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DocumentationVersions6.0Introduction

Welcome to Qube Algo

Qube is a comprehensive software framework designed to accelerate the development of sophisticated electronic trading models and algorithms, including pricing, risk management, order execution, trading strategies and analyses. A primary goal is a rich and productive development experience for small business-oriented teams, speeding the process of turning ideas into safe and robust deployed systems.

By leveraging proven high-performance modular building blocks, businesses can reduce the amount of complex custom code required, resulting in faster development, more robust solutions and simplified long-term maintenance, while retaining full control of business logic. The development and testing paradigm allows running an entire system in replay mode using historical or simulated data with simulator end points and with integrated visualization, debugging and logging, facilitating an effective development process.

Clients have full visibility and control over the entire code base, and can add code to customize existing components or add completely new components, and develop new applications through the configuration of existing and new components. Clients have sole visibility and retain full ownership of all code, configuration, and intellectual property they build on qube.

Qube has carefully designed interfaces, abstractions and integration points to allow services built with qube to integrate with existing systems and support client choices of middleware, database, and UI technology.

The core of qube is asset-agnostic by design, and comes with asset-specific reference implementations in FX, Fixed Income, and Digital Assets.

Qube offers cost-effective development, enabling solutions to be built at a fraction of the cost of a full in-house build, while maintaining full ownership of IP. Its faster deployment capabilities bring automated trading solutions to market more quickly, leveraging proven technology that has been tried and tested in tier-one production environments.The agnostic design supports technology reuse across teams, delivering cost efficiencies and scalability and facilitates knowledge and resource transfer between teams.

Other key features of Qube are:

  • Replay / Back-testing Capabilities
    Rapid business prototyping and testing with little to no changes required for production deployment.

  • Easy Integration
    Easily add or replace middleware, database, and UI implementations; includes well-defined integration points for external systems.

  • Reference Implementations
    Provides out-of-the-box database, middleware, and UI implementations, along with industry-leading business logic.

  • No-code UI Development
    Drag-and-drop tools for fast creation of custom graphical user interfaces.

  • Stress-testing Framework
    Supports repeatable correctness and performance testing of Qube (and other) components in production-like environments.

This product guide covers features of the Qube development framework at a high level, and refers to other available in-depth documentation for further detail.


Benefits

Reduced Cost and Time-to-market

Qube enables businesses to respond to market changes and demands quickly and efficiently by providing a development framework that significantly reduces both the time and cost required to deliver custom solutions. It accelerates development cycles, allowing teams to deploy production-ready capabilities much faster than traditional approaches while minimizing the financial overhead associated with lengthy bespoke builds.

By leveraging qube’s high-quality building blocks, teams can jumpstart projects with reduced coding effort, cutting down on resource requirements and development expenses. This approach not only shortens delivery timelines but also lowers total cost of ownership, enabling organizations to deliver automated trading solutions faster and more economically. As one of the key concepts within qube, the platform also facilitates rapid iteration, enabling quicker rollout, refinement, and optimization of automated trading solutions without the typical cost escalations of repeated custom development.

Effective Testing and Development

Replay is integrated at the heart of the development process rather than a post-implementation phase, ensuring robust code quality and consistent testing practices across all stages of deployment.

Key design principles are:

  • Rapid and robust development and testing cycle, integrating replay
  • Maximal code invariance between live and replay instances
  • Complexity via configuration-driven assembly of composable, extensible components for maximal code reuse across products and applications
  • Separation of logical and physical architecture allows testing and deployment flexibility

Qube supports integrated replay and stress testing throughout the development cycle, ensuring that code quality is thoroughly validated before deployment. It allows components to be deployed using consistent and repeatable testing practices, improving reliability and maintainability. Through enhanced and efficient testing workflows, qube reduces the likelihood of errors and increases product delivery to business stakeholders that perform with the intended behaviour. The platform ensures that the same codebase is maintained across both development and deployment phases, increasing reliability and predictability in production environments. This systematic approach to testing promotes greater software stability and confidence in delivered solutions.

Modular Design and IP Ownership

Qube provides modular components that require significantly less code, simplifying development and accelerating delivery timelines. Clients have full access to the source code and retain ownership of all solutions built on top of qube, ensuring that proprietary developments remain under their control. The platform’s flexible structure supports extensive customization, allowing teams to tailor solutions to their unique business requirements. By fostering efficient code reuse and seamless integration, qube enhances development productivity. This approach empowers clients with greater innovation capabilities and long-term control over their intellectual property.

Advanced Documentation


Order

Order Framework

Advanced documentation for Order Framework