We are determined to help you focus on what’s most important: your trading ideas. That’s why we’ve turned the complex programming part into the most straightforward operations possible by opting for an event driven framework. From there, you can process price, time related or custom events through your own algorithms and statistical

models. What’s more, Algos can be used  throughout the entire process without being modified, from backtesting to trade. Our solution is entirely developed in C++ to meet the most demanding High Frequency Trading requirements.