Solutions - Financial Services
Mutual Funds
Redefining Investment Management from the Core
High-performance data infrastructure and intelligent platforms — built for the full mutual fund investment lifecycle, from real-time market data to precise trade execution.
Request DemoKey Benefits
High-Performance Data Foundation
Low-latency, high-throughput ingestion of high-frequency data with millisecond query response — unified storage for TB-to-PB-scale market data across markets and asset classes.
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Unified Stream-Batch Processing
Validate strategies on historical data and deploy directly to live trading — microsecond-level factor computation, no code rewrites between backtest and production.
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Rich Financial Business Components
Built-in order book engine, backtesting, valuation, and extensible factor/portfolio platforms — plus plugins for ML and optimization — to shorten time-to-production.
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Enterprise-Grade Stability
Distributed, high-availability architecture with disaster recovery — ensuring continuous operation across data, research, and live trading on a single, low-maintenance stack.
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What It Does
Market Data Management
A single platform for real-time ingestion and processing of high-frequency market data across multiple markets, seamlessly bridging data acquisition, management, computation, and business consumption.
Data Platform
Build a high-performance data services platform with ease — integrating massive historical and incremental financial data under unified governance. Full user access control, rate limiting, and audit logging out of the box, with APIs ready for Python, C++, Java, and more.
Quant Research Platform
Store full-market history in a distributed time-series database and replace "storage + Python" workflows with in-database computation — achieving 10-100x faster factor calculation.
Metrics Platform
A one-stop metrics platform with full lifecycle management — delivering sub-second results at up to 10x performance improvement. Supports real-time ad hoc computation of complex metrics like fund performance attribution, with flexible SQL and script-based indicator definition for multi-dimensional analysis.
Strategy Backtesting
Build high-frequency backtesting systems across multiple asset classes — from minute-level to daily multi-factor strategies. A powerful matching engine ensures backtest logic closely mirrors live execution.
Live Trading
A unified platform spanning market data ingestion, real-time factor computation, pre-trade risk control, post-trade analysis, and position monitoring — with low latency, high throughput, and easy scalability.
See How DolphinDB Powers Your Investment Management
Request an Exclusive DolphinDB Demo for Mutual Funds
Discover how DolphinDB can help your team:
Ingest real-time multi-market data with millisecond-level storage and distributionBuild a unified data services platform that breaks down departmental data silosAccelerate Alpha signal discovery with high-performance factor research and analyticsRun high-fidelity backtests with precise modeling of transaction costs and market impact