SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Thu Oct 01, 2020 10:23 am

All times are UTC + 3 hours




Post new topic Reply to topic  [ 3 posts ] 
Author Message
PostPosted: Tue Sep 11, 2012 3:53 am 
Offline

Joined: Thu Sep 06, 2012 5:53 pm
Posts: 3
I specialize in fundamental global macro and it would be very helpful to be able to have the capability to add new instrument types to help manage the data, test and develop algorithms. Can that be done with OpenQuant?


Top
 Profile  
 
PostPosted: Tue Sep 11, 2012 5:38 pm 
Offline

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
What kind of new instrument types you have in mind? SQ framework is FIX based internally, so that you can introduce and manage nearly any instrument type, but on top of SQ framework there is OQ layer, which deals with a set of predefined instrument types.

Regards,
Anton


Top
 Profile  
 
PostPosted: Wed Sep 12, 2012 4:54 pm 
Offline

Joined: Thu Sep 06, 2012 5:53 pm
Posts: 3
I was thinking of instruments could be used to manage all of the data I use, especially in simulation mode, rather than thinking of it as being limited to actual live trading markets. I wonder if that limits the platforms back testing capabilities?

I think it would be really helpful to have a more expansive instrument feature, maybe a separate pane? For example, there are countless types of fundamental data that are generally stored in individual directories by stock, country codes etc that would be easier to incorporate into strategies, chart, using drag and drop etc. I think most strategies, any multi currency one for sure, will require multiple data files to back test, simulate portfolios etc. Just a thought.


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 3 posts ] 

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 4 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