Effective backtesting is a key component to building effective algorithmic trading strategies. By testing prospective algorithms on historical data, traders can better evaluate how well a strategy would have performed during different market periods - using real data as the test bed for the evaluation. Listen to an interactive session in which Louis Lovas, Progress Apama Technical Fellow, and John Trigg, Progress Apama Prinicipal Product Manager, discuss some of the challenges involved with the capture of production event streams and the design of applications that execute important backtesting and analysis operations. Download the on demand webinar, Get Up to Speed with Event Stream Processing - Event Replay and Analysis.
Progress® Apama® monitors event-driven applications and its data, applies sets of analytic rules to those data streams, and then through real-time analysis determines the appropriate action to take. The market's leading platform for algorithmic trading and other event-driven applications in capital markets is the Progress® Apama® Algorithmic Trading Platform. Apama enables both sell-side and buy-side firms to create unique strategies that transcend what is available from commoditized "black box" algorithms.