Our leading technologies simplify and improve trading access to Global Financial Exchanges and its raw native data, enabling fully dis- intermediated trading, no hub or server in the middle. This is trading at the truly best price in the market. The integrated dataplatform handles easily the ever-growing amounts of data directly from global financial exchanges such as CME and Nasdaq, supporting backtesting and selection of best parameters of your trading models.
Arbitrage Technologies® toolkits and APIs interpret the complex native data of Global Financial Exchanges to deliver it, instantly (ultra low latency / sub microseconds), in full compliance, and in its full richness in common software technologies such as Java, Python, C++ and Apple Swift ! In addition Global Exchange Software Releases are automatically generated. We removed all unnecessary elements that risk either a degradation of performance or a plain network hop causing unnecessary delay and customer risk.
We are in full compliance, licensed and certified directly by Global Financial Exchanges and hold the patent for interpreting automatically any Financial Exchange Data.
Arbitrage Technologies® software has the ability to decode the native data as fast as possible to feed strategy or algotrading. Capability to handle large volumes of price information.
Feed Algotrading, Analysis or Machine Learning with native market data structures enabling to create data sets based on easy to consume objects.
Work conveniently from a laptop anywhere in the world and when ready deploy into the data center of the exchange with almost zero latency.
AT Software Trading Toolkit enables to send orders back into the exchange with the same speed and advantages as data is received covering all aspects of trading in modern markets.
Arbitrage Technologies® reduces friction and latency created by intermediates, delivering native data in common software, in truly real time.
From early trading signal to order sending and execution, transparency in the trade lifecycle provides elements for analyses and strategy calibration. Optimize your order execution.
Inspired from market making activities, Arbitrage Strategies allows to capture profit from mispricing or inefficiencies in the market that become opportunities. It also makes the market converge toward its true level.
Surprisingly, the market micro structure requires more flexibility than one may think. Every strategy needs to be tweaked to find its ultimate effectiveness. Adaptability is key.
Receive valuable information direct from the markets with all its data elements. Pick up the market signals to be in the front row. Data and its origin are the key to success !
Imagine one can easily dilute even a big order flow by slicing in parts the intended volume in each and every subsequent order when trading signal is given. Being close to the market allows dilution of a bigger volume in smaller units.
Straight through processing with front, middle and back office integrated, there is no need to reenter data. Transparency is given through complete and comprehensive reporting and revision management.
