QuantDeveloper is a framework and IDE (Integrated Development Environment) for trading strategies
development, debugging, backtesting, simulation, optimization and automation.
QuantDeveloper is built on top of two SmartQuant's flagship products : QuantStudio, a financial data analysis and trading framework, and
QuantServer, an advanced time series data engine.
- off-line data analysis and startegy research
- high level component based strategy development and backtesting
- low level ATS development
- custom/stand alone application development (canned/black box strategies)
Features:
- Component based strategy design. A user can build a strategy from Entry, Exit, Money Manager,
Risk Manager, Exposure Manager, Execution Manager components.
- Use a pre-defined set of components and design your strategy with a few mouse clicks and no single line of code... or
use any flavour of .NET languages: C#, VB.NET, etc. to develop complex components and strategies.
- No scripting. QuantDeveloper always runs compiled code, providing you with the highest possible performance.
- Once your strategy is developed and properly tested with QuantDeveloper in both simulation and live modes, you can import the strategy as a MSVS .NET
solution or as a canned executable. You can run your strategy as a stand-alone application on a dedicated server at your trading floor or deliver canned
black-box solutions to your clients.
- Multiple strategies can run within a meta-strategy. You can enable or disable any individual strategy within the meta-strategy,
study correlations between individual strategies and so on.
- Strategy debugging mode lets you run strategies with user-defined time step interval to trace internal event, signal and execution flow with high
resolution.
- High performance backtesting, up to 500.000+ ticks per seconds and more (built-in QuantServer data engine).
- FIX object layer supports any type of financial instruments (equities, derivatives, bonds, swaps, multi-legged instruments, etc.)
- Portfolio level system backtesting and trading
- Multi-currency accounting and simulations
- Event-driven design. 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.
- Intraday backtesting and trading (quotes, trades, intraday bars, daily, news, fundamentals, custom data support).
- Multiple time-frame support
- Advanced perfromance tracking engine with more than hundred of pre-defined performance statistics
- Technical analysis library with more than sixty indicators. Plugin mechanism for user-defined indicator.
- Strategy optimization, including stochastic optimization
- Use full power of QuantStudio analytics : statistics, financial mathematics, linear algebra,
pricing, time series analysys, scientific & 3D graphics, histohgramming, neural networking and more.
- Autoexecution, order routing, FIX support. One click switch from simulation to live trading mode.
- QuickFIX built-in engine support
- Low level strategy automation
- IB, MyTrack, TAL, ESignal, Photon Trader, MB Trading, TAQ, Open Tick, IQ Feed,
Bloomberg, Genesis, TT X_Trader® via TT FIX Adapter and XTAPI, FIX providers support,
QuoteTracker support
