2. Agenda Executive Summary Execution Speed versus Deployment Speed Rapid Model Deployment K|V Methodology Groundswell Application Model Infrastructure Patterns I4MT Community Development Process Certified Trading System Developer (CTSD)
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5. Process Process defines the critical activities required for developing algorithmic trading systems Technology Technology defines a software platform and set of infrastructure best practices for implementing algorithmic trading systems Governance Governance outlines oversight of the defined processes and enables the evaluation of compliance to ensure reliable model deployment Rapid Model Deployment RMD is an I4MT initiative focused on decreasing the time-to-market of new trading models Processes, technology, and governance already co-exist. RMD synchronizes them. Governance Process Technology RMD
6. K|V Methodology RMD is built upon the K|M Methodology Consistent, repeatable execution of process is the heart of RMD Faster Model Deployment A repeatable process allows for specialization of activities leading to long term efficiency Lower Risk Repeatable processes create the opportunity to improve manage oversight and decrease operational risks and model risks Manageability Predictable and manageable activates increase managements ability to control and guide the trading environment Consistent Results Repeatable processes decrease the amount of unpredictable results occurring during model development Benefits K|V Methodology
7. Message Broker (ApacheMQ) Filtered Tick Order Fills Groundswell Application Model RMD is creating an open source algorithmic trading platform called Groundswell Tick Filter Indicator Generator Trading Engine Stop-Loss Detector Trade Filter Order Management Adapter Book Keeping & Performance Monitor (Marketcetera TradeBase) Marketcetera ORS User Interface (Marketcetera Photon) Trade Recommendation Order Request Order Request Indicators Broker/Exchange/ECNs Session Manager Order Fills Unfiltered Tick Order Request Order Fills The Groundswell platform creates a set of standards that opens up Order Fills Order Request Risk Management QuickFIX
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9. Infrastructure Patterns RMD will define common infrastructures such as co-location and related best practices Infrastructure patterns will optimize order delivery and system availability INVESTMENT AVAILABILITY Good System Administration Practices Reliable Backups Disk and Volume Management Networking Local Environment Client Management Services and Applications Failovers Replication Disaster Recovery *Blueprints for High Availability; Evan Marcus & Hal Stern
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11. Certified Trading System Developer (CTSD) I4MT is creating an education platform to certify algorithmic trading professionals CTSD will be the professional designation for algorithmic trading professionals and RMD
