Read more about OpenQuant platform

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. OpenQuant always runs compiled code, providing you with the highest possible performance.

- Once your strategy is developed and properly tested with OpenQuant 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 OpenQuant 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, 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


Download OpenQuant Demo (8Mb).