RTS Realtime Systems Group (RTS), a global trading solutions provider, has established connectivity to the four Chinese futures markets, including the Shanghai Futures Exchange (SHFE), Dalian Commodities Exchange (DCE), Zhengzhou Commodities Exchange (CZCE) and China Financial Futures Exchange (CFFEx).
Combined with the RTS execution systems, such as the RTD Tango algorithmic trading solution, buy-and sell side clients in China can code, test and deploy customized algorithmic trading strategies for these markets.
Brokers can build customized algorithmic strategies in the firms RTD Tango engine and make these available to their buy-side customers in RTD Tango Trader, which allows traders to select and deploy customized algorithmic strategies provided by their brokers or institution. RTS solutions are server-based and also available in a fully hosted environment in close proximity to the exchanges.
There is a growing demand throughout the Chinese institutional investor and trading community to provide traders with customized algorithmic strategies, says Andy Woodhouse, managing director for Asia Pacific at RTS. RTD Tango will let sell-side firms build customizable algorithms for their buy-side clients, which will operate on domestic markets and manage high volumes of order flow.Christophe Rilinger, head of Business Development and Marketing based in Hong Kong, adds: Our experience in other markets and long-standing efforts to build our presence in China have prepared us well to provide solutions adapted to the very specific requirements and challenges of Chinese institutions. With the services we are offering in China, we are pleased to continue the development of our vast global exchange network, and we take particular pride in our extensive offering throughout the Asia Pacific region.
(CG)