Through direct integration with the
RealTick trading application, leverage Omniquant tools to:
- Customize algorithms or trading models using a user-friendly library of 500+ financial functions including time series and options greek calculations
- Use out-of-the-box trading algorithms such as percent of volume and VWAP, or trading models such as pairs, ADR arbitrage, options volatility trading and hedging, delta hedging, portfolio rebalancing
- Build automated execution using a state-of-the-art trade engine to quickly act on analytics in real-time
The Omniquant application uses Microsoft Excel as a front-end and for light calculations. The heavy lifting is done behind the scenes in Omniquant’s C++ engine and through the software’s integrated scripting language.
The combination of Omniquant tools for analytics and a powerful
Level 2 trading platform for execution can appreciably improve reaction time—especially of value in volatile markets.