End-to-end Systematic

QuantDEVELOPER description:

QuantDEVELOPER is a framework and IDE. Its main purpose is to support the development and testing of quantitative trading strategies that can later be executed in a standalone, live-trading QuantENGINE environment.

QuantDEVELOPER is mainly used for:

• off-line data analysis and strategy research
• high level component based strategy development and back-testing
• low level Algorithmic Trading Strategy development
• custom/standalone application development (canned/black box strategies)

QuantDEVELOPER Features:

• Built-in low latency market data adapter with QuantHouse adapter
• Many order routing plug-ins available
• Component based strategy design.
• Use a pre-defined set of components and design your strategy with a few mouse clicks
• No scripting
• Import your strategy as a MSVS .NET solution or as a canned executable
• Multiple strategies can run within a meta-strategy
• Strategy debugging mode
• High performance back-testing, up to 500,000+ ticks per seconds and more
• FIX object layer supports any type of financial instruments
• Portfolio level system back-testing and trading
• Multi-currency accounting and simulations
• Event-driven design
• Intraday back-testing and trading
• Multiple time-frame support
• Technical analysis library
• Auto-execution, order routing, FIX support, one click switch from simulation to live trading mode
• Built-in support for QuickFIX engine
• Low-level strategy automation