QuantDEVELOPER is the integrated, fully configurable development component of the QuantFACTORY suite. As an automated development environment, QuantDEVELOPER helps you develop, backtest, optimize and implement quantitative trading strategies that can later be executed in a standalone, live-trading QuantENGINE environment. You can also use QuantDEVELOPER to create, evaluate, adjust and increase the efficiency of the parameters in your strategy, define and configure functions and generate statistics and comparatives based on your strategy results.

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)

Contact us to see how we can help you to optimize your trading performances.


  • 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 minimal clicks of the mouse
  • 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 asset 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