End-to-end Systematic

QuantFACTORY description:

QuantFACTORY suite of products offers a complete set of tools for quantitative trading strategies development and automation for hedge funds and institutional program trading companies. Based on a .NET framework, it allows your company to rationalize trading strategies and development cycle by using an Integrated Development Environment (IDE) across the research-development-back testing-execution cycle.

QuantFACTORY features:

The QuantFACTORY suite of products frees you from all of the unneeded tasks. We include in our framework all of the blocks required for building a trading system. Our macro and script editor is designed for fast prototyping. It's not just a text editor with a .NET compiler attached, it’s a whole user front-end. When you run the macro editor you are instantly plugged into our market data warehouse, data feeds, execution, etc. You can be immediately productive and test your strategy without spending any time on unnecessary groundwork. This is what we call fast prototyping.

You will be able to:

• simulate data feed and virtual trade execution.
• play back historical tick data to simulate a real-time market data feed.
• prove quickly that your strategy works on true real-time market data by using the native Quant House market data feed adapter or any other market data adapters for other market data sources (legacy data vendors, in-house data, ...)
• simulate stop, limit, stop limit and other types of orders with our simulated execution interface.
• collect executed orders into a portfolio and compile performance statistics of your trading strategy. Order routing connectivity plug-ins allow you to easily make connections with your brokerage service providers.

QuantFACTORY suite of products :

• QuantDEVELOPER is a framework and IDE for trading strategies development, debugging, backtesting and optimization. QuantDEVELOPER is available as a Visual Studio plug-in.
• QuantDATACENTER allows you to manage historical data warehouse and capture real-time or ultra low latency market data from providers and exchanges.
• QuantENGINE allows you to deploy and execute precompiled strategies. You can use QuantENGINE as a black box or as a glass box for optimized flexibility and performance.
• QuantFRAMEWORK API provides an extensive, well-designed software framework for working with computerized quantitative trading concepts, financial objects, portfolios and trading order management operations. The framework API objects is a large set of C# assemblies that provide classes and functions for building computerized quantitative trading systems.