AlphaTrader is a trading environment that includes a real-time trading platform, charting tools, backtesting capabilities, and APIs for developing custom indicators, strategies, and add-ons. It provides direct market access, multi-broker connectivity, risk management tools, and both automated and semi-automated trading functionality. AlphaTrader aims to help traders lower costs, gain trading insights, and automate processes to amplify returns. Custom development is supported through the use of Microsoft Visual Studio and an Excel RTD server allows connecting spreadsheets to the platform.
"Active Learning in Trading Algorithms" by David Fellah, Head of the EMEA Lin...Quantopian
Presented at QuantCon Singapore 2016, Quantopian's quantitative finance and algorithmic trading conference, November 11th.
Institutional orders generally exceed the absorption capacity in the immediate order book and are frequently split horizontally over time and vertically over price. The task of splitting apart a meta-order is achieved through a sequence of market transactions performed by trading algorithms, causing market impact. Consequently a great deal of research is spent on understanding market impact and its role in algorithm design in order to reduce it.
In this presentation, we discuss an application of Deep Reinforcement Learning to minimise transaction costs across a diverse range of instruments. We first discuss high-frequency market impact and its role in optimal planning for single-position and portfolio trading. We then discuss examples of how machine learning is used in short-term forecasting to augment order placement decisions.
Finally, we discuss how the algorithm considers these effects jointly, how it optimizes a dynamic policy, and how it improves performance against surrogate hand-tuned algorithms.
Forex complex trading strategies are those that include more than three technical indicators for generating signals and have a number of important rules to use as a complex technique in trading.
"Active Learning in Trading Algorithms" by David Fellah, Head of the EMEA Lin...Quantopian
Presented at QuantCon Singapore 2016, Quantopian's quantitative finance and algorithmic trading conference, November 11th.
Institutional orders generally exceed the absorption capacity in the immediate order book and are frequently split horizontally over time and vertically over price. The task of splitting apart a meta-order is achieved through a sequence of market transactions performed by trading algorithms, causing market impact. Consequently a great deal of research is spent on understanding market impact and its role in algorithm design in order to reduce it.
In this presentation, we discuss an application of Deep Reinforcement Learning to minimise transaction costs across a diverse range of instruments. We first discuss high-frequency market impact and its role in optimal planning for single-position and portfolio trading. We then discuss examples of how machine learning is used in short-term forecasting to augment order placement decisions.
Finally, we discuss how the algorithm considers these effects jointly, how it optimizes a dynamic policy, and how it improves performance against surrogate hand-tuned algorithms.
Forex complex trading strategies are those that include more than three technical indicators for generating signals and have a number of important rules to use as a complex technique in trading.
Technical Analysis Explained
Trends in Technical Analysis
Trend Classifications
Support & Resistance
Technical Analysis Indicators
Using the MACD to trade the EUR/USD
Learn about the different types of algorithmic trading and how it actually works. Algorithmic trading is a growing trend. I Know First has an advanced self-learning algorithm that has helped many investors achieve magnificent returns. I Know First's live portfolio returned 60.66% in 2013, beating the S&P 500 by over 30%!
EXANTE's lecture at Stockholm School of Economics in Riga.
– Objectives of algorithmic trading
– Various types of algorithms
– The process of creating one
– Testing and evaluation
– Understanding the possible pitfalls (and solutions)
From Backtesting to Live Trading by Vesna Straser at QuantCon 2016Quantopian
Dr. Vesna Straser will discuss the differences in expected slippage between live trading, simulation trading and backtesting. Typically in backtesting signal generation and order fill assumptions are simplified to obtain strategy performance data faster. For example, many commercial back testing software providers will work with sampled data such as minute open or close price points and assume that the signal is triggered at the close of one bar and filled at the close price of the next bar, per the assumed slippage model. Simulation trading, however, will typically run on tick trading data (live or replayed) potentially resulting in quite different dynamics versus back testing. Orders are filled per fill assumptions that may vary significantly between different providers. In live trading, orders are triggered and executed immediately under real market conditions and order type. Depending on the trading strategy, live trading results can differ dramatically from back-testing and/or simulation trading. Vesna will outline the issues, analytics to track, factors to consider and how to account for them to achieve “realistic” back-testing results.
