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Introducing the Modulus High Frequency Stock Market Search Engine

High frequency algorithmic trading has had a major impact on trading and market dynamics over the years.

It is now fairly common for securities to drop from $10 to $0.0001 in less than 1/3 of a second due to high frequency trading.

Now researchers at the University of Southampton have developed a hollow-core fiber optic cable that is capable of transmitting wavelength division, multiplexed data at 99.7 percent the speed of light in a vacuum.

It wasn't long ago that a firm named Spread spent hundreds of millions of dollars to build a fiber optic cable between Chicago and New York just to shave off 2.2 milliseconds.

Outside of building more intelligent algorithms, the main strategy has been to decrease physical distance and increase speed. While things are getting faster and faster, Modulus has been working on another approach.

Our new High Frequency Stock Market Search Engine has been designed to spot profit opportunities during the short duration of microseconds while they still exist.

The goal of our High Frequency Stock Market Search Engine is to provide traders a means to quickly identify trading opportunities across an extremely large universe of investments within just microseconds.

Imagine going to your retail brokerage's website and being able to search for HFT trading opportunities, or actually having the ability to plug your retail trading software into your brokerage's HFT search engine to trade automatically.

Our HFT search engine is powered by our advanced TradeScript HFT programming language, which lets traders specify complex investment criteria as search parameters. The scientific vector programming language was designed specifically for finance and high frequency trading and is an improvement over previous designs.

Our High Frequency Search Engine differs from our earlier version that was acquired by Genesis Securities in 2006. Although the previous version sent shockwaves through the trading community, the new version is more powerful and more capable. It can analyze over a half million stock, options, futures or forex securities and return accurate investment advice in microseconds. There’s nothing else quite like it.

The new technology provides a distinct advantage in finding securities with a high probability of significant return. We've filed eleven technology patents related to our new product design. which uses distributed computing and specially designed database engines borrowed from our RMD Server product line.

Database System

RMD Server is a data retrieval methodology custom designed from the ground up for financial time series analysis. The database engine uses a new generation of data storage specially optimized for the financial analysis industry.

The heart of RMD Server is a patent-pending search algorithm, JADE™. RMD Server is capable of scanning through terabytes of data in search of specific records up to hundreds of times faster than the fastest known RDBMS in existence (even faster than the popular kdb+ database engine).

Our innovative JADE search algorithm enables RMD Server to outperform industry standard RDBMS products like SQL Server by many times in terms of speed and efficiency for time series analysis.

In the financial industry, where fortunes are made and lost in a blink of the eye, RMD Server has raised the bar beyond the reach of any traditional system available today.

Programming Language

TradeScript™ HFT is a powerful and versatile programming language for traders that provides the framework to build trading systems without prior programming experience.

The vector programming language allows traders extreme flexibility with a minimal learning curve. But what is a vector programming language, and what makes this language so flexible?

Vector programming languages (also known as array or multidimensional languages) generalize operations on scalars to apply transparently to vectors, matrices, and higher dimensional arrays. The fundamental idea behind vector programming is that operations apply at once to an entire set of values (a vector or field). This allows you to think and operate on whole aggregates of data, without having to resort to explicit loops of
individual scalar operations.

As an example, to calculate a simple moving average based on the median price of a security over 30 days, in a traditional programming language such as BASIC you would be required to write a program similar to the code here:


    For bar = 30 to max
      Average = 0
      For n = bar - 30 to bar
        median = (CLOSE + OPEN) / 2
        Average = Average + median
      Next
      MedianAverages(bar) = Average / 30
   Next bar

Several lines of code would be required to create the “MedianAverages” vector. But with TradeScript™, you can effectively accomplish the same thing using only one line:

SET MedianAverage = SimpleMovingAverage((CLOSE + OPEN) / 2, 30)

And now MedianAverage is actually a new vector that contains the 30-period simple moving average of the median price of the security at each point. It is not uncommon to find array programming language "one-liners" that require more than a couple of pages of BASIC, Java or C++ code. The same holds true for creating trading systems for back testing and trade alerts.

TradeScript HFT is an optimized version of our standard scripting language.

Programming Guide - English Language
Programming Guide - Russian Language

 

Also See

Also see our new Real-Time Super Scanner market scanning system, which lets traders scan based on filters and pre-built strategies. Cost effective and easy to set up and maintain.
 

Pricing, Terms, and Availability

Our High Frequency Search Engine is available for white label licensing by brokerages, financial institutions and professional traders. Contact sales at (888) 318-3754 option 1 or by email at sales@modulusfe.com

 

 
 
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