High Frequency Trading
CompatibL built a high frequency algorithmic trading application for equities on one of the European stock exchanges, including software integration at a data center located near the exchange floor. The application included:
- Event processing engine for running the algorithm and backtesting
- Tick data capture from the exchange for use in backtesting
- Transaction cost analysis and algorithm parameters adjustment to reflect actual costs
- Direct market access to the exchange
- Integration with real time market data
- Built and deployed the server infrastructure collocated at the exchange data center