StreamBase adds algorithmic tools to CEP offering

The new library of order execution strategies include VWAP, TWAP, implementation shortfall, percentage participation, vector volume, vector quantity, scaling and percentage of volume algorithms. Though delivered as fully functional trading tools, the open-source algorithms allow more rapid customisation, the company claims.

StreamBase says the algorithmic offering is meant to build out the plumbing and reduce the burden clients commonly face in implementing more proprietary systems.

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