QNBFS Daily Technical Trader - Qatar for May 09 2018 التحليل الفني اليومي لبو...QNB Group
The Index could not move
above the 9,200 level yet, but
it closed down on lower
volumes. Yesterday’s close
suggests testing the 8,800
level; if it does not hold, then
the 8,600 would be our next
target.
Brokers Tools for MT4 brokers and MT5 brokers are set of tools that helps them manage their operations seamlessly using technology, useful for both Forex brokers and Commodity Brokers.
Brokers Tools for MT4 brokers and MT5 brokers are set of tools that helps them manage their operations seamlessly using technology, useful for both Forex brokers and Commodity Brokers.
Livetradesignals mission is to provide the environment fostering the enhancement of individual trader abilities through education, experience and automation.
Technical Analysis Trading Software is a MT4 Expert Advisor. A forex charting software developed into an automatic trading robot that works on Metatrader 4
Technical Analysis Explained
Trends in Technical Analysis
Trend Classifications
Support & Resistance
Technical Analysis Indicators
Using the MACD to trade the EUR/USD
Learn about the different types of algorithmic trading and how it actually works. Algorithmic trading is a growing trend. I Know First has an advanced self-learning algorithm that has helped many investors achieve magnificent returns. I Know First's live portfolio returned 60.66% in 2013, beating the S&P 500 by over 30%!
EXANTE's lecture at Stockholm School of Economics in Riga.
– Objectives of algorithmic trading
– Various types of algorithms
– The process of creating one
– Testing and evaluation
– Understanding the possible pitfalls (and solutions)
From Backtesting to Live Trading by Vesna Straser at QuantCon 2016Quantopian
Dr. Vesna Straser will discuss the differences in expected slippage between live trading, simulation trading and backtesting. Typically in backtesting signal generation and order fill assumptions are simplified to obtain strategy performance data faster. For example, many commercial back testing software providers will work with sampled data such as minute open or close price points and assume that the signal is triggered at the close of one bar and filled at the close price of the next bar, per the assumed slippage model. Simulation trading, however, will typically run on tick trading data (live or replayed) potentially resulting in quite different dynamics versus back testing. Orders are filled per fill assumptions that may vary significantly between different providers. In live trading, orders are triggered and executed immediately under real market conditions and order type. Depending on the trading strategy, live trading results can differ dramatically from back-testing and/or simulation trading. Vesna will outline the issues, analytics to track, factors to consider and how to account for them to achieve “realistic” back-testing results.
QNBFS Daily Technical Trader - Qatar for May 09 2018 التحليل الفني اليومي لبو...QNB Group
The Index could not move
above the 9,200 level yet, but
it closed down on lower
volumes. Yesterday’s close
suggests testing the 8,800
level; if it does not hold, then
the 8,600 would be our next
target.
Brokers Tools for MT4 brokers and MT5 brokers are set of tools that helps them manage their operations seamlessly using technology, useful for both Forex brokers and Commodity Brokers.
Brokers Tools for MT4 brokers and MT5 brokers are set of tools that helps them manage their operations seamlessly using technology, useful for both Forex brokers and Commodity Brokers.
Livetradesignals mission is to provide the environment fostering the enhancement of individual trader abilities through education, experience and automation.
Technical Analysis Trading Software is a MT4 Expert Advisor. A forex charting software developed into an automatic trading robot that works on Metatrader 4
RTG develops unique software and customized trading solutions. RTG Systems enables traders, firms, brokers and hedge funds to implement and create individual strategies.
As TT Connected Partner we specialize in developing customers requirements by tapping into the X_TRADER® API from X_TRADER® PRO
MetaTrader 4 is an online trading platform designed for financial institutions dealing with Forex. I presented a brief preview of the extension system we're building for Auto Trading and the technologies involved.
ATI website at: http://algotrading-investment.com
Or follow the latest development and update news at: https://algotradinginvestment.wordpress.com/blog/
TradersCockpit.com is India's leading Cloud based platform Firm providing Markets Analytics Software Solutions to every Trader, Investor whether newbie or expert using power of technical & fundamental analysis.
It gives you give you the power for leveraging strategy/algorithmic based trading without you writing a single line of code. To learn more about TradersCockpit.com can help you, please go through the presentation as it explains in detail about TradersCockpit Product Offering.
