L Quant
algorithmic execution framework

We offer a customizable solution for effective deployment of your trading algorithms, which is more flexible and effective than any other offering on the market.

Leading offerings on the market (such as Deltix) are built inefficiently from the start, which leads to unneeded complexities on all stages of development / customization (and thus higher costs for you!)

KEY FEATURES – of our offering

  • Modularity and flexibility in approaching specific tasks/projects
  • Stage by stage implementation, alongside with stage based effective cost system!
  • Rapid action capability, alongside with execution stats provision
  • Stable and fail-safe under pressure (24/5 operation ready)
  • Transparency (live monitoring of all modules)
  • We use it ourselves for trading and enjoy it! (while being able to afford any other option on the market)

THE ARCHITECTURE – of our solution

The solution in its operating state is a system of three key modules: Data feeds, Algorithms and Brokers

Data feeds Algorithms and Brokers

It could be as simple as 3-piece system (1 data feed, 1 algorithm, 1 broker) or as complex as customers would want it to be (see pictures below), while keeping the main framework intact.

Simple solution example blueprint:

Simple solution example blueprint

Complex solution example blueprint:

Complex solution example blueprint

Each piece is connected to the whole system in a Lego-style way, allowing for flexibility and reliability of the whole framework.

ARCHITECTURE DETAILS

Architecture is basically a framework, each module within the system is a library and a contract, which this library is obliged to execute (declaration of the way how the module is communicating with the outside world)

  • If another module wants to communicate with its neighbor, it uses the neighborscontract!
  • It is a weak cohesion framework, which allows us to replace any module with another one, which can execute the same contract.
  • These modules can be even allocated on different computers and operating systems (Windows or Linux)
  • A specific transport is used for communication between the modules, which satisfies our specific execution speed requirements
  • Same as with the modules, the transport adheres to its "transport contract" and can be replaced with another delivery service

In short, our architecture is simple and flexible – just like a Lego!

DEVELOPMENT PROCESS – highlights

Our approach to building any solution is to build MVP version first and then to gradually upgrade it overtime. It allows clients to start working/testing their strategies from the earliest stages of development.

The following scheme provides a very good illustration of old–style approach versus our MVP approach:

Old–style – client receives workable product only by the end of development:

client receives workable product only by the end of development

MVP – client receives workable version at each stage:

client receives workable version at each stage

COMPARISON WITH – other offerings on the market

Regardless of your sphere of business, be that proprietary trading on traditional financial markets, physical commodity trading or even cryptocurrency trading – our offering will help you to be more effective, both in terms of operation and costs.

  • You only pay (use) only the solution you need. No excessiveness, no API volumes overload.
  • Less time needed for adoption, cold start off the ground – we are offering a solution to test your market hypotheses in a rapid manner. We are not offering a bulky and complex monster, which will take 6 months to test 2 SMAs. You will not need to adjust yourself to historically established specifics or bear costs for unneeded things.
  • You tell us what you need and we will show you how to reach your goals. Any of our components is added according to your choice. If we do not have a suiting component or you don't like the existing one – you can easily replace it with your solution or ask us to build it specifically for you. By choosing us you are not buying a pig in a poke, or a beautiful frame without a picture. Only high precision and fastest components!

If it sounds interesting to you – feel free to contact us for more information and we will happily arrange a phone call or a live meeting with you!

Interested? Contact Us!


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