SmartQuant News and Events: March 2007 Archives

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March 03, 2007

OpenQuant - a New Retail Product from SmartQuant

OpenQuant is an Automated Trading System (ATS) Development Platform for retail traders designed around SmartQuant Financial Data Analysis and Trading Framework www.smartquant.com/openquant.php

Introduction

OpenQuant is an Automated Trading System (ATS) Development Platform for retail traders designed around the well known SmartQuant Financial Data Analysis and Trading Framework. The framework has been under development since 1997 and it is currently used by leading financial institutions all around the globe.

Our mission is to provide individual traders with an industrial strength strategy development, debugging, backtesting, simulation, optimization and automation platform that helps to "Trade Like a Hedge Fund".

Features

- OpenQuant is developed on top of the leading institutional trading framework
- real strategy development languages: C# and VisualBasic.NET
- no scripting. OpenQuant always runs compiled code, providing you with the highest possible performance
- portfolio level system backtesting and trading
- multi-currency accounting and simulations
- truly event-driven architecture. There is no artificial "for" backtesting loop.
Strategies run in the simulation mode exactly the same way as they run in the live trading mode
- intraday backtesting and trading with tick data
- multiple time-frame support
- technical analysis library with more than hundred indicators
- strategy optimization, including stochastic optimization
- high performance backtesting and simulations, up to 500.000+ ticks per seconds and more powered by built-in QuantServer data engine
- autoexecution, order routing, FIX support, QuickFIX built-in engine. One click switch from simulation to live trading mode

Data Feeds and Brokers

IB, PATS, TAL, ESignal, Photon Trader, MB Trading, TAQ, YAHOO, CSI, Open Tick, IQ Feed, Genesis, Open E Cry, TT X_Trader® via TT FIX Adapter and XTAPI, FIX providers support, QuoteTracker support

Download

Please register and download 30 day evaluation version of OpenQuant

Community

You are welcome to discuss OpenQuant on SmartQuant Public Forums

Contacts

openquant@smartquant.com

OpenQuant Flash Video Tutorials

Video 1 - This video demonstrates how to run a demo strategy in the simulation mode and how to view and analyze startegy output.

Video 2 - This video demonstrates how to create an instrument, import historical data for this instrument from a text file using Import Vizard and how to view and analyze imported data.

Video 3 - This video demonstrates how to set up instrument (stock and futures) properties to request and monitor real time data feed from Interactive Brokers.

Video 4 - This video demonstrates how to develop a simple strategy code that monitors and prints out trade and bar data from Interactive Brokers in real time.

Video 5 - This video demonstrates how to download instrument definitions, monitor real time data and execute orders with Open E Cry.

Screenshots

Strategy Code Editor
Strategy Data Chart
Strategy Performance Chart
Strategy Performance Summary
Strategy Portfolio Analysis
Historical Data Explorer
Order Manager
Portfolio Manager
Quote Monitor
Start Page
API on-line Documentation