Platform for Cross border/exchange Arbitrage

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Updated August 19, 2014

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Platform for Cross border/exchange Arbitrage

treydog999 · 2014-08-19T15:09:07-04:00

I am looking for a platform that is has pairs trading and analytics integrated. The purpose of this is for arbitrage and other simultaneously executing pairs/basket trading strategies. A lot of the software i have come across from retail to professional focuses on single instrument testing but may have multi instrument execution capabilities. To name a few Multicharts, Deltix, CQG professional, RTS TANGO. I like to minimize code translation and backtesting / realtime differences by using an integrated platform. However integration/ API into R, python, C etc would be acceptable. I just want to minimize any differences. If you have legitimate feedback or experience in this area I would gladly take your advice, because thats why i am posting. :becky::becky: tl:dr Looking for a pairs trading/basket platform that has backtesting, analytics and automated execution integrated. Or can use an API to link into other languages for backtesting/execution.

August 19th, 2014, 03:09 PM	#1 (permalink)
treydog999 seoul, Korea Elite Member Experience: Intermediate Platform: Multicharts Broker: CQG, DTN IQfeed Trading: YM 6E Posts: 897 since Jul 2012 Thanks Given: 291 Thanks Received: 1,039	I am looking for a platform that is has pairs trading and analytics integrated. The purpose of this is for arbitrage and other simultaneously executing pairs/basket trading strategies. A lot of the software i have come across from retail to professional focuses on single instrument testing but may have multi instrument execution capabilities. To name a few Multicharts, Deltix, CQG professional, RTS TANGO. I like to minimize code translation and backtesting / realtime differences by using an integrated platform. However integration/ API into R, python, C etc would be acceptable. I just want to minimize any differences. If you have legitimate feedback or experience in this area I would gladly take your advice, because thats why i am posting. tl:dr Looking for a pairs trading/basket platform that has backtesting, analytics and automated execution integrated. Or can use an API to link into other languages for backtesting/execution.