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Technology

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Walleye Trading has always endeavored to build a best-in-class technology platform.

Supporting every aspect of the system is Illumon™, a proprietary database technology and language, which was originally built to accomodate the enormous data challenges posed by modern equity options market making.

 
 

Our state-of-the-art software and hardware technology systems seamlessly meld automation with human interaction.

 
 
 
 

Infrastructure

  • Colocated data centers and servers
  • Extensive capacity to store hundreds of terabytes per year

Breadth

  • Tracks prices of hundreds of thousands of instruments in real time
  • High daily transaction volume in both equity shares and options contracts allows for low execution costs

Performance

  • Processes billions of quotes per day
  • Continuously calculates fair value of entire options universe
  • Competitive tick-to-trade capability
 
 
 

Data Trove

  • Extensive history of option fair values and associated derived data
  • Integration of multiple proprietary and third party data
 

Research

  • Trader can test ideas on massive data sets with just a few lines of code
  • Results returned within seconds
 

Simulation

  • Trader can automatically run simulations of a complex strategy over multiple years of history
  • Return, Sharpe Ratio, drawdown and many other metrics are returned in seconds
 

Production

  • Trader can put the same query used for research directly into production
  • Code can interact seamlessly with execution engines
 

Monitoring

  • Tools are already available to monitor all aspects of the strategy in real-time, such as how it is executing and performing, as well as risk metrics
  • Trader can also easily create custom monitoring tools