Solutions

Automation, Research, and Algo Trading with Flow and Our SDK for sell-side and buy-side Institutions.

Backtest, simulate, optimise, and deploy strategies faster with Obermind Flow, the Obermind Framework, and APIs built by quantitative traders for developers.

Build Platform.

Obermindmean_reversion.py

import clr

import environment

import OberMind

from OberMind import DelegateStrategy

class PyStrategy():

@property

def Framework(self):

return self.delegateStrategy.framework

@property

def Instruments(self):

return self.delegateStrategy.Instruments

def OnStrategyStart(self):

self.AddInstrument("EUR/USD")

self.AddInstrument("GBP/USD")

def OnBar(self, instrument, bar):

# Mean-reversion signal on bar close

pass

# Deploy via Obermind Stream

strategy = PyStrategy(framework, "MeanReversion")

strategy.ExecutionProvider = "Obermind Stream"

▸ Backtest queued — 18 months tick data · Obermind Stream connected

Multi-Asset Trading

Trade FX, crypto, equities, and more from one platform.

FIX API

Session live

Connected

Connected venues24

CME Globex

Connected

✨

Binance

Connecting

✨

Kraken

Disconnected

✨

XTX

Connected

✨

Interactive Brokers

Connected

✨

Real-Time Market Data

Consume, store, and distribute tick to Level 2 depth with high-throughput aggregation and historical analytics.

EUR/USDLevel 2

1.0846 mid

SizeBidAskSize

380K1.08451.0847420K

920K1.08441.0848870K

1.5M1.08431.08491.6M

5.2M1.08421.08504.9M

8.8M1.08411.08519.1M

12M1.08401.085212M

28M1.08391.085326M

▸ 12 venues aggregated · 1ms latency

Research Through Production on One Framework.

Obermind Flow IDE

Strategy development, back-testing, modelling, and optimisation with data visualisation across multi-venue datasets.

Multi-Language SDK Support

Script and compile in C#, C++, and Python — copy-and-customise integrations in hours instead of weeks.

Multi-Strategy and Portfolio Tooling

Manage multiple strategies, books, and simulations with post-trade messaging and analytics.

Low-Latency Deployment Paths

Co-located and hybrid cloud options for production algos with observability and risk controls.

Built for Quants Who Need to Ship.

The core of Obermind is engineered for rapid deployment of execution algos and research over millions of market data entries — without reinventing connectivity or risk each time.

buy-side and sell-side maker/taker workflows supported.

Terabytes of time-stamped historical data for research.

Integrates with matching, risk, and reporting engines natively.

Developer support via documentation, samples, and specialist teams.