SmartQuant Discussion

Hi,

I'm using OpenQuant now for 8 months and run my strategies in production from February this year. The strat's are HF (average pos < 10 min, 50-100 contracts a day) on the FX futures (CME Globex), I'm using IQFeed for RT and historical tick data and IB as my broker. I have an IIP membership for the CME Group to lower the exchange commisions. The strat's are operating from 06.00h (UTC) to 20.00h on weekdays.

I'm looking for other OQ users who uses this software also in a professional/fulltime way (to make a living) to exchange ideas and (maybe) some software components.

Because I'm located in the Netherlands it would be easy (but certainly not necessary) to get in contact with people near by so that a visit is possible.


Thanks in advance, with regards,
Rob.