Social Trading:The most interesting and useful tool to get access to financia...keith8385
Social trading is considered to be the newest; the most interesting and useful tool to get access to financial markets. It is widely used by beginner traders and also serves as great tool for professional traders to increase their profit. The basis of all types of social trading is a system that copies transactions.
We put together this document as a roadmap for Forex brokers who wants to advance in Forex business.
Who we are? We are specializing in custom solutions for brokers, traders, signal providers and money managers. Regardless of the platform that you use we can build a solution for you. 80% of the success in Forex is technology. If you underestimate the role of the technology, you are on the wrong side of Forex.
Unleash Unlimited Potential with One-Time Purchase
BoxLang is more than just a language; it's a community. By choosing a Visionary License, you're not just investing in your success, you're actively contributing to the ongoing development and support of BoxLang.
TROUBLESHOOTING 9 TYPES OF OUTOFMEMORYERRORTier1 app
Even though at surface level ‘java.lang.OutOfMemoryError’ appears as one single error; underlyingly there are 9 types of OutOfMemoryError. Each type of OutOfMemoryError has different causes, diagnosis approaches and solutions. This session equips you with the knowledge, tools, and techniques needed to troubleshoot and conquer OutOfMemoryError in all its forms, ensuring smoother, more efficient Java applications.
Large Language Models and the End of ProgrammingMatt Welsh
Talk by Matt Welsh at Craft Conference 2024 on the impact that Large Language Models will have on the future of software development. In this talk, I discuss the ways in which LLMs will impact the software industry, from replacing human software developers with AI, to replacing conventional software with models that perform reasoning, computation, and problem-solving.
Check out the webinar slides to learn more about how XfilesPro transforms Salesforce document management by leveraging its world-class applications. For more details, please connect with sales@xfilespro.com
If you want to watch the on-demand webinar, please click here: https://www.xfilespro.com/webinars/salesforce-document-management-2-0-smarter-faster-better/
Quarkus Hidden and Forbidden ExtensionsMax Andersen
Quarkus has a vast extension ecosystem and is known for its subsonic and subatomic feature set. Some of these features are not as well known, and some extensions are less talked about, but that does not make them less interesting - quite the opposite.
Come join this talk to see some tips and tricks for using Quarkus and some of the lesser known features, extensions and development techniques.
Paketo Buildpacks : la meilleure façon de construire des images OCI? DevopsDa...Anthony Dahanne
Les Buildpacks existent depuis plus de 10 ans ! D’abord, ils étaient utilisés pour détecter et construire une application avant de la déployer sur certains PaaS. Ensuite, nous avons pu créer des images Docker (OCI) avec leur dernière génération, les Cloud Native Buildpacks (CNCF en incubation). Sont-ils une bonne alternative au Dockerfile ? Que sont les buildpacks Paketo ? Quelles communautés les soutiennent et comment ?
Venez le découvrir lors de cette session ignite
Custom Healthcare Software for Managing Chronic Conditions and Remote Patient...Mind IT Systems
Healthcare providers often struggle with the complexities of chronic conditions and remote patient monitoring, as each patient requires personalized care and ongoing monitoring. Off-the-shelf solutions may not meet these diverse needs, leading to inefficiencies and gaps in care. It’s here, custom healthcare software offers a tailored solution, ensuring improved care and effectiveness.
Enhancing Project Management Efficiency_ Leveraging AI Tools like ChatGPT.pdfJay Das
With the advent of artificial intelligence or AI tools, project management processes are undergoing a transformative shift. By using tools like ChatGPT, and Bard organizations can empower their leaders and managers to plan, execute, and monitor projects more effectively.
Listen to the keynote address and hear about the latest developments from Rachana Ananthakrishnan and Ian Foster who review the updates to the Globus Platform and Service, and the relevance of Globus to the scientific community as an automation platform to accelerate scientific discovery.
Globus Compute wth IRI Workflows - GlobusWorld 2024Globus
As part of the DOE Integrated Research Infrastructure (IRI) program, NERSC at Lawrence Berkeley National Lab and ALCF at Argonne National Lab are working closely with General Atomics on accelerating the computing requirements of the DIII-D experiment. As part of the work the team is investigating ways to speedup the time to solution for many different parts of the DIII-D workflow including how they run jobs on HPC systems. One of these routes is looking at Globus Compute as a way to replace the current method for managing tasks and we describe a brief proof of concept showing how Globus Compute could help to schedule jobs and be a tool to connect compute at different facilities.
