Progress extends Apama algorithmic black box for cross-asset trading

Massachusetts-based Progress Software is extending its Apama algorithmic trading platform to support cross-asset trading strategies.

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Progress extends Apama algorithmic black box for cross-asset trading

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Progress said in September that it had extended the Apama technology into the foreign exchange (FX) markets.

The vendor's latest move enables institutions to deploy algorithmic trading strategies that operate across asset classes, including equities, derivatives, fixed income and FX, and across any exchange and liquidity pool.

Although the pre-programmed black box is traditionally used for exchange-based equities and large value caps, John Bates, vice president of Apama Products, says the algorithmic trading market is now moving into other asset classes.

"The algorithmic trading market is growing beyond equities, to futures, government and corporate bonds and most recently, foreign exchange, creating a demand for instrument-agnostic platforms and algorithms that combine multiple assets into one strategy," says Bates. "For example, a trader might require a strategy that buys an equity, hedges it with a future, and takes out an FX position. To work successfully in this changing market, traders need to customize existing strategies and develop new strategies, on the fly, across multiple asset classes."

Progress Software acquired the technology when it bought out Apama earlier this year in an all-cash transaction worth $25.4 million.

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