Tag Archives: Apama

Is Matlab and Deltix the ultimate HFT trading strategy development environment? What about Apama with Java?

Is Matlab and Deltix the ultimate HFT trading strategy development environment? What about Apama with Java?

From  Youtube user so big thanks to them:

 

 

http://www.automatedtrader.net/headlines/129649/mathworks-on-the-challenges-of-implementation

 

Thankfully, deltix takes care of all of this.

 

If you watch the video, you’ll see the guy talking about how hard it is for institutions to port code written in scripting languages like matlab over to c++/java for execution. With Deltix you don’t need to worry about that.

 

Likewise, with matlab/simulink/dini fpga, you don’t need to worry about that either. So, given the challenges of porting matlab code to other languages at even the institutional level where you have professionals working on this, would you agree that it would be best to keep everything in one program (matlab, in this case)?

 

Deltix (or simulink fpga) is actually the all around best system out there. With Apama, you’re limited to a strange java-based custom langauge, and other solutions like 4th story and tradeforecaster are black boxes.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Best CEP available in market please writes your exp. Apama ,, Coral8, Senactive, StreamBase

Best CEP available in market please writes your exp. (Recorded for reference ). Apama (now part of Progress Software) Aptsoft (now part of IBM), Coral8, Senactive, StreamBase Systems,

Vivekanand P • I did case study on verious product and their acrhitecture for CEP & SOR and ranking as below.
1. Apama (Progress Software)
2. StreamBase Systems
3. Aptsoft (IBM Stake)
4. Senactive
5. Coral8

But overall, its depend on strategy modeling and required features.
I also like Sybase RAP & CEP product for their BI, Data Analytics features..

S Yoon • RAP in our experience for algo was cRAP. Too slow to handle. Good for middle & back office work, but too much over head for front.

 

Alberto Araujo • My List:
1. StreamBase Systems
2. Sybase (Aleri/Coral8)
3. Senactive
4. Tibco
5. Apama
5.Microsoft StreamInsigh

 

André Maurice J. Bost • Your list lacks the Thomson Reuters Velocity Analytics. If you have not heard of this, you really are not akin to what complex event processing (CEP) is about, and the evolution of the technology. If you look at Thomson’s acquisition of Velocity from a small vendor, you will find IBM techs are behind the technology and married software with hardware. All, please do you dd. There is a distinction between flash CEP database stores and conventional Oracle/Sybase backed CEP systems and/or implementations. If you are operating on the later, your are sacrificing speed for convenience (cost savings.) Many build out on Sybase or Oracle because it is compatible with current infrastructure. Do so at your own peril in the markets.

 

Didik Rawandi • streambase is good one, their development studio is really mature, also their sample is really complete, but if you want open source version you can go to JBoss Drools, its performance is really great, cheers 🙂

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Terrence Kim • Ideal approach to evaluating different CEP vendor is by looking into what problem you are trying to solve using CEP. If you are in the capital market before you can harness the power of CEP you will need to also consider the following:
• Evaluate some type of tick database for data storage
• Integrate tick db to CEP
• Integrate market data feed
• Purchase historical tick data
• And finally have head counts to maintain / integrate / support / build and etc.

There are approximately 20 vendors out there selling and marketing some type of CEP based solutions. There are 4 that are quite well known in the capital markets. Comparing Apama to StreamBase is like comparing apples to oranges. Rule based engines operate differently from query based CEP engines and each has their own pros and cons.

Thomson Reuters Velocity Analytics is based on Vhayu . Reuters was one of Vhayu’s largest client and Reuters figured out it was cheaper to buy Vhayu then to pay all the license fees. Besides Vhayu was running out of money and needed someone to acquire them fast. Vhayu was known more for their Tick Database and not their CEP engine. However having a CEP+Tick DB in one is a good idea for those in capital markets and OneTick is another vendor that provides CEP+TickDB in one. Once again OneTick has it’s pros and cons as well just like any other CEP vendors.

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!