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.

"We recommend

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: