Performance Testing of Trading Applications

Overview

Trading applications are a good example of composite applications, encompassing legacy applications, third party order management systems, exchanges, middle office and back office systems. Functionality of the applications in these business ecosystems is assured through functional and multiple regression test cycles. Success of a financial services enterprise depends on the customer/end user experience which is determined by the real time performance of their trading applications. While all the determinants of performance are not in control of an enterprise, careful analysis of the technology and application stack that is within its control can help identify the performance bottlenecks and come up with recommendations for right infrastructure, configuration and tuning.