ALGO TRADING DEVELOPMENT FRAMEWORK
What is the challenge of implementing systematic trading technologies?
If you are on the way to evolve from discretionary trading to systematic trading technologies, you’re about to make a “quantum leap” as all the trading solutions used at present within your organisation will have to be reviewed. From market data and trading tools down to infrastructures, every single component of the chain will have to go through a complete reassessment.
On the other hand, if you want to optimize your current systematic trading technologies, it’s key to have a clear understanding of what’s available on the market in order to make sure that you are still well positioned in this “technological race”. The development of a trading strategy starts with an idea that needs to be tested on historical data by applying quantitative analysis. Most of the time, internal tools and processes used to perform this task will consume up to 80% of your time.
Whatever your situation, you’ll always have to make sure that your trading strategies development cycle is optimized to minimize your time to market new trading models. As a consequence, the challenge is to use research, development, back-testing and execution trading environments in a complementary technical architecture.
Why QuantHouse is your partner of choice
By providing end-to-end systematic trading solutions to leading edge clients across the globe, QuantHouse staff has the global understanding you need to implement or redesign key elements of your systematic trading solution.
QuantFACTORY, the QuantHouse .NET algo trading development framework, is an Integrated Development Environment designed to help you optimize each single step of your automated trading development cycle. The openness of the framework leveraging industry standard languages will allow your quant traders, researchers and developers to focus on business development rather than internal developments of technical components.
QuantHouse end-to-end solution:
QuantFACTORY suite of products offers a complete set of tools for quantitative trading strategies development and automation for financial institutions. Based on a .NET framework and utilising Visual Studio, it allows your company to rationalize your trading strategies development cycle using an Integrated Development Environment (IDE) across the research-development-back testing-execution cycle.
QuantFACTORY suite of products includes all the blocks required for researching, developing, back-testing and executing automated trading strategies:
- 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 a 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.