SOCRadar Research Team: Latest Activities of IntelBrokerSOCRadar
The European Union Agency for Law Enforcement Cooperation (Europol) has suffered an alleged data breach after a notorious threat actor claimed to have exfiltrated data from its systems. Infamous data leaker IntelBroker posted on the even more infamous BreachForums hacking forum, saying that Europol suffered a data breach this month.
The alleged breach affected Europol agencies CCSE, EC3, Europol Platform for Experts, Law Enforcement Forum, and SIRIUS. Infiltration of these entities can disrupt ongoing investigations and compromise sensitive intelligence shared among international law enforcement agencies.
However, this is neither the first nor the last activity of IntekBroker. We have compiled for you what happened in the last few days. To track such hacker activities on dark web sources like hacker forums, private Telegram channels, and other hidden platforms where cyber threats often originate, you can check SOCRadar’s Dark Web News.
Stay Informed on Threat Actors’ Activity on the Dark Web with SOCRadar!
We describe the deployment and use of Globus Compute for remote computation. This content is aimed at researchers who wish to compute on remote resources using a unified programming interface, as well as system administrators who will deploy and operate Globus Compute services on their research computing infrastructure.
Developing Distributed High-performance Computing Capabilities of an Open Sci...Globus
COVID-19 had an unprecedented impact on scientific collaboration. The pandemic and its broad response from the scientific community has forged new relationships among public health practitioners, mathematical modelers, and scientific computing specialists, while revealing critical gaps in exploiting advanced computing systems to support urgent decision making. Informed by our team’s work in applying high-performance computing in support of public health decision makers during the COVID-19 pandemic, we present how Globus technologies are enabling the development of an open science platform for robust epidemic analysis, with the goal of collaborative, secure, distributed, on-demand, and fast time-to-solution analyses to support public health.
Navigating the Metaverse: A Journey into Virtual Evolution"Donna Lenk
Join us for an exploration of the Metaverse's evolution, where innovation meets imagination. Discover new dimensions of virtual events, engage with thought-provoking discussions, and witness the transformative power of digital realms."
A Comprehensive Look at Generative AI in Retail App Testing.pdfkalichargn70th171
Traditional software testing methods are being challenged in retail, where customer expectations and technological advancements continually shape the landscape. Enter generative AI—a transformative subset of artificial intelligence technologies poised to revolutionize software testing.
Enterprise Resource Planning System includes various modules that reduce any business's workload. Additionally, it organizes the workflows, which drives towards enhancing productivity. Here are a detailed explanation of the ERP modules. Going through the points will help you understand how the software is changing the work dynamics.
To know more details here: https://blogs.nyggs.com/nyggs/enterprise-resource-planning-erp-system-modules/
Innovating Inference - Remote Triggering of Large Language Models on HPC Clus...Globus
Large Language Models (LLMs) are currently the center of attention in the tech world, particularly for their potential to advance research. In this presentation, we'll explore a straightforward and effective method for quickly initiating inference runs on supercomputers using the vLLM tool with Globus Compute, specifically on the Polaris system at ALCF. We'll begin by briefly discussing the popularity and applications of LLMs in various fields. Following this, we will introduce the vLLM tool, and explain how it integrates with Globus Compute to efficiently manage LLM operations on Polaris. Attendees will learn the practical aspects of setting up and remotely triggering LLMs from local machines, focusing on ease of use and efficiency. This talk is ideal for researchers and practitioners looking to leverage the power of LLMs in their work, offering a clear guide to harnessing supercomputing resources for quick and effective LLM inference.
4. AlphaTrader Environment
Professional leading edge technology to amplify your alpha
More than just a platform, AlphaTrader is an entire trading environment
AlphaTrader: real time trading platform running server side preferably
AlphaTrader Client: thin client to run on local desktop
AlphaMonitoring: support / monitoring server side application
AlphaSearch: backtesting environment (coming soon, S1 2016)
AlphaCharts: new chartist environment (coming soon, Jan 2016)
Alpha API: Develop your own indicators, tactics and strategies
Excel RTD API: Connect your Excel Spreadsheets to AlphaTrader
Alpha API Server: Connect your application to AlphaTrader (coming soon)
5. AlphaTrader
Professional leading edge technology to amplify your alpha
Leverage your manual/fully automated and semi-automated trading
Multi-Connectivity: multi-brokers/multi-accounts
Gather a large scope of market data to help your trading decisions
Control and improve your execution
Lower your Transaction Costs
Run indicators, tactics and strategies
Integrate your own tactics, strategies and indicators into the platform
Monitor your algo trading operations with AlphaTrader Client and Alpha
Monitoring.
