Streambase, Microsoft Partner on CEP Reference Architecture
Streambase Systems and Microsoft are launching a complex event processing architecture for algorithmic trading, focusing on the critical real-time sections of an algo trading system and its key presentation layer components. The architecture defines and end-to-end framework for algorithmic equities trading and describes the interconnection between its key real-time and user interaction components. The key real-time components are market data cleansing, data enrichment, trading strategies, risk management, execution strategies, and market impact/implementation shortfall processing. At the presentation layer, it leverages Microsoft’s Windows Presentation Foundation (WPF)
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