Brokerage Business

Brokerage Business

Algorithmic Trading

High-performance, low-latency algorithmic trading for institutional and HNW clients — delivering standard algorithms (VWAP, TWAP) and multi-factor enhanced execution via a unified market data and order bus. Real-time computation powered by DolphinDB and the Octopus CEP engine generates optimal order-slicing strategies in milliseconds, improving execution quality and minimizing market impact.

Customizable algorithm templates, parameterized order entry, and risk limit controls give clients flexible execution while maintaining robust risk management — helping brokerages deepen client relationships and expand professional trading service capabilities.

Featured Tutorials & Best Practices:

Margin Financing & Securities Lending Backtesting

A strategy validation and simulation platform for margin financing and securities lending — covering margin buys, short sells, margin ratios, interest costs, and borrowing availability across the full ruleset. DolphinDB's high-performance backtesting engine supports large-scale parallel backtesting across multiple instruments, timeframes, and accounts, accurately simulating forced liquidation triggers, intraday and overnight interest accrual, and credit limit management.

Clients can rapidly validate the risk-return profile of margin strategies — mean-reversion, price-volume momentum, rotation, and more. Integrates with risk and monitoring systems to deliver a more complete value-added service offering for brokerage clients.