SmartQuant OpenQuant 2014 x64 (Aug 2016)

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 below growth since 1997 and it’s at the moment 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 will be many frameworks working in parallel inside one utility on the identical pc.

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

A brand new structure primarily based 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, stability workload and assemble distributed buying and selling functions.

You can management the occasion circulate within the EventManager element. You can begin, cease, pause or step to the following occasion with particular sort. You can even set breakpoints as a way to pause the occasion circulate at particular time limits.

Simulation pace has been elevated dramatically. Parallel technique optimization can now be achieved in a number of methods, both by working a number of remoted framework cases 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 knowledge subscriptions throughout simulations are doable now. This was not doable earlier than. This function open doorways to a big subset of methods, comparable to automated futures rollovers, choice chains, dynamic portfolio allocation and rebalancing, and so on.

Multiple suppliers are supported. Providers name technique occasion handlers from the identical thread. Actually all technique occasion handlers are known 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/creating 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 knowledge file on the native host or through community are actually supported by the information file server service (QuantFileServer). Insert and delete operations are a lot sooner now. The knowledge engine can retailer any named objects, comparable to devices or portfolios, that are saved now within the knowledge file as a substitute of sluggish MS Access database.

Thanks to the QuantFileServer, a number of OpenQuant functions will be launched concurrently on the identical pc below the identical consumer account.

News and Fundamentals can be utilized in technique simulations.

Execution layer has been rewritten from scratch. Instead of sluggish FIX messages the brand new OpenQuant makes use of quick and compact execution messages, which have a set of normal predefined fields, however can even have a set of consumer outlined fields. This considerably quickens simulations and minimizes reminiscence consumption, in order that now OpenQuant is ready to simulate thousands and thousands 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 experiences, in order that it’s doable now to maintain and monitor all the step-by-step execution historical past related to an order.

Hierarchies of methods and portfolios change into doable. A technique can have youngster methods and a portfolio can have a dad or mum portfolio. There is not any want for a particular metastaregy class any longer – each technique generally is a metastrategy and you’ll construct bushes of methods of various sorts. For instance because of this now it’s doable to see not solely aggregated, but in addition per instrument portfolio and efficiency statistics for OpenQuant InstrumentStrategy.

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

There are a number of technique sorts constructed into framework. Strategies derived from the bottom Strategy class obtain occasions for all devices, whereas InstrumentStrategy creates an occasion per instrument internally. ElementStrategy works with Signals propagating by a set of technique elements comparable to DataElement, AlphaComponent, RiskComponent, PositionComponent, ExecutionElement, ReportComponent.

New class of Sell Side Strategies permits to assist actually artificial devices (pairs, spreads, baskets, and so on.), 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, comparable to algorithmic orders, automated rollovers, and so on.

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