Built-in low latency market data adapter with QuantHouse adapter Many order routing plug-ins available Component based strategy design. Use a pre-defined set of components and design your strategy with a few mouse clicks No scripting Import your strategy as a MSVS .NET solution or as a canned executable Multiple strategies can run within a meta-strategy Strategy debugging mode High performance back-testing, up to 500,000+ ticks per seconds and more FIX object layer supports any type of financial instruments Portfolio level system back-testing and trading Multi-currency accounting and simulations Multi assets class Event-driven design Intraday back-testing and trading Multiple time-frame support Technical analysis library Auto-execution, order routing, FIX support, one click switch from simulation to live trading mode Built-in support for QuickFIX engine Low-level strategy automation