Waverules, LLC

Algorithmic Technology Suite™

Home

Architecture

Simulation

Production

Products

Hardware Solutions

Options Interface

Historical Data

Query Engine

API

Simulink Block Set

Exchange Gateways

Contact Us

Simulink Block Set

Waverules Algorithmic Trading Block Set integrates with Simulink and Stateflow.

Simulation:

During strategy research and development, market data, product specifications, risk data, actual order books and user specified data are injected into the model via the Data Input Block. The target books are submitted via the SubmitTargets Block and the Exchange emulator generates the executions and risk information.

Production:

After a model is ready to be deployed, simply use Real Time Workshop to compile the graphical Simulink model into a C style DLL. This DLL is imported into the production directory of the user and loaded at application startup.


© Copyright 2007-2011 Waverules LLC. All rights reserved.