Scaling

StreamBase’s frameworks for Capital Markets include a Scaling strategy. The Scaling strategy is provided as a fully customizable StreamBase EventFlow module which can be used in conjunction with the StreamBase frameworks. As a result, trading firms can modify the Scaling strategy to reflect their own “secret sauce” and differentiate their trading strategies in the market.

Function

The Scaling strategy adjusts trade sizes based on aggressiveness and scaling parameters that determine speed of execution.

Benefit

The benefit of the Scaling strategy is that it adapts to the price movement in the market.

Screenshots

Below are screenshots of the scaling algorithm execution strategy. Click on an image to enlarge.

Event flow representation of the scaling algorithm execution strategy. The module has various input streams and placeholder tables to interact with the different components of the trading system.

Event flow representation of the scaling algorithm execution strategy. (Zoomed in)