively validate your quant models
Test multiple strategies in parallel by running them against historical or live market data with built-in exchange simulators.
One codebase. A single development cycle
Our backtesting framework allows you to use the same code for backtesting, paper trading and live trading. This allows you to save time and minimize errors when moving from backtesting code written in one language to a live trading system in another language.
Automatically improve the performance of your quant strategies
The strategy parameter optimization identifies parameter ranges that will yield the best risk-adjusted return for your strategies.
Flexibly adjust and optimize parameters after running backtests in order to improve your strategy’s performance iteratively during the development process.
Connect or migrate existing quant strategies
Connect your own signal generation service via RESTful or WebSocket API, or migrate existing strategy code into AlgoTrader to benefit from the full backtesting and optimization features, whether they are written in R, C#, Matlab or any other programming language.
Minimize market impact and slippage
Consistently achieve best execution across trading venues thanks to Smart Order Routing and a wide range of advanced Execution Algos.