SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Sun Sep 24, 2017 10:14 pm

All times are UTC + 3 hours




Post new topic Reply to topic  [ 1 post ] 
Author Message
PostPosted: Wed May 09, 2012 5:26 pm 
Offline

Joined: Sun May 06, 2012 5:39 pm
Posts: 4
Good afternoon,

Dr. Folkin announced that OQ will be in new 3 editions. (viewtopic.php?f=50&t=10115) Can you tell me some more info? Features in this 3 editions? Cost/Licencing of this 3 editions? When can we expected these 3 editions? I'm very glad for this, because in my opinion is OQ best trading platform for individual traders. Of course, I miss some functions to perfection :) ,but IDE and work with this software is better then his competitors. I'm wrote these suggestions below, so can you write some answers on these suggestions? Planned or not planned, when you plan ..... etc. Thank you.
btw. I seeked through this forum for answers on these suggestions, but without real success. So I wrote it in this topic, I hope that will be something new with using SmartQuant API in these 3 new editions.

1) It would be perfect, if you allow developers or traders create/load/run Solutions or Projects programmatically. In this case we could create (for example) :
- rolling (sliding window) walk-forward analyse
- create or load sets of tests (depending on sophistication algorithms, but it can be optimalization,walk-forward ... etc. Depending on scenario)

this feature isn't same as your batch running (OpenQuant.exe "C:\Users\Anton\Documents\OpenQuant\Solutions\Bollinger Bands\Bollinger Bands.oqs" /r). This suggestion feature is more useful then batch run.

2) It would be great, if you allow developers or traders save their results/performance from tests into QuantBase. btw. QuantBase and QuantRouter is very good move for you, because, as I know, nobody (except very expensive solution) offer this server feature! Congrats!

3) It would be great, if you allow developers or traders save their own results/performance. btw. I know that we can use our own reporting in strategies. And if you answer on this suggestion negative. I will be must write my own reporting. But would be great if I can store to some object DB (for example Eloquera DB (http://www.eloquera.com), I have very good experience with this object DB) my own result with Solution object/Project object. Later I can load results from DB and if I find some good result, I can load also solution/project object from this DB and run it with OQ IDE.

4) Can we someway run one solution with three same projects (for example Bollinger Bands), but these three projects have different instrument and different parameters?

5) How will be cost QuantBase in release version? And When we should expected this release?


Also good suggestions by quant students :

6) What about Markowitz portfolio theory, CAPM in OQ? Is there some option for this? Or will be? What about dynamic portfolio? Can we tested it somehow?

7) If you allow custom reports (as I suggested in 3)), we can create and store regression analyse on equity curve, time series analysis .... and so on. Btw. Thank you for using C# with custom references. Thanks this features we can use third-party statistical programs/libraries.


For Summarizing, I need use OQ :
1) For testing my ideas. I have about 10 strategies with about 10 version of each, so its unthinkable using OQ for testing one by one (it is 10000000000 tests). And I don't need testing one strategy on portfolio instruments, because I really need know result one strategy on one instrument. Also would be nice, if I can store this results (and Solution/Project objects) into some central storage. Because one computer can't handle this testing, so I need spread the load on multiple computers. And would be nice, have results from this tests on one place.
Solution : suggestions 1) + 2) + 3)


I'm using OQ in trial version, but I really thinking about buying this software, and I dont know which version met my needs.
Many thanks for answering
Cellarstone


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 1 post ] 

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 3 guests


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB® Forum Software © phpBB Group