« July 2005 | Main | October 2005 »
September 27, 2005
Subscribe to SmartQuant News and Events
We have added notification subscription feature. You can type your email address in and click "Subscribe" button in the "Notification" form to receive email notitications whenever we publish a news or event message.
Posted by admin at 02:22 PM
September 26, 2005
New QuantDeveloper Pricing
Our promotional offer will expire on 1st of October 2005 and QuantDeveloper pricing schedule will be changed to monthly subscription.
Please make your purchase decision till the end of this month if you would like to obtain QuantDeveloper license for a fixed one time fee.
Posted by admin at 08:36 PM
September 22, 2005
QuantDeveloper 1.0 build 81 is released
- OCA (One Cancels All) groups supported. QuantDeveloper OrderManager simulates OCA execution for brokers that do not support OCA and passes OCA orders to brokers supporting OCA (IB). You can set OCA group using SingleOrder.OCAGroup property
- fix in SecurityDefinition message for multi-leg instruments in TT FIX QuickFIX dictionary. All TT multi-leg instruments can be successfully imported (tested against VelocityFutures FIX gateway)
- fix in Genesis data provider. Level1 quotes are fully supported now.
- fixed float->double precision loss issue during conversion in QuantDeveloper market data classes
- support for new volume bar type in the BarFactory
- new meta money manager and meta risk manager components. Meta money manager allows to (dynamically) allocate funds between startegies within a meta-strategy. The meta risk manager allows to control risks on the meta-strategy level. Particularly it allows to set startegy (portfolio) stops.
- new report manager allows to customize strategy performance reports
- new CSI data provider developed by Keith Nelson included in QuantDeveloper source tree and installation
- double-click on error line in the provider log window pops up a window with error details
- several new chapters and tutorials added to the documentation
DataCenter 1.0 build 03 is released
- several enhancements in the product
- documentation is included in the installation
Posted by admin at 05:48 PM
September 18, 2005
Launch of SmartQuant Data Center product
We are pleased to announce the launch of our new product, the Data Center. SmartQuant Data Center is a stand alone server side application that can be deployed on a local computer or remote server. The Data Center can capture real time data feeds from different data providers to QuantServer data engine. QuantDeveloper and other client applications can connect to the Data Center and upload historical data from the Data Center to a local data warehouse. In a typical scenario the Data Center can be launched on a dedicated server, capturing quotes for a number of instruments and markets 7 days a week, 24 hours a day. Analysts, strategy developers and traders can connect to the Data Center and upload captured data for a specific subset of instruments into local QuantDeveloper data warehouse for further strategy backtesting, pattern recognition and analysis.
Historical data can also be imported into the Data Center. This way a trading / research group can maintain f.ex. a raw TAQ DB on a dedicated server, providing fast and efficient access to huge amounts of historical data to all interested members of trading group.
Note that the Data Center and QuantDeveloper applications can co-exist on the same computer, thus you can run data capture and strategy development in parallel and do not worry about the possibility of loosing captured data if your strategy code generates an exception in QuantDeveloper.
Posted by admin at 02:18 PM
September 16, 2005
QuantDeveloper 1.0 build 80 is released
- Float to double conversion issue is resolved. We have decided to keep private float fields in Trade, Quote, MarketDepth, Bar, Daily classes but convert them to double properties. Float to Double conversion takes less time than Double to Double conversion, so that we do not observe any performance degardation, rather perfromance improvement (both memory allocation and processing speed).
- Enhanced limit/stop order execution simulation with intraday / daily bars. A limit/stop order is now checked against bar open price first and if limit/stop condition is fullfilled, the order is filled with bar open price; if not, the order price is checked against bar high/low and filled with order price; otherwise checked against bar close and filled with bar close price.
- Added LongEntry(price), Buy(price), Sell(price), and other corresponding methods in the strategy components. These methods force execution simulator to fill market orders with specified price. This possibility was requested by several QD users who want to have full control over fill price. Note that you should use these methods very carefully, since you can not dictate fill price to your broker in real life.
- Fixed simulations with daily data issue. If daily session (daily bar size) is set to 24h by default, then daily bar is emitted at 00:01 of the next day, which leads to one day shift in the strategy performance reports. Now daily end time is set to 23:59.
- Fixes in TT FIX adapter and IB interfaces
- DC, the Data Ceneter history provider is added to the list of providers. There will be a separate announcement about our new product, SmartQuant Data Center, on this blog.
Posted by admin at 11:35 PM
September 14, 2005
QuantDeveloper 1.0 build 79 is released
Hello all,
we are going to publish version information starting from this release, which we consider the first official release of QuantDeveloper.
Note! This version is not back-compatible with any previous beta or release candidate version of QuantDeveloper since we have added a low level versioning support mechanism in QuantServer. This will allow us to change data format in the future (f.ex. add exchange or other fields in the trade class in the code) without any need of re-formatting QuantServer data base.
We suggest that you reload historical data into this new version if it's easy to do (i.e. you have import scripts or can just re-run historical download from Yahoo or ESignal). We also offer a way to export historical data into text files and then import them in the new version for those who do not feel comfortable with data re-load.
Note! Since QuantDeveloper install does not uninstall your data files if they were changed, you will need to remove all files from QuantDeveloper data directory manually before installing this new version.
Regards,
SmartQuant Team
Posted by admin at 02:59 PM