Risk manager: control your financial and operational risk
Easily get assistance and support/ direct connection with our team to
get assistance and support
6. Ultra-fast executions and Direct Market Access oriented
Lower your transaction costs thanks to innovative execution algorithms.
Transaction Cost Analysis (TCA) providing transparency on all your executions.
Industrial Automated and Algorithmic trading functionalities, including Visual Studio C# for development
Semi-automated built in platform with approval blotter
Trade in position centric (MT5, MC, NT like) and trade centric (MT4 like)
One-click trading on charts and DOM, ideal for manual traders
Fully-configurable and opened to tailor-made add-ons
Multi Clients / Server architecture with AlphaTrader Thin client
FIX connectivity for optimal stability and resilience
platform strengths
AlphaTrader
7. Average roundtrip latency of 5-10 ms (Gravelines to LMAX). Therefore, 15 to 40
times faster than LMAX MT4 and more than 80-160 times faster than MT4 with a
classical broker.
Average slippage of 0.05 pips on 180 trades markets with LMAX whereas 0.46
pips with ECNs involving the same conditions.
Average of 1.1 pip slippage in favor of traders, on limit orders EURSEK. Cf Annex.
Save between 11% and 100% of commissions compared with LMAX MT4.
Plus, in some case, possibility of free executions, spread included, due to the
internal matching engine.
One click trading, instantaneous execution via charts, order book or
scalpers.
Today, algorithms running via AlphaTrader have under management
several millions of dollars ( hedge fund/asset management)
In may 2014, 9 billions of dollars have been executed via
AlphaTrader.
One of our Hedge fund client is running 500 strategies
simultaneously on AlphaTrader.
A new version including users’ feedbacks every month.
9. Multi-Assets platform
AlphaTrader is a fully multi-assets trading platform and allows to trade:
Forex
CFDs
Futures
Stocks
ETF
Coming Next: Options
10. Connection to trading venues, brokers, banks and third party data providers.
New connectors can be added on demand.
Clients with their own PB can access all major institutional Fx Venues and Banks.
API and FIX connectivity for more stability and resilience.
Connectors
Up to date information on:
http://www.alphanovae.com/connectivity/
11. Connection to real market data feeds but simulation of the trade execution.
Allows to test strategies and manual trading against real data feed.
No need of broker demo / paper trading account.
Simulator connector
12. Multi-Connectivity
Multi-Brokers
From a single workspace, manage simultaneously multi-accounts and multi-
brokers connectivity.
This feature offers the option to connect to multiple brokers according to the
type of market targeted. Therefore, trades will be directed towards:
One/or multiple broker(s)
One/or multiple market(s)
E.g.
14. Prime Brokerage set up
Connect AlphaTrader to your Prime Broker account and to your Liquidity Providers.
Possibility to connect to all Fx Venues and Banks for clients having a Prime Broker.
E.g.
15. Aggregation/multi-brokers (coming soon)
The Aggregation engine makes possible to gather all the market data feed (coming from diverse brokers) and the
Smart Order Router engine directs order to the best prices.
Trade (buy/sell) at the best price.
E.g.
Bid Ask
Broker B
Broker C
Broker A
Broker A
Broker C
Broker B
16. Arbitrage/multi-brokers - assets
Multi-Brokers and Multi-Assets mode makes possible to arbitrage opportunities as soon as they appear.
E.g. CFD vs Future/ CFD broker A vs CFD broker B/FOREX broker A vs FOREX broker B
For optimal speed. your arbitrage strategies can be automated in AlphaTrader.
Trade price inefficiencies as they appear
E.g.
18. AlphaTrader gathers all the data you need to make your trading decisions.
Direct connection to Broker/Venue data or through third party provider.
