Vhayu Velocityâ¢ provides a source to supply historical market data to back-test trading strategies implemented using the StreamBase Event Processing platform. Raw and aggregated time series data captured by Vhayu Velocity is fed into StreamBase as a way to identify and verify the most effective trading strategies from a historical perspective. The successful strategies can then be rapidly deployed in the live market using StreamBase. The result is a solution that combines StreamBaseâs ultra low-latency and high performance complex event processing (CEP) with Vhayuâs enterprise class market data storage and analysis, allowing the testing of years of market tick data with very low-latency.
âThe integration between Vhayu and StreamBase gives firms the flexibility, time to market, and performance needed in these volatile times,â Vhayu CEO Jeff Hudson said. âOur StreamBase partnership allows firms such as RBCCM to rapidly devise algorithmic and quantitative strategies, which may require months to years of tick data to discover past patterns that may predict existing or future trading conditions without adding large amounts of latency.â
âIn their recent report, âThe World According to Quants: Enter Alpha Generation Platformsâ, the AITE Group reported that certain trading algorithms have a shelf-life of less than 3 months,â said StreamBase CEO Mark Palmer. âBy partnering with Vhayu, we not only let firms like RBCCM get to market quickly with new algorithms, we help them stay ahead and evolve those strategies in days, rather than months or years required by custom development techniques.â