Algorithmic Tuning

Recording and playback for tuning High Frequency Trading systems

Algorithmic Tuning for High Frequency Traders

With all the major global markets operating electronically, fractional price fluctuations in stocks and securities have immediate global implications for all institutions involved in the buying and selling process. Therefore, it is critical that when a decision to buy or sell an asset is made, the instruction be sent, received and actioned in the shortest possible time. Delays can literally cost millions. Replay is frequently used by traders to accurately benchmark the performance of one algorithm against another using captured trade data to test performance.

Using 100% packet capture from Endace allows quality assurance teams and developers to record data with highly accurate time stamping to recreate the exact sessions from each day. These recorded sessions can then be run against the algorithms as needed to QA test and fine tune the algorithms on a daily basis using actual trade data.

Endace Products that can help with Algorithmic Tuning

Endace DAG data capture cards EndaceODE Open Application Platforms EndaceProbe Network Recorders