Market data real time and historical
• Level 1 (bid/ask/bars)
• Level 2 (book)
• Time And Sales
• News
Data representation and access
19. • Level 1 data (bid/ask)
Spot market trends in a glimpse
Chart
All timeframe available. From tick
charts to bar of ticks, seconds,
minutes, hours, etc.
Including visualization of built-in
or custom made technical
indicators
21. Bid and ask price
Bid and ask size
Spread
Depth of Market
Scalpers and Market watch
22. • Level 2 data
Follow and interact on the price discovery
Order depth visible (up to 20 for LMAX)
Last trade price (yellow cell)
Your position average price (blue cell)
Order book / Depth Of Market
Help you to trade as a price maker
23. Time and sales
Get access to the real time flow of trade execution.
24. News
The tool provides economical and political news impacting the market and gives alerts.
News calendar is also available in strategies.
29. Trade centric vs Position centric
Position centric mode (used in MT5, MultiCharts, NinjaTrader,etc)
Position centric focuses on global position instead of number of trades. A position trade has reached the end of its life cycle once
filled. We can not close a filled position centric trade.
e.g.
You have a position of 4 EURUSD lots which has been created by 3 trades(buy) of 2 lots and 1 trade (sell) of 2 lots.
The strength of position centric approach is to lower transaction costs and swap by netting individual trades position.
Trade centric mode (used in MT4)
Whereas, trade centric involves trades which follow a life cycle after their initial fill. A trade centric filled, need to be closed.
e.g.
1 trade(buy) of 2 lots, once executed, remains in the blotter with its own PnL.
The trade will end its life cycle via a direct close operation, stop loss or take profit.
The advantage of Trade Centric platform is to allow "hedging“ (being long /short in same time) and consequently all kind or
combinations of trading strategies such as grid trading.
With AlphaTrader internal engine, you can also lower transaction costs and swaps in trade centric mode.
AlphaTrader allows both modes of trading!
Need to know
30. Apply tactics to your trades to automate entries
and/or exits.
Sample of possible tactics:
Tailor mode trailing stops
Specific hedging
Sniping
Pegging/Layering
Entry fragmentation
From trade scalper (SEMI-AUTOMATED)
Tactics: Embed custom-made algos to your trades
- Leverage and assist manual traders with algos
- Bring automated traders more modularity in their work
31. Position centric
limit and stop orders
Left click
Send your trade
Right click
Cancel your trade
Blue cell
Visualize your position at a glance
One click
Order book/ DOM
32. Trade through a visual interface, including configurable tools which deliver meaningful content, helping your
decision making
Charts
One- Click Buy/sell
Add indicators and tactics
Zoom +/- time/price
Right click: Open stop/ limit
+++ timeframes customizable without limit
Ticks/second/minute/hour/day
“Rule tool”, left click and drag = Pips measure/ pnl
Drag to modify limits / stops / stop loss and take profit
Possibility to choose option trade/position and quantity
33. Internal Matching
Internally match hedged sub position to save transaction costs
Block Merge
Merge trades before sending to execution to faster execution
Innovative internal matching engine to save costs and fasten execution
TRADE EXECUTION
34. Due to AlphaTrader hybrid functioning mode (trade/position centric) and thanks to the independence of Alpha Novae towards brokers, we
were able to add an internal matching engine inside AlphaTrader. A functionality generally available only on the broker side… as it generates
them an extra income flow.
This process allows some of your trades (sub position hedged) to be instantaneously executed within AlphaTrader, without sending anything to
the broker. Therefore, it leads to save commissions and spreads.
Internal matching
INTERNAL MATCHINGNO INTERNAL MATCHING
35. Block Execution
The aim of block execution is to faster your execution by merging all your different trades to be sent to the broker in one single block.
Instead of filling one trade after the other, your block will be filled in one go.
AlphaTrader
36. Trade management
The tool displays each active trade. Therefore, you can check your trades statuses and PnL
Trade blotter
One-click close trade(s)
Click right and close some/all of your
trades/partial close
Trigger Internal Matching
Click right and modify
Limit and stop
Take profit/stop loss
Trade blotter includes the time of the trade, symbol, trade type (long or short), state (filled/close/part close),size, position, open price, limit price, stop price, stop
loss, take profit, current price, commissions, owner ID, profit including open/entry commissions, comment, close.
