OpenQuant is Algorithmic Trading Software for Quantitative Strategies Research, Development, Simulation, Backtesting, Optimization and Automated Trading Supporting .NET, C# and VBA.NET
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Algorithmic Trading Software for Quantitative Strategies Research, Development, Simulations, Backtesting, Optimization and Automated Trading | smartquant.com Reviews
https://smartquant.com
OpenQuant is Algorithmic Trading Software for Quantitative Strategies Research, Development, Simulation, Backtesting, Optimization and Automated Trading Supporting .NET, C# and VBA.NET
smartquant.com
Algorithmic Trading Software for Quantitative Strategies Research, Development, Simulations, Backtesting, Optimization and Automated Trading
http://www.smartquant.com/quantrouter.html
SmartQuant QuantRouter is a standalone server side .NET application designed to serve clients demanding market data feeds replication, consolidation, aggregation, transformation and smart order routing. QuantRouter offers a possibility to work with multiple market data feeds and brokers within a single OpenQuant application. QuantRouter also offers a possibility to connect several OpenQuant applications to the same market data feed or execution account. 30 day evaluation version of QuantRouter.
Algorithmic Trading Software for Quantitative Strategies Research, Development, Simulations, Backtesting, Optimization and Automated Trading
http://www.smartquant.com/purchase.html
SmartQuant product line includes all the components that are necessary for an end-to-end automated trading infrastructure capable of supporting institutional scale deployment for hedge funds, investment management firms and buy-side and sell-side trading groups. At the same time, it is modular and flexible, allowing individual professional traders or small teams to start with a minimal configuration before proceeding to a full-scale installation. Please download Product Brochure. New York, NY 10017.
Algorithmic Trading Software for Quantitative Strategies Research, Development, Simulations, Backtesting, Optimization and Automated Trading
http://www.smartquant.com/openquant.html
OpenQuant is an Automated Trading System (ATS) Development Platform 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. OpenQuant is developed on top of the leading institutional trading framework. Real strategy development languages: C# and VisualBasic.NET. Portfolio level system backtesting and trading. Time, tick, volume and range bars.
Algorithmic Trading Software for Quantitative Strategies Research, Development, Simulations, Backtesting, Optimization and Automated Trading
http://www.smartquant.com/quantcontroller.html
As the algo trading infrastructure grows along with the growth of the quant team and with more strategies being designed and backtested in the development environment (OpenQuant) and traded live in the production environment (QuantTrader), the efficient management of the distributed infrastructure becomes an important task. The typical institutional setup includes several OpenQuant. Instances, as well as additional server applications such as the QuantRouter. The QuantController have two key functions.
Algorithmic Trading Software for Quantitative Strategies Research, Development, Simulations, Backtesting, Optimization and Automated Trading
http://www.smartquant.com/references.php
SmartQuant is a financial software company developing end-to-end algo trading infrastructure for quantitative hedge funds and institutional trading groups. SmartQuant's current flagship product, is an Algorithmic and Automated Trading System (ATS) Development Platform. OpenQuant features an IDE (Integrated Development Environment) that provides quants and traders with an industrial strength strategy research, development, debugging, backtesting, simulation, optimization and automation. Arthur M. Berd.
TOTAL PAGES IN THIS WEBSITE
13
Algorithmic Trading: Wouldn't you please scratch my block-trading itch?
http://algotrading.blogspot.com/2005/05/wouldnt-you-please-scratch-my-block.html
Views, research and opinions on algorithmic, systematic and DMA trading technologies. Monday, May 02, 2005. Wouldn't you please scratch my block-trading itch? Crazy talk you might say, with Liquidnet easily sailing beyond the billion dollar cap mark and venture funds salivating at the prospects of getting a piece of that action, you must be quite the fool to even go there! Hey someone somewhere had to call the top and I just did. It's hard for crossing-network fans to explain that for the most part they ...
Algorithmic Trading: DMA, shoring up the messaging floodgates
http://algotrading.blogspot.com/2005/06/dma-shoring-up-messaging-floodgates.html
Views, research and opinions on algorithmic, systematic and DMA trading technologies. Thursday, June 02, 2005. DMA, shoring up the messaging floodgates. For anyone having doubts that messaging "network strain" is a major concern, this. New exchange rule, could be an eye opener. Posted by dmart @ 11:23 AM. View my complete profile.
Algorithmic Trading: Algorithmic trading and the VWAP Trap
http://algotrading.blogspot.com/2005/04/algorithmic-trading-and-vwap-trap.html
Views, research and opinions on algorithmic, systematic and DMA trading technologies. Monday, April 18, 2005. Algorithmic trading and the VWAP Trap. The foregone conclusion that most buy-side firms will eventually get into the practice of algorithmically carving their own trades, is bound to change the rules of the game, yet again. To put it in the parlance of the street; doing a higher volume of no-touch and low-touch transactions, becomes the cornerstone of their bid to win the Transaction Cost game.
