We developed a 100% proprietary software ecosystem, from research to production, backed by a custom database engine hosting financial datasets from more than 30 providers.
Technology
100% in-house cutting-edge software
- Data Manager
- Proprietary suite of software
- 200k+ lines of code, 10+ years experience
- Tailor-made database engine
- 24/7 recording & automated quality monitoring
- Low latency, high redundancy
- 30+ providers, 5TB+ of heterogenous datasets
- Signal Engines & PMS
- Proprietary suite of software
- 500k+ lines of code, 10+ years experience
- 4 engines: L/S equity, stat arb, event-driven, x-asset
- Same software for simulation & production
- Ability to generate intraday signals in < 1 second
- Ability to manage portfolios of 10k+ names
- Performance Analysis Tools
- Proprietary software
- 100k+ lines of code, 5+ years experience
- 10k+ US & Europe Hedge Funds historical database
- Regression analysis to project alpha and beta components
- Correlation analysis
- Order Management System
- Proprietary software
- 100k+ lines of code, 5+ years experience
- Secure environment, ability to manage 10k+ orders
- Filters & trading limits, pre-borrow management
- Onboarding experience with major prime brokers
- FIX 4.2 protocol
Proprietary data management
- Reference data
- 120k security names
- No survivorship bias
- Listed futures and ETFs worldwide
- 90% of world cap, 4 providers
- Daily market data
- Stock prices & volumes
- Corporate actions & market cap
- Listed futures and ETFs
- US & EU from 1980
- 60GB, 5 providers
- Intraday & TaQ
- 1-min intraday data, worldwide since 2000
- TAQ level 1, US since 2009
- 3TB, 3 providers
- Fundamentals
- Quarterly and yearly company results, 200+ fields
- US from 1980, EU from 1990
- 100GB, 4 providers
- Corporate news & events
- Raw, categorised & machine readable news
- PRs and other company news
- Event calendars and details
- 100GB, 10+ providers
- Economic data
- Country macro variables
- Sector & industry indicators
- 1GB, 2 providers
- Analysts
- Analyst ratings, pts and recos
- Broker-specific as well as consensus data
- 5GB, 2 providers
- Regulatory data
- SEC companies & funds filings
- European market authorities filings
- 10GB, 6 providers
- Execution database
- Proprietary orders & execs database
- 100k+ orders in equity markets
- 50GB
Integrated production process
