QuantDEVELOPER description:

QuantDEVELOPER is a framework and IDE. Its main purpose is to support the development and testing of quantitative trading strategies that can later be executed in a standalone, live-trading QuantENGINE environment.

QuantDEVELOPER is mainly used for:

  • off-line data analysis and strategy research
  • high level component based strategy development and back-testing
  • low level Algorithmic Trading Strategy development
  • custom/standalone application development (canned/black box strategies)

QuantDEVELOPER Features:

QuantENGINE is a paper/live trading tool which provides strategy monitoring. The following screenshots show the list of the executed orders, the chart with the trading signals displayed and the performance window.
  • Built-in low latency market data adapter with QuantHouse adapter
  • Many order routing plug-ins available
  • Component based strategy design.
  • Use a pre-defined set of components and design your strategy with a few mouse clicks
  • No scripting
  • Import your strategy as a MSVS .NET solution or as a canned executable
  • Multiple strategies can run within a meta-strategy
  • Strategy debugging mode
  • High performance back-testing, up to 500,000+ ticks per seconds and more
  • FIX object layer supports any type of financial instruments
  • Portfolio level system back-testing and trading
  • Multi-currency accounting and simulations
  • Multi assets class
  • Event-driven design
  • Intraday back-testing and trading
  • Multiple time-frame support
  • Technical analysis library
  • Auto-execution, order routing, FIX support, one click switch from simulation to live trading mode
  • Built-in support for QuickFIX engine
  • Low-level strategy automation