Systemathics Backtest Engine
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Backtest Engine 21, boulevard Haussmann, 75009 Paris +33 (0) 156 036 536 [email protected] Accuracy and High Performance
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Systemathics provides financial institutions with fully integrated and modular software suite for modern asset management and systematic trading activities from low frequency to high frequency models
Transcript of Systemathics Backtest Engine
Backtest Engine
21, boulevard Haussmann, 75009 Paris+33 (0) 156 036 [email protected]
Accuracy and High Performance
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About Systemathics
• Since 2008, Systemathics is the leader in innovative software platform for the asset management and the algorithmic trading industry.
• Bringing algorithmic investment strategies to production is a complex and tricky process, along which numerous functional and technical issues arise.
• How to be sure that, at each step, appropriate choices will be made, leading to P&L generation in the safest and quickest manner?
• In order to assist banks, hedge funds, asset managers and proprietary traders in their search for the best response to this question, we at Systemathics have come up with a thorough process and modern technology to accompany our customers through to the production stage.
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Audience
Traders
You would like to backtest and run your strategies safely and quickly. We focus on the finest details of your trading success and to help making your job more pleasant, profitable and secure.
Asset Managers
You aim to optimize your yield on assets and to manage uncertainty and risk. We do believe you need to focus on your strengths rather than the technology tasks.
IT-Quants
You are keen to identify, backtest and optimize profitable strategies. We assist you in gaining hands on experience and rapidly go live with your ideas.
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Systemathics Backtest Engine
• Backtest trading models; from low to high frequency strategies.
• By using the same source code for paper trading and production, you will reduce the elapsed time for implementation project as well as the associated operational risk.
• Run stress testing to determine the stability and the safe usage limits of the trading algorithms.
• Export comprehensive post trade data sets for easy analysis using ubiquitous applications.
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Code Invariance
• Use the same C# source code for back-test, paper trading and production
• Comprehensive SDK with samples and tutorials• Microsoft Visual Studio integration
Trading Idea
Model Specifications
(paper)
Trading SDK(C#)
Implementation
Back test Stress test
Paper Trading
Production
Code
Inva
riant
Strategy.DLL
Trading Strategy
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Smart Simulation
• High performance execution simulator for both low and high frequency strategies
• Production data flow including pre-trade security checks
• Smart order execution to take advantage of market liquidity
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Data Streaming
• Generate Storyboards for efficient binary streaming
• Leverage in-house historical data using convenient APIs
• Native support for Data Mining Engine
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Azure
• Azure and HPC drivers for extreme scenarios • Scripting capabilities for batch and overnight
simulations • Task scheduler to run multiple scenarios in
parallel
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Workflow overview
User Interface(Trader)
Risk management
IndicatorsAnalytics
Third party libraries
Smart orders
Strategy
Strategy
PortfolioOrders, Executions,
Loggings …Book
ing
ProvidersFIX, UPA, RMDS …
(Real time)
ExchangesNYSE, CME, Eurex …
(Real time)
Storyboards(Historical)
Mar
ket d
ata
L1 + L2
Extensions(Admin)
MarketsFIX, Native, Custom …
BrokersFIX, Native, Custom …
Simulator
Exec
ution
Events
Queries
Refe
renti
al
DatabaseStatic data, Corporate,
Risk limits …
Normalized
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Have a project in mind?
• Just provide some preliminary information and our team will contact you as soon as possible :
