Prediction Labs, founded in 2004 has focused on financial technology software architecture consulting, algorithmic trading and automated software systems architecture and custom financial technology software development consulting.
Our core expertise is with high throughput, ultra-low latency financial technology software and algorithmic trading systems for gray and black box automated traders, including the complete post trade processing work flow.
Our portfolio of clients include hedge funds, proprietary trading organization and traders, buy and sell side firms and media firms with big data demands.
Prediction Labs offers a suite of frameworks and tool kits that can significantly reduce time to market, reduce delivery risk and eventually reduce costs while maximizing return on investment.
Over the years Prediction Labs has designed, developed and delivered 4 generations of trading platforms for financial technology services covering a broad range of asset classes to include stocks, ETF’s, ETN’s, mutual funds, bonds, foreign exchange, futures and options. Prediction Labs has also developed a matching engine technology that supports electronic matching of equities and derivatives while providing a high performance, real-time order management and market data delivery sub-system.
Aside from financial technology, Prediction Labs has expertise with business intelligence, data mining, scalable networks, software security, outsourcing and off-shore development, and digital media.
Prediction Labs’ engineers and computer network consultants have spent countless hours architecting, designing, developing, refactoring and innovating our algorithmic trading and financial technology framework suites to keep and exceed pace with the industry and achieve ultra-low latency metrics with processing times in microseconds.