SmartQuant has partnered with LightSpeed Institutional to provide to its clients that employ algorithmic trading
strategies a streamlined access to LightSpeed Gateway solution and the best possible access to the markets without the
stringent requirement of co-location and with the flexibility of choosing their own market data subscriptions and other
elements of modular strategy implementation. Using SmartQuant products, these clients can develop and deploy their own
strategies across any of the asset classes offered by LightSpeed.
24.12.2012
Happy Holidays and Best Wishes!
We wish you a very successful and prosperous 2013, and hope that our products will help you make the most of the
investment and trading opportunities next year. And we would like to offer you a little contribution to make it
all possible -- a special holiday discount for the OpenQuant products if you purchase them until January 14, 2013
13.12.2012
SmartQuant Passed TT FIX Adapter 7.8 Conformance Test
SmartQuant Ltd., the leading provider of end-to-end algo trading solutions, is happy to announce that its suite of algo trading products has
successfully passed TT FIX Adapter 7.8 conformance test.
12.11.2012
SmartQuant at the Quant Invest New York
SmartQuant Ltd. is happy to announce that Arthur M. Berd, Strategic Partner in charge of its business development and institutional sales,
will be speaking at the Quant Invest New York, a major industry conference to be held in New York on December 4-5 together with a simultaneous
"co-located" conference HFT World New York.
On Tuesday December 4, the conference will feature a joint session where leading investment managers and institutional investors will
discuss all aspects of quantitative investment process, from algorithmic trading to behavioral and artificial intelligence models and
from risk management to big data analysis.
On Wednesday December 5, the conference will feature two streams, a stream on High Frequency Trading, and a stream of Quant Investing,
where Arthur M. Berd will give a presentation on "Navigating Macro Risks: Prediction, Protection and Profit".
If any of our clients wish to attend this conference, please feel free to register using Arthur's exclusive speaker discount of
15%, by contacting the organizers via the conference link and providing them the promo code: FESE
09.11.2012
SmartQuant at the Global Derivatives USA
SmartQuant Ltd. is happy to announce that Arthur M. Berd, Strategic Partner in charge of its business development and institutional sales,
will be speaking at the Global Derivatives USA, a major industry conference to be held in Chicago next week, November 13-15.
On Tuesday November 13, the conference will host a High Frequency Trading Summit where a number of industry experts and academic researchers
will present on topics ranging from backtesting of algorithmic strategies and modeling the market impact to inventory management and overview
of structural changes in the marketplace.
On Wednesday November 14, the conference will feature a stream on practical techniques in portfolio and risk management, where Arthur
M. Berd will participate in a panel discussion entitled "Creating Optimal Hedging Strategies For 2013 & Beyond". Other streams of the
conference will feature presentations on advanced volatility modeling and trading techniques, on practical innovations in valuation,
and on the latest developments in derivatives regulation.
On Thursday November 14, Arthur M. Berd will give a presentation on "The Impact Of Tail Risk Protection On The Investment Management Industry".
Besides the stream on portfolio management, the conference will also feature on that day the streams on volatility, interest rates, FX,
inflation and commodities trading and modeling.
If any of our clients wish to attend this conference, please feel free to
register using Arthur's exclusive speaker discount of 15%, by contacting the organizers via the conference link and providing them the VIP code:
FKN2342EMSPK
25.04.2012
SmartQuant Releases QuantTrader Application
Paper and live trading of compiled strategies imported from OpenQuant as dll.
QuantTrader is a lightweight version of the OpenQuant designed specifically
as a production deployment engine. It has the same paper and live trading
capabilities, including portfolio and strategy monitoring, but does not
offer the simulation mode or ability to change the code (strategy parameters
can still be changed).
Once the strategy is defined and optimized in the OpenQuant integrated
development environment, it can be compiled and exported into a package
together with its relevant settings. This package can then be imported into
QuantTrader and run in various production environments: from trading server,
in co-location, etc.
Being lightweight, QuantTrader is also more robust and suitable for
automated trading. The strategy source code is invisible, allowing for more
secure deployment in shared environments such as co-location, or other
situations where confidentiality is required.
Importantly, QuantTrader is also less expensive, which is particularly
relevant when deploying potentially many different strategies produced by
the same researchers.
26.04.2012
SmartQuant Releases QuantBase 2.0 and QuantRouter 2.0 Products
We are pleased to announce the next generation of QuantBase and QuantRouter applications - two core building blocks of SmartQuant End-to-End Algo
Trading Infrastructure.
New versions of QuantBase and QuantRouter products are developed on top of SmartQuant institutional framework and thus offer
connectivity to a variety of market data and execution providers available in the framework.
These new products work hand to hand with OpenQuant IDE for algo trading strategies development, back-testing and optimization and
offer unparalelled flexibility, scalability and performance to quntitive hedge funds and institutional trading groups.
07.04.2012
S&P IQ Capital Acquires QuantHouse
S&P Capital IQ, a business line of The McGraw-Hill Companies (NYSE:MHP) offering global multi-asset class data solutions, market research and portfolio risk analytics to global investors,
announced it has acquired QuantHouse, an independent global provider of market data and end-to-end systematic trading solutions.
We congratulate QuantHouse on this acquisition by S&P. SmartQuant framework and a suite of institutional products was licensed by QuantHouse in 2007.
It is an honor for SmartQuant to see that our products and ideas will be employed and further developed by S&P.
05.04.2012
SmartQuant Institutional Framework is Back!
We are pleased to announce availability of SmartQuant institutional framework in our automated trading products.
Coming soon...
OpenQuant Standard Edition
develop trading strategies with OpenQuant API.
OpenQuant Professional Edition
use SmartQuant API within OpenQuant IDE to gain access to
every functionality of the core SmartQuant Framework in your trading strategies.
OpenQuant Enterprise Edition
use SmartQuant framework to develop institutional quality stand alone quantitative trading applications.
