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Is there some research resource/group working on benchmarking of software products out there with automated trading and goals of "Advanced alpha generation and execution strategies" incorporating low latency data of the order of milli/micro/nano seconds ?

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What benchmarks do you have in mind for a software product? Do you mean how fast it runs on standardized hardware? – Tal Fishman May 21 '12 at 18:03
As this is an evolving field from low latency ( now ) to zero latency ( trading tech disruption ) some n years hence where smart automated trading robots will dance on the floor as predited by professor john beddington/UK,I am interested to ascertain the major players at intra freq levels with two benchmarking goals of a) trading strategies that generate alpha/profit at milli/micro level atm and b) execution which is more infra related.Also interested about zero latency/auto trading robots at nano level if any atm. – Anil Bishnoie May 23 '12 at 5:50
Well there are a couple of products. But it so happens I am working on such a product which overcomes many of the issues with the existing ones. Ping me if you want to know more. – easytiger May 27 '12 at 13:52

2 Answers

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There were a few vendors at the 2009/2010 Futures and Options Expo in Chicago that did exactly this. Two that I recall are RTS Group and Solace Systems however their sites don't mention anything of bench marking. Perhaps I'm missing it or they're no longer doing it.

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up vote 2 down vote

The fastest systems out there are mostly custom built hardware solutions and even the off the shelf solutions are evolving very rapidly right now. There is a company call Correlix which provides latency measurement of trading systems with extremely high resolution. I have not needed their services and thus I cannot comment on how effective they are.

One thing to keep in mind is that measuring milliseconds and nano seconds is very different and just because something is good a benchmarking milliseconds does not mean it will be good at nanoseconds.

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