StreamBase, a provider of complex event processing technology, has released a suite of order execution strategies designed for high-frequency trading.
The suite includes eight strategies: volume weighted average price; time weighted average price; arrival price/implementation shortfall; percentage of participation; vector volume; vector quantity; scaling and percentage of volume.
Each strategy is fully-customisable and is integrated into StreamBase’s capital markets trading framework, which comprises pre-built market data connectivity, sample business logic and multiple visualisation options.
“This integration allows firms to focus on developing unique strategies, back-testing and iterating the business logic in their algorithms rather than spend time on the underlying trading infrastructure, which is already integrated with basic strategies, pre-built connectivity and pre-optimised for performance,” said Richard Tibbetts, chief technology officer of StreamBase, in a statement.