4th Story's products provide significant reductions in time to market and ongoing maintenance costs for automated trading strategists while preserving their flexibility to write custom business logic and/or integrate with other software.
Brokers can use 4th Story's products to meet and beat the competition by enhancing their existing offering with smart order routing, algorithmic execution and quantitative research capabilities.
Hedge funds and investment managers can realize the potential of their alpha generating ideas via 4th Story's tools for fundamental analysis and strategy optimization, testing and real-time operation.
The software is agnostic re: asset class and the type of input data (market data, fundamentals, calendar events, etc.) used. Together, the 4th Story products provide a seamless environment for identifying likely opportunities, testing and optimizing them within custom strategies and then operating the strategies and managing their output.
4th Story's software products include:
4S.Klondike - Quickly mine large volumes of securities data to identify pairs trading opportunities using correlation, regression and other analytics.
4S.Yellowstone - Develop, test, optimize and run arbitrarily complex automated strategies and host fundamental and technical analysis studies to take advantage of trading opportunities.
4S.Everglades - Capture opportunities via real time operation of automated and algorithmic strategies, including live visibility into decision logic, a full complement of blotters, real time positions and sophisticated operational workflow.
4S.Blue Ridge - Add sophisticated algorithmic execution, smart order routing and other institutional capabilites to sell side sell side DMA offerings, integrating via both FIX and proprietary protocols.
4th Story products are implemented on the Microsoft .NET technology platform with an open, component based, event-driven architecture. While the products are primarily implemented in C#, developers can use any of the many other languages supported by .NET.
