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 and provides you with a clear upgrade path to
professional suite of institutional products and services available from www.quanthouse.com
- 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
- multiple asset classes (equities, futures, options, ETF, FOREX)
- 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
- multiple trading systems
- intraday backtesting and automated trading with tick data
- market scanner
- market depth and order book support
- time, tick and volume bars
- multiple time-frame support
- technical analysis library with more than hundred indicators
- user defined indicators
- financial mathematics and quantitative analysis library (derivative pricing, implied volatility, etc.)
- linear algebra library (vector and matrix operations)
- 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
- market, stop, limit, stop limit orders. OCA (One Cancels All) groups. OCA groups simulated internally for brokers not supporting OCA natively
- direct order management: Send, Cancel, Replace orders
- 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_Trader® via TT FIX Adapter and XTAPI, FIX providers support, QuoteTracker support
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.
Video 6 -
This video demonstrates how to download instrument definitions and historical market data with OpenTick.
Video 7 -
This video demonstrates how to connect to TT XTrader API / TTSIM (market data and order execution).
Video 8 -
This video demonstrates how to connect to TT FIX Adapter / TTSIM (market data and order execution).
Video 9 -
This video demonstrates how to monitor real time data and execute orders with MB Trading.
Video 10 -
This video demonstrates how to capture real time tick and bar data from IB to OpenQuant historical market data base.
Video 11 -
This video demonstrates how to use market scanner functionalities of OpenQuant.
Video 12 -
This video demonstrates how to debug OpenQuant strategies with Microsoft Visual Studio.
