Brochure - QuoteStorm

JATS2
Automated Trading one breath away
OVERVIEW
JATS2 is a platform for automated trading. It comes as an SDK
for easy develoment of own trading strategies in Java, UI
functionality offering backtesting and optimization, as well
as connectivity to various market data providers, brokers,
and exchanges through API, FIX, and native interfaces.
FEATURES
DEVELOP
& DEBUG
Develop in Java using your favorite Java
IDE for development and debugging just
by overwriting the methods of the class
Strategy.
BACKTEST
& OPTIMIZE
Our simulator uses a simulated order
book for matching in back testing and
optimization. This leads to more relastic
backtesting results even if you do not
cross.
RUN
Use our strategy view to monitor and
control multiple strategies on the single
desktop or in co-location.
CLICKTRADING
Everything in JATS2 is a strategy, even click
trading: The integrated clicktrader allows
for manual trading of single instruments
or baskets in a comfortable way.
PORTFOLIO
& HEDGE
VIEW
JATS2 shows your current holdings in
portfolios and allows for hedging your
position in a dedicated hedge view.
BASKET &
EXECUTION
ALGOS
Develop execution algorithms and basket
trades to enter or close a position by
deriving
from
the
base
class
ExecutionStrategy. Just start them from
the portfolio view or clicktrader.
LIMIT
MANAGEMENT
You can select from a variety of rules to be
applied for limit management. Develop
your own code to mitigate from risks
arising from limit breaches.
VERSIONS
STANDARD
Single desktop solution: Use one of the
built-in connectors to connect to an online
broker API (e.g. Interactive Brokers) for the
provision of market data as well as order
handling.
PROFESSIONAL
Single desktop solution: Connect to
market data providers like Bloomberg and
send to your preferred broker via the builtin FIX engine. VPN or direct line necessary.
COLOCATION
Co-location solution: Strategy runners will
be deployed to the exchanges' data
centers. Native feed and order handlers
are used to directly connect to the
matching engine of the exchange. Ask your
broker for direct market access (DMA). We
are prepared to help you with the set-up.
ARCHITECTURE
The JATS2 GUI is an Eclipse RCP
application. It contains a built-in
strategy runner to directly connect to an
online broker API on your machine (e.g.
Interactive Brokers API). Or use
Bloomberg or Reuters as market data
providers and connect to your broker
via FIX.
Data like historical time series' is stored
in an ultafast object-oriented database
(db4o by Versant).
In co-location you can use the Java
strategy runner without any UI as an
AKKA based server process (consolemode). To avoid heavy traffic and
dilution of system performance, our
messaging only transfers data which is
necessary to control the strategies (e.g.
status, performance measures).
A C++ strategy runner in co-location will
allow for even lower latencies.
COMPANY
QuoteStorm Technologies is a brand of EKKONO. With many
years of experience in various trading environments and
projects in the field of automated trading, we decided to
develop our leading edge algorithmic trading platform JATS2
and make it available to the public.
CONTACT
EKKONO GmbH & Co. KG
Vogesenstr. 2
D-60529 Frankfurt / Main
Germany
Phone: +49 (0)69 774-250
Mail: [email protected]