AlgoTrader is now Wyden


Quantitative Strategy Development

Build your quant strategies from scratch and benefit from unlimited flexibility.

  • Strategy Wizard creates everything needed for Wyden-based quant trading strategies
  • IntelliJ-Based Development Environment
  • Excel based backtest report to analyze strategy performances
  • In-Process / In-Memory Exchange Simulator
  • Make use of all Wyden services from Java or Python strategies
  • Write trading strategies in any language (e.g. C#, Javascript/Node.js, MatLab or R) using our RESTful and websocket
  • A customizable and extensible Execution Model for backtests, which allows users to add custom logic regarding spread, slippage, fill ratio and more
  • Automated parameter optimization to help find optimal parameter ranges for particular trading strategies
  • Multiple Numerical and Statistical Libraries with a large number of technical indicators available
  • Subscribe to a multitude of event types disseminated by the platform (e.g., TickEvents, BarEvents, OrderStatusEvents, FillEvents, SessionEvents, etc.)
  • JSON based properties on most entities
  • Multi-periodicity strategies (e.g. daily bars and minute bars combined)
  • Multi-module strategies communicating with each other via Generic Events
  • Start and stop strategies individually, allowing you to update & deploy strategies while others are running
  • Debug strategies to perform diagnostics by going through strategies step by step


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Wyden serves institutional and professional clients only.