Deltix Integrates QuantOffice™ Application Suite With Vhayu Velocity Tick Database

Tuesday, September 23, 2008 at 8:53PM

Deltix, Inc. has entered into a partnership agreement with Vhayu Technologies, Inc. to provide the Vhayu Velocity™ tick database with Deltix QuantOffice™, enabling users to process, manage and store year’s worth of market data for optimized quant research analysis.

“Vhayu’s enterprise class tick database increases the amount of data and intricate analytics available within Deltix QuantOffice/QuantServer product suite, which provides practically unlimited capabilities for the quantitative research of advanced investment strategies,” commented Ilya Gorelik, CEO of Deltix.

Velocity scales linearly thus enabling customers to scale efficiently as the volume of data, complexity of analytics, and number of users increase. The system scales quickly and economically by adding more processors and more RAM. Vhayu enables users to leverage terabytes of time-series data for rapid modeling of quantitative and statistical strategies.

“Vhayu is helping Deltix keep pace with the global explosion of market data,” said Jeff Hudson, CEO of Vhayu. “The volume of global equities market data, including order books, is rapidly approaching one terabyte per day. In parallel, firms are expanding their universe of data to other asset classes, which makes capturing, analyzing and storing the complete market nearly impossible without an industrial-strength high frequency database.”

Velocity provides a sophisticated instrument listing and symbology mapping interface to control the data-subscription from input sources. The data map allows users to easily manage symbol changes, new symbols that are added and old symbols that are deleted. This also eliminates the need for data translation, reducing the time it takes to back test, develop strategies and deliver them to market.

Deltix offers a one-stop software platform for quantitative traders and portfolio managers to create, test and deploy in production alpha generation and execution strategies, integrating seamlessly with data feeds, best-in-class components and order management systems.

Key benefits of Deltix products are the following:


  • Integrated Alpha Discovery and Execution Strategy Solution: Closely-integrated alpha generation and order execution management for strategies that may include thousands of instruments, seamlessly combining alpha discovery with order execution strategies for superior results.
  • Full “Research to Production” Lifecycle Coverage: End-to-end support of all phases of the alpha discovery process, including backtesting, simulation and deployment to production. Multi-asset coverage includes equities, options, futures, currencies and custom synthetic instruments.
  • 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 and best-in-class software solutions, including those for tick processing (Vhayu), order execution management, statistical analysis and others.


The integrated solution will be showcased at Quant Invest in London, September 23-24. For more information, please visit Deltix and Vhayu at booth number 6.