Automated Trading System

Our software is highly parallel and comprises many processes designed to run simultaneously performing various tasks. From the point of view of functionality and coding characteristics,  it can be divided into three modules:

  • the executor module                                                                   
  • the analytic module
  • the decision making module

The executor module is the link to the outside world. It includes order execution facilities, quote feed processing, etc. Its functionality can be compared to a floor trader in a traditional option trading firm. The analytic module implements our proprietary derivative analytics and is fed real-time market data from the executor module. It plays the role of a resident statistician in a traditional firm. The decision making module coordinates the remaining two modules allowing for largely automated work most of the time. It also provides monitoring and control facilities to a human operator, thus functioning like a senior trader.

The program maintains a position which is market neutral.