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Contact telephone: +1-617-273-2540

Joined: July 1st, 2011


Deltix wrote a new blog post titled Update: Generating Alpha with Earnings Date Revisions

By Stuart Farr, DeltixThis article originally appeared on the Deltix website at is reproduced here with permission.     Research Update This study is an update of the research using data from Wall Street Horizon that we first published on our blog in November 2015. At that time, we had data from January 2006 to September 2015. Now we have data to March 2017. We continue to be impressed by the stability of the returns. We showed our approach for this study in our webinar on June 8th as an example of alpha research on our new DeltixQuantHub...
(306 days ago,(2017/06/23))

Deltix wrote a new blog post titled Optimizing Order Execution Using Advanced Execution Analysis

By Stuart Farr, DeltixThis article originally appeared on the Deltix website at is reproduced here with permission.     Examining Execution Transaction Costs in LME Metals Transaction Cost Analysis (TCA) has traditionally been used to examine costs of order executions between different brokers, demonstrate best execution and provide other compliance-based functions. More recent applications of TCA involve forensic analysis of executions. This deeper analysis helps firms improve execution quality in the context of a specific trading strategy. To reflect the deeper analysis and...
(534 days ago,(2016/11/07))

Deltix wrote a new blog post titled Generating Alpha Using IPO & Secondary Issue Data

  By Stuart Farr, Deltix   The markets are currently in a risk averse state, at least in part as a consequence of rapidly-evolving geopolitical issues and slowing market growth in China. As a result, the IPO and secondaries markets slowed in late 2015 and have remained sluggish in the first quarter of 2016. Nonetheless, companies will still need access to the capital markets this year, even if it is not at a frenzied pace.  Trading IPOs and Secondaries Developing a strategy for trading IPOs and secondaries is not trivial. Issuers push the news out to promote their...
(776 days ago,(2016/03/10))


Deltix is a leader in the rapidly growing market for advanced alpha generation platforms. Deltix software enables a complete straight through processing environment for the development and deployment of closely-integrated alpha generation and order execution portfolio strategies. 

Our clients are hedge funds, CTA's, proprietary trading firms, investment management firms and banks. In those firms, we work with professional “quants”, quantitative traders, portfolio managers and technologists.

Wholly owned by employees, Deltix was founded in 2005 by a group of computer scientists and mathematicians who held key technology positions at several successful software companies, including PTC, HighRoads, and Transdecisions with extensive expertise in sophisticated quantitative and event-driven solutions.

Deltix is headquartered in Natick, Massachusetts, and has development offices in Minsk, Belarus and St. Petersburg, Russia. There are currently over 50 staff in the company, mostly engineers with advanced degrees in mathematics or computer science.

A Product Suite for Full Life Cycle Coverage

The Deltix Product Suite provides end-to-end support of all phases of the alpha discovery process, including data collection and aggregation, model development, back-testing, simulation and deployment to production.

The full lifecycle is often implemented with a combination of different vendor software products. Whilst this can work, this approach has a number of drawbacks versus the benefits of a single-vendor platform:

Multiple Instrument Types

Equities, options, futures, currencies, baskets and custom synthetic instruments are supported.

Rapid Alpha Generation Research

Easy and intuitive model development framework (either C# programming and/or visual “drag and drop”) combined with the integrated time-series database and visual rendering of results makes for rapid model development.

Unparalleled Performance

Exceptional performance capabilities enable rapid analysis of thousands of instruments for daily, intraday and tick data.

Open and Flexible Architecture

An open architecture environment allows seamless and robust integration with multiple data feeds (e.g. Bloomberg, Thomson/Reuters etc.) and best-in-class software solutions including those for tick processing order execution management and statistical analysis (e.g. Matlab).

Standard Infrastructure

No specialized hardware is required. Deltix software runs on standard Windows machines, or Linux/UNIX for some modules. The software is written in C# and Java.

Modules for Specific Situations

The Deltix Product Suite comprises modules (all developed in-house by Deltix) which have optimal interaction with each other, but which also can be deployed as modules for specific situations.



News: Deltix and CitiFX launch automated FX Trading Solution at Equinix with Alacrity FX as First Client

2232 days ago,(2012/03/15) - Deltix

News: Deltix Product Suite Powered by Lime Brokerage Trading Technology Launches with First Live Mutual Client

2318 days ago,(2011/12/20) - Deltix


Triad IPO Study Graph

Deltix 776 days ago,(2016/03/10)