April 25, 2007 - Automated Trading Tool Lets Traders Test Strategies Against Historical Data. Designed to allow traders to comprehensively and easily test their trading models before putting them into action, the RTD Tango Backtester can assist users with the full range of trading strategies they employ.

RTS Announces RTD Tango Backtester

RTS Realtime Systems Group (RTS) has announced the introduction of the company’s newest
automated trading tool, the RTD Tango Backtester. Designed to allow traders to
comprehensively and easily test their trading models before putting them into action, the RTD
Tango Backtester can assist users with the full range of trading strategies they employ.

RTS has extended its popular Tango algorithmic trading tool with the Backtester offering. RTD
Tango Backtester enables clients to test their proposed trading strategies and models by
simulating transactions through a comprehensive set of real historical market data to
determine how their approach would have fared over an extended period of time. Users can
evaluate their anticipated trading performance after customizing their “backtest” by running
thousands of parameter combinations or strategy components against historical tick data and
market depth. After analyzing the results, they can modify their strategies and swiftly test the
modifications as well.

“We’ve designed this technology to not only be fast and efficient but truly easy to use,” said
Steffen Gemuenden, co-CEO of RTS Realtime Systems. “Ideal for testing everything from the
most basic trading strategy to the most complex multi-layer set of algorithms, RTD Tango
Backtester accommodates a broad range of traders with straightforward, practical and high
performance technology.”

RTD Tango Backtester is a server-based application with a graphical user interface (GUI)
compatible to Tango, which was introduced one year ago. Once they are satisfied with their
models, users can quickly convert their “backtests” into active strategies on Tango, reducing
time to deployment.

“Users can also test multiple variations of a strategy simultaneously against the same
historical market information, providing opportunities to quickly refine and deploy their
models,” Gemuenden said.

Because RTS designed Backtester with significant scope and flexibility, the user can test
against historical tick data and full market depth and can accelerate market feeds up to 1,000
times the actual occurrences. They can also slow down testing to observe the minute detail of
transactions to maximize their strategic analysis and the consistency of their logic.

Backtester also enables clients to test their strategies against real time market data –
simulating an exchange in a real trading environment without the actual connection.

RTD Tango and its Backtester tool run on multiple platforms that provide high performance
and cost efficiency for professional traders and firms. Because Tango is part of RTS’
Middleware offering, clients do not need to go through an application programming interface
(API) to use it.

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