Innovations in High Performance Computing

Stream Fx – Derivatives Analytics

Stream FX

Now a days most of the currency derivatives are traded electronically. Most often it is the volume of trades and intra day market swings poses challenge to automated trading (Algo trading) systems. Stream FX is a fully fledged FX Derivatives analytics platform. It combines three critical component of a trading application into one

  1. Market Data listener – A configurable plug-in architecture allows any market data stream to be integrated into the platform
  2. Complex Event Processor – It includes a feature rich extremely low latency complex event processor. The Algos can be written in Python3.x or a Proprietary language
  3. Low latency DataBase – All bits of market data and information as required to be logged is stored in a custom database. It uses of In-Memory & PCIe Flash for extremely fast persistence

Additionally it uses latest in GPU technologies and innovations to keep all the processes interconnected on a single server, reduces latency to a fraction of latencies achieved from a system assembled from component software bought individually from commercial vendors.

  • Uses GPU – uses GPUs for extremely fast calculation of market risk metrics, portfolio position on market data events
  • Fully script able – Most of the internal configurations are available through Python scripting
  • Rich feeds generator – Plug-in architecture to generate feeds or messages for downstream systems or integration with existing systems
  • Accessible through VBA – Excel / VBA can interact with this platform


PS: under development 🙂