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.
- 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.