Centauris Group

Realtime Systems

Making decisions on a tick-by-tick level is a goal that no human can achieve. Still, some of the best trading systems out there constantly rely on the ability of a trader to catch millisecond moves while watching 50 stocks on 5 different screens. This methodology is error prone and greatly ineffective when compared with what a computer can do.

As long as you keep your hardware and network latency in mind it is possible for the Automated Trading Systems to process incoming ticks within 0.1-1 millisecond and respond with the proper reply. This leaves Network Latency as the only noticeable delay in your decision making process.

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High Volume Systems

Some trading systems rely on massive volumes of orders to catch certain very specific market conditions and make a profit. The first issue with this would be that some brokers will only allow as little as 10 orders per second to be received while others might allow up to hundreds of orders per second or more. We can guide you in that regard. A second issue with such a strategy is that your broker might not appreciate the low execution rates you are creating over such large volumes of orders.

In both cases we can help quite a bit by focusing on reducing the amount of orders sent through proper and effective management of the information available. Instead of cancelling and replacing orders on every change of market conditions it is possible for us to evaluate which orders should be modified/cancelled/replaced next all working within acceptable order throughputs for your broker. This effectively improves your execution rate while, if done properly, not reducing your profit taking capabilities. Orders are handled only when a custom built model predicts the need to apply changes to standing orders is the most urgent.

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Multi-Platform Systems

The number of brokers offering a programming Platform and the quality of those platforms is growing constantly. These are often refered to as API which stands for Application Programming Interface. Centauris has put a lot of effort in providing as many broker platform as possible through their UTS architecture. UTS enables quickly switching an existing Centauris application from one broker platform to an other. At the same time this means that a single application can connect to multiple platforms and route orders to each one independently simply based on the rules programmed into the trading logic. Account information, risk management and positions can all be merged under this concept to allow for easy inter-broker hedging or load balancing. An other application of this would be the possibility to share Shortable Lists between brokers so that a difficulty to short at one broker would mean you might be able to at a different broker.

Up to this day Centauris has worked with over 30 different brokers and data providers. Some of those provide only services to Forex traders while others focus on Equities. Many of those are part of the UTS suite so contact us to know if we have worked with your broker of choice in the past. If not we'll take a serious look at adding them to our existing product base.

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Hardware Expertise

Find out with our help how the newest technologies like dual/quad core CPUs can help you achieve better results in your automated trading. Informed programmers will make the most out of those improved tools but not at the cost of reliability and precision. Did you know that most applications you use on your computer do not take advantage of multi-core CPUs.

An other factor to consider when analyzing hardware needs is the performance gain realized through a given upgrade. Paying twice as much for hardware might decrease response times by 1-5% while using hosted servers near your broker's physical location might decrease response times by as much as 90-95%. These effects are evidently highly related to the type of systems you are running. We can certainly help you evaluate your options and possible gains for each systems.

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Self-evolving Algorithms

Using artificial intelligence it is possible to constantly optimize parameters based on different factors, whatever the complexity of the strategy and indicators. Such factors can be for example a simple backtesting engine running off all recent data to find the best indicator parameters from one minute to the next. The Self-evolving algorithm could also work from a forward testing engine where the strategy analyzes its results while trading to constantly adjust its parameters so as to improve its results.

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Code Encryption for Security

The software package deployed at the customer location or at a hosted facility can be encrypted (password protected) so that source code and trading strategy cannot be reverse engineered based on the software. This is not just a password protection preventing unauthorized use of the software. It effectively prevents a third party to decompile the program as long as they have not cracked the password. The security level of our encryption guarantees complete security unless the password is revealed or a decryption attack is realized with anything short of a supercomputer.

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Exchange Hosted Systems

By hosting solutions close to the exchange or even at the exchange, a trading strategy can benefit by lowering its latency. This effectively lowers the time required to receive data and react to new market conditions. Orders are also processed faster improving not only the time to enter new positions but also the ability to cancel or replace orders as much as ten times faster then on a remote network. This usually also leads to more bandwidth to receive data and have a higher order throughput alleviating any need to pace the strategy to accomodate the trading environment. Data or activity spikes adverse effects are also diminished in such a setup. The risk of network failures is also reduced considering the information travels by a shorter route. Centauris has experience deploying to hosted servers so that the process can be done smoothly and provide all the possible benefits.

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Universalized Architecture

Through the years Centauris came up with a suite of in-house programming tools not availble to the public. These tools mainly allow any application written by Centauris to access all brokers and data providers we have worked with in the past seemlessly. The first use for it is to provide the capability to switch an automated trading strategy from one broker to the other in a matter of a few programming hours. Finished the time when a commission change at your broker could mean your automated trading strategy would not work anymore unless you got it reworked completely to connect to a new broker. Right now a Centauris system can be moved from one broker to the other in often less than a day given the new broker is part of our software suite already. The list of supported brokers is getting longer all the time and includes data providers as well when your broker does not provide sufficient data. The same concept also allows multiple brokers to be integrated simultaneously to a single trading strategy with little overhead.

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Increase Execution Percentage

Using probabilities, statistics and trading experience, a Centauris analyst is able to come up with ways to remove or delay orders from a strategy that have near zero chances of being executed. This provides the possibility to augment the Fill Ratio of a strategy while lowering Order Throughput and bandwidth usage. Such improvements can be necessary for some brokers will sometimes force severe restrictions on Fill Ratios and Order Throughput. A lower bandwidth usage will also minimize latency and delays for high volume strategies that are tuned down to the millisecond.

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Highly Configurable Environments

Confidentiality when having your systems programmed is a major concern. Using extensive configuration GUIs and/or user-friendly scripting we can provide applications with a high level of configuration so that not even the analyst attached to the project could begin to guess the strategy behind your automated system. For example a highly configurable trading application could provide connectivity to the broker but no trading rules hardcoded.

If (MovingAverage(14days) > MovingAverage(20days) And Ask-Bid > 0.1 And AskVolume < 300)
Buy 100 Shares at (Bid - 0.05)

Or the same could be achieved through more user-friendly configuration using available indicators and building custom trading rules to be evaluated on ticks, bars or when other conditions become true. The configurations can be extended much beyond what the standard scripting languages of the major trading front-ends offer and most of all improve the performance over those one size fits all solutions.

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Custom Charting

There are a lot of charting packages out there and while most offer quite a few functionnalities and good looks, they rarely offer all that you could wish for while providing hundreds of superfluous options you will never use and that can even take away from performance. Be it as part of an automated trading system or as a standalone charting application, it is possible for us to build the precise charting tool you require while keeping performance at their best even optimizing controls to speed up your readings. Charting can also be joined to trading software to provide on-chart trading with quick keys or mouse input.

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