Introducing the Modulus High Frequency Stock Market
High frequency algorithmic
trading has had a major impact on trading and market dynamics over the
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
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
Our new High
Frequency Stock Market Search Engine has been designed to spot profit
opportunities during the short duration of microseconds while they still
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
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.
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.
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.
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
MedianAverages(bar) = Average / 30
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
TradeScript HFT is an optimized version of our standard scripting
Programming Guide - English Language
Programming Guide - Russian Language
Also see our new Real-Time
market scanning system, which lets traders scan based on filters and
pre-built strategies. Cost effective and easy to set up and
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 firstname.lastname@example.org