41. AlphaTrader algo bestiary
Indicators, Tactics and Strategies
Visualize indicators in chart and call indicators from strategies.
Embed tactics to trades. Tactics are algos placed inside a trade and piloting entries, exits, movement of stop loss and take
profit, etc. Tactics react to trade send events, market data change events and fill events. A tactic stops when the associated
trade ‘dies’. Sample of possible tactics:
Tailor made trailing stops
Specific hedging
Sniping
Pegging/Layering
Entry fragmentation
Strategies are piloted through AlgoNaute (cf next slide). Strategies can call indicators and associate tactics to trade they
create.
42. Automated trading
Based on Event Programming, strategies can react to:
Level 1 and Level 2 (book) data update. (Time And Sales events to come soon.)
close of bars.
numerous trade related events (fills, cancels, rejection, etc).
session related events (connects/disconnects).
news events .
custom made timers.
Strategies can work in a multi-timeframes , multi symbols and multi brokers environment.
Modularity and openness:
Strategies can also be used to create add-on in AlphaTrader: tailor made user interfaces, enrich charts with new functionalities, etc.
Designed to facilitate operations on live trading, support, monitoring and investigation in case of issues.
Performance and stability at core:
A client is using successfully a set up with 550 strategies, each one using 3 timeframes, on 60 instruments and on 24h/24 basis
since February 2014. Thousands of trades every day.
An other client is running very low latency sensitive and high frequency Forex market making algos.
43. Launch and manage strategies
No need to attach a strategy to a chart (save your computing resources)
Coming soon: Algonaute as a local thin Client to AlphaTrader running Server side
Algonaute (automated trading interface)
Visualize and monitor your running strategies
via the strategy dashboard
Start/Pause strategy in one click
Visualise real time position and PnL
For each strategy, get dedicated:
Chart
Blotter
Trade history
Logs
Balance/Equity
44. Semi-Automated trading
Built-in semi automated trader with approval blotter
Strategies can create To Be Approved
trades.
Trader can approve or reject trades
from the approval blotter.
Trader can associate tactics to trade to
automate money management and
trade exit.
46. Custom development tool
Use a professional leading code editor to develop your algos
Fully configurable and tailored add-ons to be developed thanks to our Alpha API
Code and debug your indicators, strategies, tactics or add-ons.
Use Microsoft Visual Studio C# to develop and debug your
algorithms.
Samples of indicators, tactics and strategies are available in the
AlgoBox solution, installed with the platform.
You can add your own indicators/tactics/strategies in MyAlgos
project.
Event driven programming.
Server Alpha API library to connect third-party applications to
AlphaTrader coming soon…
47. Excel RTD server
Connect Excel to AlphaTrader and give life to your spreadsheets
RTD (Real Time Data) is extremely efficient and offers
many advantages over deprecated DDE (Dynamic Data
Exchange) technology.
The AlphaTrader RTD Server allows you to get access into
Excel to real time market data, historical data and to the
AlphaAPI trading actions such as order submission, fill
information, positions, etc.
48. Deployment
Build and deploy DLLs containing your algos into your server
Build your project into DLLs with Visual Studio C#.
Deploy your DLLs by placing them into /AlgoBox directory.
Ability to crypt the DLLs before deployment.
50. Risk manager
Operational and financial risks.
Prevent “fat finger” trades and block rogue algorithms.
Automatically spot and block orders which do not respect tolerance rules in term
of size, position, price, instrument, etc.
Order Frequency Circuit Breaker to protect your self from algos going crazy.
Psychological risk management to eliminate emotions by configuring daily profit
and loss limits.
Specific admin account to manage the risk limits of your employees or to force
yourself to respect the daily limits.
Control and protect
51. Position/Order Size Circuit Breaker
Order Frequency Circuit Breaker
Exposition Circuit Breaker
Daily Max Loss/Profit
Enable Instrument Filtering
52. Thin client application to run on local
desktop and securely connecting to
AlphaTrader.
Share AlphaTrader server access between
traders or between traders and support
operators.
Give you local access to:
AlgoNaute to start, pause, stop or
edit strategies.
Trade blotter to monitor, modify or
close open trades
Position blotter
Live Account information
AlphaTrader logs
Trade history
Execution History
Etc
AlphaTrader Client
Thin client application remotely piloting and monitoring AlphaTrader operations
53. Get an email alert if the platform is unresponsive.
Automatically grab server logs into your local desktop thanks to AlphaMonitoring client.
