Algorithmic Trading Solution

Algorithmic Trading Solution

GATElab Algorithmicpath

low-latency, high-performance

GATElab algorithmicpath is a scalable high-performance and low-latency Open Algorithmic Environment (OAE) providing access to built-in industry standard algorithmic strategies as well as an intuitive user interface to build and test proprietary algorithmic models, quickly and easily.

Seamlessly integrated in the traderpath platform or any third party platform, algorithmicpath allows market operators through a user friendly and intuitive interface to design, test, validate and maintain their own models for trading, quoting, pricing and hedging via a standard language before releasing them into the production environment.

Algorithmicpath can also process high volumes of fast-moving market data from multiple sources and take action in the markets to decide, monitor and analyze your firm’s MiFID best execution compliance policy, whilst meeting all reporting, data and trade history requirements.

At the core of the algorithmicpath architecture is a high performance blackboard used as a central repository for low-latency market data and shared internal information produced by each strategy. Once new/updated data has been written onto the blackboard, events will be fired, thus triggering the execution of corresponding actions.

Algorithmicpath provides market operators with a tool to create/modify strategies monitor their execution and tune parameters quickly when market conditions change, giving utmost flexibility and control to end users.

Algorithmicpath comes with a set of pre-defined open strategies written by GATElab, but end-user’s can modify and extend the existing ones or writes new ones in critical areas such as:

  • pre/post trading activities for "execution policy" compliance          
  • arbitrage, spread trading, pricing and hedging       
  • market-making across different markets