Trading strategy, market data analysis, API integrations, indicators, algorithm reverse engineering.
Our developers and engineers have extensive professional experience at financial institutions, including wealth management, fixed income, insurance companies, and banks. The projects they completed include design and development of complex real-time systems, integration with brokerage back-end systems, development of options valuation and risk analysis models, integration with market data providers, automated trading system development, backtesting, and much more.
- Interactive Brokers. TWS, Java, C++, ActiveX, and Excel API. Expert Advisor development.
- MetaTrader 4 and 5. MQL4, MQL5. Expert Advisors, indicators, scripts, DLL libraries
- TradeStation. EasyLanguage, integration with Excel and custom software, DLL development.
- Ninja Trader. Custom trading algorithms, indicators. Database and file integration.
- Orc Trading Platform. Integration with in-house applications, Orc API, automated options trading strategy implementation, volatility curve tracking and analysis, etc…
- Portware FX
- IQ Feed. Real-time and historical data feed integration into automated trading systems, market scanners, and custom charting software. Our team has developed a generic Java API on top of IQ Feed’s text-based TCP protocol that we successfully integrated into several applications. The benefits include:
- High-level API that abstracts away low-level details of constructing requests and parsing response messages, reducing application development and maintenance costs.
- Thread-safe. Developed to be used in highly-concurrent computational environments.
- Performance-optimized. The API makes use of maximum available hardware resources, multiple CPU cores and memory to maximize performance and reduce latency.
- Battle-tested. The API has been used in a several custom-developed market scanners and automated trading systems, including some of which monitor and generate trading signals for up to 1000 stocks concurrently in real-time.
Machine Learning, Data Analysis
- Statistical models, data analysis in R, MatLab, Octave, Hadoop clusters on private servers or Amazon EMR.
- Regression models
- Markov Chains model
- Monte Carlo simulation
- Classification, Logistic regression
- Clustering, K-means
- Recommendation engine frameworks
- quantmod, quantstrat, TTR
- zoo, xts
- Database integration: DBI, Rjdbc
- Data analytics infrastructure setup and configuration. Hadoop clusters, Spark, Lucene, Elastic Search.
- Data visualization/presentation. Kibana, D3.js, Google Charts. Other open source tools.
- Custom macros
- Visual Basic for Applications (VBA)
- Integration with 3rd party desktop applications, such as trading platforms, finance/accounting software, etc…
- Integration with websites, XML files, databases
- Custom Plug-in development
- Data import/export via API
We specialize in developing, configuring, and manageing professional websites, Web-based distributed system configuration services, consoles, and portals.
- End-to-end complete website setup and development
- Setup & integration with Google Analytics, submission to search engines.
- WordPress-based blogs, professional services websites, product pages.
- Self-hosted – provider of your choice, or our recommended providers – Amazon Web Services, or Linode
- Managed: wordpress.org or wordpress.com
- Setup & configuration of private email servers setup specicially for your business / blog.
- HTTP / Web server configuration, database, security, password-protected access.
- Virtual private servers (on the “clould”), co-hosted, multiple blogs and sites on a single server/ HTTP server.
- Search Engine Optimization (SEO) for your website/blog, based on concrete data from Google Analytics and Google Web toolkit.
- Web-development tech-stacks:
- Ruby on Rails.
- Python, Django or Flask
- Messaging systems, queues, publish-subscribe.
- Amazon Web Services. Extensive experience in building large-scale applications based on AWS services, including: SQS, SNS, RDS, RedShift, EMR (Hadoop), DynamoDB, SimpleDB, EC2, S3, …
- Relational databases – MySQL, Oracle, Sybase, SQL Server
- NoSQL – Couchbase, Cassandra, Mongo
- Cloud-based (Amazon Web Services): RedShift, SimpleDB, DynamoDB, RDS
- Application-Embedded databases: HyperSQL, H2, SQLLite
- Graph database – Neo4j. Analysis of social networks, distribution networks, path finding optimization.
See Application Hosting page.
Software Development Platforms & Languages
- Scala. Akka.
- Python. IPython. Django (for Web UIs).
- Microsoft Excel, VBA
- Microsoft .NET, C#, C++
- Ruby, Ruby on Rails
- Data analysis: R, MatLab, Octave.