ScriptStudio

ScriptStudio is a complete Algorithmic Trading platform for creating and deploying automated low-latency trading systems. It allows you to build, implement, monitor, and manage an unlimited number of strategies from a single application supporting multiple users. ScriptStudio integrates programming, simulation, and trading environments, which means your ideas can go from concept to server-side execution in a matter of hours.

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ScriptStudio Overview

ScriptStudio is a high-performance algorithmic trading platform that enables users to quickly code, test and deploy trading strategies extremely fast.
This is done over all asset classes, beeing FX, equities, bonds or advanced derivatives.

React and respond in milliseconds.

 

Colocation and proximity trading

ScriptStudio is based on a light client and a server that holds all trading logic and execute the trading. This makes it very easy to place ScriptStudio server within the exchange firewalls gaining some extra cruical milliseconds. ScriptStudio clients can be operated via Leased lines, VPN or via the Internet - in the latter case we recommend to use a tunnel solution for security purposes.
While primarily beeing a "white box" platform, ScriptStudio can act as a "black-box" trading system meaning that it is not necessary to have real-time connection with the colocated server. Users can log-in or out of server server on a "need to" basis.

Monitor and hedge the organization.

ScriptStudio is much more than an algorithmic trading solution. Used as an Order management systtem (OMS) ScriptStudio can monitor the entire order- and tradeflow of a financial institution, and react according to the defined ruleset in ScriptStudio. Regardless whether you use our other portfolio based trading systems or your own in-house systems -  you can via our API interact with ScriptStudio. ScriptStudio will monitor all users portfolios and if a limit is breached it will automatically initialize an event. The event could be a mail to the Risk-manager or it could be a hedge trade in order to bring the users portfolio down to an acceptable limit as defined and without human intervention

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Financial calculations.

The ability to perform calculations extremely fast is vital in order to react on trading opportunities which very often only is present for a few milliseconds. ScriptStudio is extremely fast and uses all possible means to gain the extra sub-millisecond that can guarantee that you get the trading opportunity ahead of your opponent.
ScriptStudio has from ground up been designed for this purpose. Most of the formulas is written especially for GPGPU and CUDA speeding up calculations with a factor up to 200, compared to non GPGPU algorithmic trading systems
Read more about calculations in ScriptStudio

Scripting language

The language used in ScriptStudio for writing Trading strategies is Lua. Lua is a lightweight, functional programming language, designed as a scripting language with extensible semantics and speed as the primary goals. When originally deciding for the programming language for Scriptstudio during the design phase a lot of languages were under consideration, but we choose Lua this for the speed and the easy of use.
It is a very easy language to learn and the interaction between programmers and traders is a lot easier when the scripting language is easy to understand.

 

Read more about Lua