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AlgoTrader 2.1 Release

AlgoTrader 2.1 Release    from Andy Flury

We are excited to announce that AlgoTrader 2.1 has been released!

AlgoTrader is a Java-based algorithmic trading platform that enables trading firms to rapidly develop, simulate, deploy and automate any quantitative trading strategy for any market. Designed by industry experts, it gives users maximum control of high-speed, fact-based trading for consistent, superior results.

Release 2.1 contains many added features, on top of the already existing features:

  1. Overhauled Reference Data Manager - improving reference data modifications
  2. Multiple concurrent market data feeds – particularly useful for Forex trading
  3. Embedded in-memory H2 database - for 30-50% faster back-testing – and over 100 times faster if combined with Amazon Elastic MapReduce
  4. Maven Archetype for quicker strategy setup
  5. Bloomberg historical market data interface
  6. RealTick FIX interface – connectivity to 40 institutional and retail brokers
  7. Domain model / database enhancements - for custom requirements
  8. BreakOut example strategy

Read our full announcement for details about how AlgoTrader 2.1 will help you develop and improve your quantitative trading strategies.


Andy Flury,
CEO & Lead Architect, AlgoTrader


  • jaguar1637 2785 days ago

    from http://www.algotrader.ch/algotrader-introduces-level-zero-cache/

    Level-Zero Cache is an additional Caching Level on top of Hibernate First and Second Level Cache.

    Both Hibernate First and Second Level Cache provide a way of caching database requests and therefor help database intensive applications to be faster.

    Both First and Second Level Cache require a Hibernate Session. Creation of a Hibernate Session is usually very quick (a few milliseconds). This mechanism is therefore fine for any request-response based system (like a Web Page).

    However this approach is not feasible for a trading application. A trading application typically receives several thousand market data events per second. Ideally these market data events have to be matched to the latest data stored in the database (e.g. Security related information, current Positions, executed Trades, etc.). However opening a new Hibernate Session for every market data event, to synchronize related objects, is much too expensive!

    For this purpose AlgoTrader introduces the Level-Zero Cache

    Some of the Features of Level-Zero Cache:

    • Level-Zero Cache is a pure Java based Cache.
    • Level-Zero Cache does not require an active Hibernate Session
    • Objects available inside the Level-Zero Cache will be delivered instantaneously and do not introduce any additional latency
    • Level-Zero Cache does refresh objects at the same time a database update occurs
    • Level-Zero Cache preserves object identity, so graphs and cyclical references are allowed. Therefore objects retrieved from the Level-Zero Cache can be compared using the equals() method but also using the comparison operator “==”.
    • No Proxies, no Byte Code Instrumentation and no Annotations are needed for Level-Zero Cache to work