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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_TraderĀ® 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 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
Documentation
OpenQuant Getting Started Guide
OpenQuant Getting Started Guide (1.5Mb pdf document)
OpenQuant Strategy Development Guide
OpenQuant Strategy Development Guide (1Mb pdf document)
OpenQuant API References
OpenQuant API References (1Mb Windows Help file)
You can also welcome to read other SmartQuant documents:
Introduction to SmartQuant System Architecture (2.5Mb pdf document)
OpenQuant Strategy Pool
5% Down-In-One-Day Panic Recovery
Four Down Days and Long
Four Up Days and Short for 1% Profit
Breakout with 4% Entry Limit
Breakout with Multiple Exits
Bollinger Bands
Bollinger Bands with Profit Target
Simple Moving Average Crossover
Slow Turtle Trend Following
Chande's 65sma_3cc Strategy
Stock 2% gap
Stock down, stock 2% gap
QQQ Crash, QQQQ Trade
Bollinger Bands with 5-Minute Bars
Posted by admin at March 3, 2007 11:35 PM