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Supporting systematic trading strategies at every stage of workflow

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Hedge fund systematic trading strategies

Fuelling your search for alpha

Although there are opportunities to be found in new information and analytics, data volumes are huge and set-up costs for new markets can be daunting. Thomson Reuters can help you meet these challenges.

We provide an unrivaled range of historical and real-time content to fuel the development of systematic trading ideas. Our standardized data supports the workflow from idea generation to production and monitoring through back testing and analysis.

Our managed services data centers set you free from equipment and connectivity constrains so you can get up and running quickly with new ideas.

Quant Research

Identify alpha-generating insights faster, with industry-leading content, comprehensive data management capabilities and sophisticated analytical tools

Whatever range of content, analytical tools and expertise you need for your quantitative research, Thomson Reuters can provide it.

Thomson Reuters provides an unrivalled range of content, including global coverage of pricing, indices, fundamentals, estimates, economics, risk model data, and all the accompanying historical textual news, news sentiment and granular historical millisecond time-stamped tick data you need to take an idea from idea generation, to back testing and analysis and then on to production.

And beyond economic and financial data, we offer unique content in areas such as news, environmental, social and governance performance, and corporate guidance. Our own team of quantitative analysts creates extra-value content, including weighted analyst consensus estimates, predictive analyst revision and earnings quality models, and long-term earnings projections that drive company valuations.

Finally, we also offer expertise and valuable support to help companies develop and implement winning strategies.

  • Estimates (EQ / FI)
  • Fundamentals (EQ / FI)
  • StarMine (EQ / FI / Macro)
  • Corporate Actions (EQ / FI)
  • Ownership (EQ / FI)
  • Datastream (Economics / Cross-Asset)
  • MACE Terms & Conditions (EQ / FI)
  • I/B/E/S Real Time (EQ)
  • Point-in-Time (EQ / Economics)
  • Event History datafeed (EQ / FI)
  • Machine Readable News and News Analytics (EQ / C&E)
  • Thomson Reuters MarketPsych Indices (Cross-Asset)
  • Lanworth research & forecasts (C&E)
  • Point Carbon Research & Forecasts (C&E)

Quant managers benefit from focused content, data management and workflow tools with our QA Direct platform.

Back-testing

Looking for historical tick data to back-test your strategies, perform quantitative research and more?

Thomson Reuters Tick History offers unparalleled access to historical tick-level data across global asset classes. It uniquely enables you to effectively manage compliance requirements in today’s fluid regulatory environment, perform quantitative research and analytics and employ real-time algorithmic trading strategies in a cost-efficient manner.

Data is recorded from the Thomson Reuters real-time feeds covering both OTC and exchange traded instruments across over 400 trading venues and third-party contributed data.

Real-time pricing

Swiftly move from research to production – and exploit trading opportunities

Our low-latency, real-time consolidated feed provides access to depth-of-market data. An extensible data model makes it easier to on-board and integrate content into downstream applications. If you are trading in-region, local collection, normalization and distribution can deliver latency that is competitive with many direct feeds. This gives you access to thousands of exchange venues and OTC markets via a single datafeed and single API:

  • Global equity, futures and options data
  • Broker and specialist data: Tradeweb and broker pricing, including GFI, ICAP and Tullett Prebon
  • Spot and cross rates, forward and FX options, option volatilities, FX futures and non-deliverable forwards
  • Money Markets, including fixings, deposits, repos, central bank rates, commercial paper, bankers' acceptances, zero curves, and interest rate derivatives
  • Specialist commodities and energy broker data

We offer connectivity from diverse datacentres and resilient connectivity options to suit your needs, and you can choose your preferred last-mile connectivity to optimize your communications costs.

Financial innovation timeline Eikon

Managed services

The fastest route to market for low-latency global content

We are the leading provider of managed services that provide infrastructure, data and connectivity. These are reliable, scalable and secure solutions you can build your business on.

Our strategic data centres in key financial locations have low-latency feeds for the widest range of venues and OTC markets. So you can always be close to the trading action.

  • Managed services – application hosting, market data, platforms and connectivity to data and trading venues, delivered from our data centres.
  • Rack space, hardware, operating system and networking for client applications and systems.
  • On-demand access to our consolidated real-time feed, Tick History and Machine Readable News, all through a single connection.

Execution - Trade spot FX systematically on the world’s largest liquidity venue

Instant access to deep liquidity, fast accurate trade execution and spot and forwards matching

Thomson Reuters FX Matching API enables programmable access to data from Thomson Reuters Matching, FXall and Thomson Reuters SEF.

Thomson Reuters Spot Matching is the leading FX anonymous electronic trade matching system and the largest liquidity venue globally for the interbank Spot FX community. With over 1,100 subscriber banks, it offers unbiased access to real-time executable prices on 80 spot currency pairs. Thomson Reuters Matching for Prime Brokerage enables prime-broker clients to trade in the name of a prime broker with anonymous direct market access.

FXall is a lit liquidity pool anonymous ECN with advanced order types. FXall Order Book combines the best liquidity and speed from FXall's former Accelor platform and Citi's former active trading platform.

Thomson Reuters SEF enables firms to trade FX options and non-deliverable forwards electronically and meet clearing and reporting obligations mandated by the Dodd-Frank Act.

Hedge Fund Solutions

Developing systematic trading strategies

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