QuantFACTORY, QuantHouse's automated trading platform, is an Integrated Development Environment (IDE) designed to optimize each step of the automated trading development cycle.
The framework's openness and industry standard language utilization enables quant traders, researchers and developers to focus on quickly developing and deploying algorithmic strategies and business development
QuantFACTORY - An end to end solution
QuantFACTORY is a suite of products, designed to efficiently handle the different phases of the trading strategy discovery process, from data capture to strategy development, backtesting and live trading. Its foundation layer, QuantFRAMEWORK, provides a powerful API to build computerized quantitative trading systems that rely on Complex Event Processing. With its plug-in architecture, QuantFACTORY can communicate with market data provider or broker and new plug-ins can easily be written to connect to new providers.
Click the boxes to display the different information
Market data adapters: Easily interfaced
Data feed
- Low Latency
- Real Time
- Historical
Market data plug-ins:
- Bloomberg
- QuantHouse
- Reuters
- Wombat
- EBS
- Hotspot
- Currenex
- All FIX supported
- Database communication (ODBC, MySQL, others)
- And others
QuantDATACENTER - Simple and reliable market data management
A window service that runs in the background:
- Capturing live feeds
- Storing them in database
The data capture configuration (instruments, type of data):
- Managed through a web interface
QuantDatacenter can handle different timescales:
- Tick data to daily bars
- Trades
- Quotes
- Best bid-offer
- Order-book updates
- Custom data
- Ability to generate bar data from trades or quotes
QuantDEVELOPER
Develop your strategies
- In an Integrated Development Environment (IDE)
- Coding in industry standard languages(VB.NET, C# and C++)
- Benefit from every features within Visual Studio
- Open architecture allowing the use of pre existing librairies
- Debugging facilities
- Using Event Based Processing and handling of any asset class
Features that meet the needs of trading houses
- Multi-strategies
- Multi asset classes
- Multi-timeframes trading
- Money management
- Roll Over and Multi Currency management
- Configurable parameters in your strategies
Fully flexible Optimization Features
- Define any custom objective function in the strategy explorer
- The optimizer can run in parallel, using the cores/CPUs of your computer
- Additional optimization algorithms can be coded and linked to the framework
Backtest your strategies
- Run and analyze both at the meta-strategy level and at the individual strategy level
- Archive and export your back-test results
- Enrich and customize statistics and screens layouts
QuantENGINE: Easy deployment of your trading strategies
Deploy and execute:
- Switch from back-test to live trading in just one click
- Start & Stop individual strategies
- Set up an alert for strategy/position monitoring
- Monitor aggregated positions
- Monitor custom values and statistics on strategies
- Send orders manually
- Enter transactions manually
Reliable Execution and Configurable OMS
- Fully configurable trading environment
- Integrate of any broker's EMS through pre-built plug-in development
- Observe in real-time the full cycle of orders execution from the point at which you send an order to position updates in your strategies
Detailed Real-Time Monitoring and Control
- Define your customized alerts and notification channels when running live
- Easily locate your trading environment on a dedicated machine
Extensions and Integration with other systems
Execution plug-ins:
- BATS
- ICE
- Kyte
- Newedge
- Trayport
- All FIX supported
- And others
Extensions and Integration with other systems
Integrate:
- Custom librairies import
- Integration into Matlab