Automatically archive your old logs.
Possibility to write a monitoring strategy which will generate custom made html monitoring
report. And email or ftp it.
Alpha Monitoring
Server side service controlling and monitoring the platform behaviour
54. One log for the platform , one log per strategy
and possibility to log all FIX messages in specific
extra log file.
Ease the investigation on strategy
behaviour.
Sub millisecond precision.
Possibility to filter logs on user actions,
information, warning and errors.
Automatically archive your old logs.
Logging
Control and analyse the strategies and platform behaviour
55. Specify a list of close and restart sequences
For example:
Close daily at 10pm and restart the day
after at 7am
Close Friday at 10 pm and restart
Sunday at 8pm.
Get an email when the platform is closed or
restarted.
Scheduling
Automate stops and restarts of the platform
56. Help and support
Get in contact with Alpha Novae team
members regarding any support
Get updated through social websites
about releases and events
58. AlphaTrader Client V2
AlphaSearch Backtesting environment
AlphaCharts: New chartist environment
Enterprise infrastructure
Big Data server and reporting
64. Amplify your Alpha
More than a platform, a dedicated technology department to support
your business.
Tailor made developments: Strategies / Tactics / Indicators
From HFT algos to Massive Multi Strategies environment (more than 500 strategies)
Migrate your strategies from your old/retail platform to AlphaTrader when
professionalising your infrastructure.
Extend connectivity or upgrade to FIX institutional connectivity
Multi-brokers / accounts set-up for asset managers
Enterprise multi-users (traders, analysts, support, dev, etc) set-up
Execution consulting
Lower your transaction costs
Tailor made add-ons to ease your manual trading
Detailed case studies on http://www.alphanovae.com/case-studies//
65. Alpha In a Box
More than a platform, a dedicated technology department to support
your business.
Development + Deployment + Maintenance + Monitoring + Support
Bronze: AlphaTrader deployment and maintenance.
Silver: Training and second level support to your support and developer teams.
Gold: Full managed package: deployment / maintenance / monitoring and support.
• Dedicated support team monitoring 24/7
• In case of immediate attention, we are dedicated to quickly deliver solutions either on week days
or on weekends / bank holidays.
e.g. adding new functions on the platform, updating server, etc…
• Possibility to add a connector on demand.
• Evolution of the platform to follow your needs.
Up to date information on: http://www.alphanovae.com/support-monitoring/
68. Customer support
UK: +44 02082656416
Registered no: 07433000
64 Southwark Bridge Road
London
SE1 0AS
United Kingdom
Alpha Novae is a consulting company and technology provider specialized in systematic automated and algorithmic trading.
We provide technological solutions and tailor made developments for a broad range of clients, from serious individual traders to
institutional clients: systematic trading start-ups, asset managers and hedge funds.
Alpha Novae helps you to make the institutional leap forward
Automated trading development
Improve and optimize your execution
Minimize your transaction costs
Connect to any broker or venue (LMAX, IB,FIX, API…)
Consulting
Get an affordable IT department
For more information, visit www.alphanovae.com
Contact us
69. Trading any financial instruments carries substantial risk and may not be suitable for
all investors. Past performance does not obviously attest future results. AlphaNovae
does not make any advises or suggestions on which financial instruments customers
should buy or sell for themselves.
We provide educational information on ways to use our cutting edge AphaTrader
interface, however it is up to our customers responsibility to make their own
decision.
Disclaimer
70. - On 543 trades EURUSD Limit.
-> Average size: 23.2 lots LMAX
-> Average positive (good for trader) slippage per trade : 0.09 pip / 0.1 point.
-> Max positive slippage: 23.1 pip. Min: 0 pip.
- On 210 trades Gold (XAUUSD) Limit.
-> Average size: 38.6 lots LMAX
-> Average positive (good for trader) slippage per trade : 0.2 pip / 2 point.
-> Max positive slippage: 3.8 pip. Min: 0 pip.
- On 343 trades EURSEK Limit.
-> Average size: 27.8 lots LMAX
-> Average positive (good for trader) slippage per trade : 1.1 pip / 11 points.
-> Max positive slippage: 201 pips. Min: 0 pip.
Annex