Suitable for Algorithmic Trading?


#1

How suitable is OG for pre-trade risk calculations in an algorithmic trading given that most algorithmic trading is sensitive to latency. What kind of latency numbers can I expect?


#2

It depends how sensitive you are to latency. We certainly would not claim to be suitable for execution at the high-end of high-frequency trading, which is generally sub-microsecond and often executed by specialist hardware right next to the exchange. That’s an arms race that will be proprietary for the foreseeable future as there is no incentive to share or standardise when speed is your differentiator.

We are generally broadly in the 100ms - 10 seconds bracket (although generally at the lower end of that) depending on the size of your portfolio, the assets you’re trading and so on. So, we generally focus on human-scale pre and post-trade analytics, but there’s definitely scope to use our platform if you’re trading inside that latency bracket.

Hope that helps.

Jim