Symphono’s Trading System X (TSX) transforms your ability to control your quoting and algorithmic trading activity through its open API and high-performance, scalable architecture.
TSX Empowers You With More Sophisticated Strategies
Quoting, algo, hedging, and fitting strategies deployed within TSX have at their disposal all data and events the server is aware of. As a result, a single strategy’s logic can consider multiple underlyings and can listen to any kind of event. For example, hedging strategies no longer need to be driven by fill events only but can also function as gamma scalpers and all day position managers.
In addition to providing strategy logic with more data, TSX provides base classes for all strategy types, making it easy for developers to extend the framework to create their own strategies with a minimal amount of code.
TSX Integrates Into Your Environment
TSX was conceived with enterprise integration as a first priority. The API was designed to allow clients to mix-and-match proprietary and third party services with every step in quoting and algorithmic trading workflows.
Do you want to manage volatility outside of your quoter and pump values into strategy logic? Manage position risk in a third party platform? Integrate with a proprietary market data service? Build your own UI from scratch in .Net or Java to manage all functions inside TSX? All of these and more are possible with the TSX API.
TSX Performs And Scales
On average hardware, while quoting 200 underlyings simultaneously, TSX has been benchmarked at 2 milliseconds of latency from an underlying tick to a full re-quote of a 1200 contract series, including execution of all strategy logic, implied vol, theoretical price, and greek calculations, and safety checks.
By implementing TSX in your environment, you will be able to reduce the total hardware footprint in your enterprise bringing costs and management overhead down.