CYBMIND, our investment strategy automation software, has been designed to generate any price/time series required. In fact, starting from tick data, CYBMIND’s integrated modules to give you multiple price/time configurations with Spotfire® Streaming can completely revolutionise your electronic trading.
Use CYBMIND’s Time Filters to Connect Data and Feed Prices Into Your System
We all know that different symbols and venues can provide varying price quality during the day. But what this means is that, if you’re looking for specific data to inform your buy/sell tactics, then you may want to start and stop the connection by custom time configurations.
Through CYBMIND, we have provided this possibility, as it allows you to set up time filters for such purposes with different configurations for each symbol and on each venue.
Use CYBMIND’s Time Filter to Make OHLC Bars With Any Time Frame
We all know that liquidity and liquid trading hours may differ from symbol to symbol, and that such differences can affect your trading execution and performance. In addition, the market-bid and market-ask depths need to be recalculated according to the book on multiple levels, and the frequency applied to generate the time series needs to be taken into consideration for every investment strategy.
This is why, once the connection has been established, CYBMIND lets you collect the bid/ask/trade tick prices, and makes it possible to set up time-starts and time-ends, which collect tick data with full book and aggregate prices in samples. These can be in any time series frequency to produce multiple OHLC bars on bid-, ask-, mid-, and traded-prices.
This is only possible thanks to CYBMIND’s ability to provide multiple price/time configurations with Spotfire® Streaming.
Use CYBMIND’s Ability to Apply Time Filters to Feed Investment Models
Systematic trading is incredibly sensitive to data quality, which is why it’s important to work with data vendors that provide clean data.
But that’s not enough. When trading, you also need to filter that data, not just to feed the strategy, but also to feed the model. See, when the model works with data that is simply a sample of the full day’s trading hours, it’s impossible for it to be accurate. That’s why it pays to apply a time filter that lets you properly produce the model metrics.
Once again, CYBMIND allows you to do this thanks to its Spotfire® Streaming capabilities.
Use CYBMIND’s Time Filter And To Run Your Investment Strategy
Finally, CYBMIND runs on an Event Stream Processing system, which lets you stay on top of your investment order generations and executions according to time filters that can be different from those of the market’s opening hours.
Indeed, it comes with multiple, powerful and customisable set-ups that enable you to create a system that works specifically to your needs. So much so that, through its powerful tools, the Wakett Framework with Spotfire® Streaming for SMEs lets you trade your portfolio in an incredibly flexible way.
Are You Ready To Trade With Multiple Price/Time Configurations with Spotfire® Streaming?
The future of trading isn’t just less manual, it’s also more data-driven. But, as larger companies harness their data and use it to their advantage, you may be left behind. This is where CYBMIND can help you, so why not get in touch with us to discover how it could be customised specifically to your needs at a price that is affordable?