| Data management - QuantDATACENTER |
| Capture live data More You can capture real-time data to history using the QuantDATACENTER. |
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| Store live Data More The Framework can store the following type of historical data: Trade, Quote, Daily, Bar Time and Market dept. |
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| Import historical data More Historical data can be managed through the Historical Market Data Editor or programmatically through the Framework API. |
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| Replay historical data |
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| Update historical data |
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| Delete historical data |
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| Work on any timescales configurable in XML format |
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| Reuters plug in |
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| Bloomberg plug in |
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| FeedOS plug in |
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| Integration with OneTick |
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| Strategy Development - QuantDEVELOPER |
| Integrated Development Environment (MS Visual Studio) More A toolbar and several windows have been added to the IDE to provide tools to define instruments, manage data, create strategies, run simulations and analyze strategy performance results. |
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| Industry standard languages (VB .NET, C#) More QuantDEVELOPER is a event based application, providing convenient and sophisticates way of writing your strategies in any .Net language within the Visual Studio environment. |
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| Multi assets - Equities, Bonds, Futures, Forex, Options... More Within the same application a list of all instruments (equities, derivatives, bonds, swaps, multi-legged instruments, FX, commodities ect) and trading rules (mono or multi asset) are available. |
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| Multi strategy features (with money management) |
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| Debug mode (step by step mode) More Your strategies will run at a time step interval to trace internal events, signals and execution flow with high resolution, allowing you to easily detect any bugs. |
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| Event Based |
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| Use "user configurable" parameters in your strategies |
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| Enriched back-test screens More The application has a range of different backtesting statistics views: Performance Summary for Curves and Indicators, Portfolio, Bar Chart, Global Trade, Statistics and Equity Curve Statistics. |
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| Customize back-test results |
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| Archive back-test results |
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| Export back-test results to CSV |
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| Optimize strategy's parameters More Historical data can be managed through the Historical Market Data Editor or programmatically through the Framework API. |
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| Customize optimization algorithm More With an optimization procedure you can define and test parameters values in order to obtain the best results. |
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| Define optimization objectives |
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| Strategy Execution - QuantENGINE |
| Switch from back-test to live trading in 1-click More To go from a testing to an execution mode, simply load your precompiled strategy component generated in QuantDEVELOPER into QuantENGINE. |
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| Start / Stop individual strategies |
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| Alert based strategy / positions monitoring More Create your own alert condition to warn you about your position items based on P&L value, set up your notifi cation mode (sonorous, via email, color codes), and program actions. |
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| Monitor aggretated positions |
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| Monitor custom values / statistics on strategies |
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| Send orders manually |
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| Enter transactions manually |
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| Integration with External Systems |
| Use plug-ins for Market Data & Execution More The Framework is market data provider and execution provider neutral. You can get Market Data from any feed or source as long as there is a Plugin for that Provider. You can send orders and receive fills to any counter party, including your own internal system, as long as there is a Plugin for that Provider. |
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| Use plug-ins for database communication |
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| Custom librairies import |
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| ODBC plug-in |
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| MySQL plug-in |
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| Communication with Matlab |
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| Documentation |
| Per product documentation |
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| Quick start guide |
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| API Documentation |
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| Tutorials |
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| Sample strategies |
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| Best practices guide |
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