Algorithmic trading and execution platform
Apex is an open-source, high-performance software framework for building algorithmic trading strategies. It is aimed at experienced quant traders who need a platform for trading highly responsive tick-by-tick systematic strategies, across various instruments and exchanges.
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Production grade -- Apex has evolved from earlier versions developed for banking and hedge fund clients. This drives a design and implementation that is fast, robust and scalable.
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Fast -- being written in modern C/C++ means lowest possible tick-to-trades are achievable, supporting some classes of low latency strategies.
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Unified backtest/paper/live -- strategies built in Apex can be deployed, without modification, into backtest, paper trading and live trading environments.
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Flexible -- single Apex strategies can concurrently trade multiple assets at multiple-venues.
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Modular -- Apex has a modular design, meaning core engine, control-gui and market-access components are deployed as separate inter-communicating processes. This allows for multiple algo engines to reuse market access components.
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Linux -- Apex is compiles for the Linux operating systems, although the code can be ported, in principle, to support Windows.
To get started with Apex, you can begin by following the installation guide, which covers how to setup a Linux box to support C++ development, and then follow the instructions to build the Apex code.
Once the code is build you should then follow the quick start tutorial, which shows how to start a simple program that can perform order send and cancel.
Running algo strategies is inherently dangerous. You can quickly lose all of your money invested. Bugs in either the core platform code, or your strategy code, or network issues, or elsewhere, can lead to financial loss. You should only use Apex for trading purposes if you are an experience software developer and have significant trading experience.