SmartQuant’s mission is to provide individual traders with an industrial strength strategy development, debugging, backtesting, simulation, optimization, and automation platform that helps to “Trade Like a Hedge Fund”.
OpenQuant is an Automated Trading System (ATS) Development Platform for retail traders designed around the well-known SmartQuant Financial Data Analysis and Trading Framework. The framework has been under development since 1997 and it is currently used by leading financial institutions all around the globe.
Main Features
- Real strategy development languages: C# and VisualBasic.NET
- No scripting. OpenQuant always runs compiled code, providing you with the highest possible performance
- Portfolio level system backtesting and trading
- Multiple asset classes (equities, futures, options, ETF, FOREX)
- Multi-currency accounting and simulations
- Truly event-driven architecture. 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 automated trading with tick data
- Market depth and order book support
- Time, tick, and volume bars
- Multiple time-frame support
- Technical analysis library with more than a hundred indicators
- User-defined indicators
- Financial mathematics and quantitative analysis library (derivative pricing, implied volatility, etc.)
- Linear algebra library (vector and matrix operations)
- Strategy optimization, including stochastic optimization
- High-performance backtesting and simulations, up to 500.000+ ticks per seconds and more powered by built-in QuantServer data engine
- Market, stop, limit, stop-limit orders. OCA (One Cancels All) groups. OCA groups simulated internally for brokers not supporting OCA natively
- Direct order management: Send, Cancel, Replace orders
- Auto-execution, order routing, FIX support, QuickFIX built-in engine
- One-click switch from simulation to live trading mode
How Do I Get Started with OpenQuant?
- Complete the “Subscribe” form to start the process
- Next, upon submitting the required information, RightEdge will be activated with your demo account.
- Then, a set of instructions will be provided to assist you in downloading and installing the software.
Subscribe to OpenQuant
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