Quant Services
Tick data management
Real-time and historical tick data collection
Data cleansing by removal of jumps, gaps and outliers
Storage in multiple file formats such as .csv etc.
Storage of data into buckets of 1 sec. to 5 min. in databases such as Oracle and Sybase
Quote tick analytics
Bid-Ask Volume Density
All 5 levels (or higher) density functions
Bid-Ask Spreads
Bid-Ask Queue and Queuing function
Trade tick analytics
Trades on Bid/Offer
Time between trades
Number of trades per unit time
Trade Volume Analytics
High frequency strategy analytics
Continuous tracking of bid/ask spreads on tick level and bucket levels on daily basis
Continuous tracking of trades in both cash and futures market to identify short-term anomalies
Identifying alpha generating factors
Rigorous back testing
Running simulated trades
Contact Us
602, Vakratunda Corporate Park, Near Udipi Vihar Hotel, Off. Aarey Road, Vishveshwar Nagar, Goregoan (E), Mumbai - 400 063, India
+91-22-6671 9184 / 98
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