Recent content by LongVol

At our firm we use AlgoTrader, and link it to Matlab to do the "maths stuff". Works pretty well

I guess things have changed quite a bit since the last entry of this thread, however if some people are still looking for software that handles spread trading well, I'd recommend having a look at AlgoTrader. At our firm we indeed have spent quite some time looking for a flexible platform able to...

To backtest relatively simple strategies (based on various technical indicators for example) the usual suspects would probably be a good choice (Ninjatrader, MetaTrader, etc). However if your strategy gets slightly more complex (pairs trading, futures-based strategies that need to include an...

At our firm we do a lot of spread trading, and the best software we found to do it is AlgoTrader. For our strategies we indeed need to be able to generate (and trade) synthetic "constant maturity futures" (ie combinations of futures where the weights of the legs adjust over time), and AlgoTrader...

At our firm we use AlgoTrader, and frankly I can recommend it. It has both an open-source and a licensed version. For personal trading the free version should be all-right, the licensed one obviously has some interesting additional features, especially if you are a small firm (fully automated...

If you are looking for a trading platform using Java, I suggest you check out algotrader.ch The platform is based on CEP and ESP and allows for rapid implementation and backtesting of simple as well as complex strategies. There is both an open-source and a commercial version. At our firm we are...