RTS Forms Strategic Alliance with Matlab for RTD Tango Integration

Since its founding in 1984, The MathWorks has become the leading global provider of software for technical computing and Model-Based Design. Mathwork’s products MATLAB ® and Simulink ® have become fundamental tools at the world's most innovative technology companies, government research labs, universities and financial institutions.

Financial professionals rely on MATLAB to reduce development time, minimize costs and risks, analyze and visualize costs and integrate new models.

With its more than 600 mathematical and statistical functions, MATLAB gives users immediate access to high-performance numerical computing. This functionality is extended with interactive graphical capabilities for easily creating plots, images, surfaces and volumetric representations.

Soon to be incorporated into RTD Tango, our event based automated algorithmic trading solution, the MATLAB environment allows traders and programmers alike to reduce time to market of trading strategies. In conjunction with RTS’s low latency execution capabilities to 100+ markets, the new mathematical functions will provide traders will the ultimate toolset to code and integrate their trading strategies and ideas.

The recently signed partnership will help RTS customers like statistical arbitrageurs, high frequency traders or portfolio managers. The latter are going to be able to “outsource” CPU intensive risk calculations to MATLAB – seamlessly take the aggregated results and execute the appropriate strategies via RTS’ 100 + execution venues.     

In order to integrate additional feeds into the low latency environment of RTD Tango, RTS has developed a dedicated API, the Feed API.

Third party vendor data which is not provided by execution venues will be fed directly to the RTD Tango server. Risk calculations, statistical evaluations and strategy modeling can now be done on the client level. The Feed API allows users to profit from reduced server load and from enhanced custom functionality.