SmartQuant OpenQuant 2014 x64 (Aug 2016)

Description

SmartQuant OpenQuant 2014 x64  (Aug 2016)

Sale Page :  http://www.smartquant.com

Files of Product :  http://imgur.com/F0HrUFp

OpenQuant Introduction

OpenQuant is an Automated Trading System (ATS) Development Platform designed round the well-known SmartQuant Financial Data Analysis and Trading Framework. The framework has been beneath improvement since 1997 and it’s at present utilized by main monetary establishments throughout the globe.

OpenQuant 2014

We are happy to announce the launch of fully redesigned SmartQuant Framework and OpenQuant 2014 IDE.

What’s new?

The SmartQuant framework has been re-designed and re-programmed from scratch. There may be many frameworks operating in parallel inside one utility on the identical pc.

The framework (API) is open to the top person. You can use it to create your individual buying and selling purposes in Microsoft Visual Studio. See a screenshot of such demo utility under (MS Visual Studio answer with full supply code is included within the OpenQuant 2014 set up)

 

A brand new structure based mostly on the occasion bus idea is the core of the brand new framework. This new structure permits us to effectively make the most of multithreading, caching, steadiness workload and assemble distributed buying and selling purposes.

You can management the occasion move within the EventManager part. You can begin, cease, pause or step to the subsequent occasion with particular kind. You can even set breakpoints as a way to pause the occasion move at particular time limits.

Simulation pace has been elevated dramatically. Parallel technique optimization can now be completed in a number of methods, both by operating a number of remoted framework situations concurrently or by distributing simulator occasions to a number of frameworks linked through occasion bus.

Thanks to the occasion bus and occasion pipes idea, dynamic market information subscriptions throughout simulations are doable now. This was not doable earlier than. This function open doorways to a big subset of methods, corresponding to computerized futures rollovers, choice chains, dynamic portfolio allocation and rebalancing, and so forth.

Multiple suppliers are supported. Providers name technique occasion handlers from the identical thread. Actually all technique occasion handlers are referred to as from the identical thread now and this resolves a large number of conflicts that OpenQuant customers had earlier than, particularly in the actual time mode or whereas utilizing/growing their very own customized suppliers.

Framework clock can depend on pc {hardware} and set off timers (remainders) with nanosecond precision.

Data base engine has been rewritten from scratch. Multiple purchasers accessing information file on the native host or through community are actually supported by way of the info file server service (QuantFileServer). Insert and delete operations are a lot quicker now. The information engine can retailer any named objects, corresponding to devices or portfolios, that are saved now within the information file as an alternative of gradual MS Access database.

Thanks to the QuantFileServer, a number of OpenQuant purposes may be launched concurrently on the identical pc beneath the identical person account.

News and Fundamentals can be utilized in technique simulations.

Execution layer has been rewritten from scratch. Instead of gradual FIX messages the brand new OpenQuant makes use of quick and compact execution messages, which have a set of ordinary predefined fields, however can even have a set of person outlined fields. This considerably quickens simulations and minimizes reminiscence consumption, in order that now OpenQuant is ready to simulate tens of millions of orders in fairly cheap time.

Execution messages are two-way messages now (from and to a dealer). They are both execution instructions or execution stories, in order that it’s doable now to maintain and monitor the whole step-by-step execution historical past related to an order.

Hierarchies of methods and portfolios turn out to be doable. A technique can have little one methods and a portfolio can have a mum or dad portfolio. There isn’t any want for a particular metastaregy class any longer – each technique is usually a metastrategy and you may construct timber of methods of various varieties. For instance because of this now it’s doable to see not solely aggregated, but additionally per instrument portfolio and efficiency statistics for OpenQuant InstrumentStrategy.

OpenQuant 2014 options are regular Microsoft Visual Studio options, which may be opened, compiled, debugged and executed in Visual Studio.

There are a number of technique varieties constructed into framework. Strategies derived from the bottom Strategy class obtain occasions for all devices, whereas InstrumentStrategy creates an occasion per instrument internally. PartStrategy works with Signals propagating by way of a set of technique parts corresponding to DataPart, AlphaComponent, RiskComponent, PositionComponent, ExecutionPart, ReportComponent.

New class of Sell Side Strategies permits to help really artificial devices (pairs, spreads, baskets, and so forth.), that are seen as regular devices to the remainder of framework and to Buy Side Strategies; to implement a wide range of dealer facet methods, corresponding to algorithmic orders, computerized rollovers, and so forth.

A totally new technique logging and monitoring system has been designed and developed.