Algorithmic Trading: Block Crossing Networks, and one bites the dust!
http://algotrading.blogspot.com/2005/05/block-crossing-networks-and-one-bites.html
Views, research and opinions on algorithmic, systematic and DMA trading technologies. Thursday, May 26, 2005. Block Crossing Networks, and one bites the dust! Not to say that my previous post. Was prophetic or that I had an inkling that this ( story. Was in any way eminent, which I didn't, but hey the post does appear to have been perfectly timed even if it was all by pure chance! Posted by dmart @ 6:21 AM. View my complete profile.
Algorithmic Trading: A "Buy Side Story"
http://algotrading.blogspot.com/2005/04/buy-side-story.html
Views, research and opinions on algorithmic, systematic and DMA trading technologies. Monday, April 25, 2005. A "Buy Side Story". In my previous posts, I briefly brushed upon the genesis of algo trading and opined on the probability that most buy-side desks will inevitably adopt a workflow utilizing some form of algorithmic strategy. To further define buy-side algo trading, we need to distinguish order types against a backdrop of broker interaction:. No Touch orders are widely referred to as DMA (Direct ...
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STRATEGIES
http://www.locusta5.de/STRATEGIES.html
Aufgrund der hohen Liquidität an den von uns gehandelten Future-Märkten habe wir keine Bedenken die von uns verwendeten Indikatoren sowie Strategien einem begrenztem Kundenkreis zu offerieren. Wir offerieren unsere Indikatoren und Strategien als kompilierte MultiCharts-Datei (Sef-Format) sowie neben. Unserem Partner MultiCharts auf den folgenden Plattformen an: TradeSignal, TradeStation, TradeNavigator sowie OpenQuant. LOC Longterm Bold Eagle. Insbesondere zur Umsetzung in ETF/ETC-Kontrakten. Basierend a...
Algorithmic Trading: Algorithmic Trading Redux
http://algotrading.blogspot.com/2007/02/algorithmic-trading-redux.html
Views, research and opinions on algorithmic, systematic and DMA trading technologies. Saturday, February 10, 2007. Nothing significant happened since I last posted here, the world of algorithmic trading appears to have morphed from one marked by a frenzied. Into a world of glossy. Dotted with colorful strategy names like. One has to wonder if the WWE has taken over promotional duties for the industry! Or outperform some "benchmark". Obviously, successful strategies for beating the. Such as "blind baskets...
Algorithmic Trading: Investment manager, seeking broker-dealer firm, must be big on analytics, algorithmic trading and above all "commitment"
http://algotrading.blogspot.com/2005/07/investment-manager-seeking-broker.html
Views, research and opinions on algorithmic, systematic and DMA trading technologies. Monday, July 18, 2005. Investment manager, seeking broker-dealer firm, must be big on analytics, algorithmic trading and above all "commitment". Capital commitment, that is. The willingness of the sell-side to use its own money to take on a buy-side position that it would then attempt to principally trade away over a longer time frame,. Hence my true measure and probably the best proxy for "Quality of Execution:" the se...
Algorithmic Trading: Smarter, smart-order-routing
http://algotrading.blogspot.com/2005/05/smarter-smart-order-routing.html
Views, research and opinions on algorithmic, systematic and DMA trading technologies. Wednesday, May 04, 2005. One of the algos that I frequently like to re-visit is the one dealing with Smart Order Routing (SOR). SOR is supposed to be one of the simpler, more straightforward trade execution algorithms, or is it? Everything else being the same where multiple avenues exist you will always come across cases where "time priority" will not be observed for a smartly routed order! SOR algos are a "must have" f...
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SmartQuant-面向机构的顶尖量化交易解决方案，自由开放的程序化交易平台
运行平台 Windows .NET. OpenQuant 和 Visual Studio可用于策略编辑. 可扩充 可以添加你自己的C# .NET功能库.
Algorithmic Trading Software for Quantitative Strategies Research, Development, Simulations, Backtesting, Optimization and Automated Trading
SmartQuant is a financial software company developing end-to-end algo trading infrastructure for quantitative hedge funds and institutional trading groups. SmartQuant's current flagship product, is an Algorithmic and Automated Trading System (ATS) Development Platform. OpenQuant features an IDE (Integrated Development Environment) that provides quants and traders with an industrial strength strategy research, development, debugging, backtesting, simulation, optimization and automation. Arthur M. Berd.
SmartQuant Investimentos
Estratégia de Trading. Eacute; uma gestora de recursos independente fundada em São Paulo, em meados de 2009. Tem como objetivo proporcionar aos nossos clientes acesso a uma gestão de recusos diferenciada, com objetivo de valorização do capital a longo prazo. Baseado em modelos quantitativos com ênfase nas Leis da Física Moderna a SmartQuant. 147;The key to long-term survival and prosperity has a lot to do with the money management techniques incorporated into the technical system.. R$ 20,733,760.
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