Recent content by OpenQuant

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    Backtesting and automated trading.

    Take a look at QuantWeb - http://openquant.com/quantweb.html - free to learn, backtest and automate on the web and then you can deploy your strategies in-house with desktop applications.
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    Could anybody please point me to QuantDeveloper's source code?

    You can email us for a quote ;) info@smartquant.com
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    Data Feed collection...

    http://smartquant.com/quantbase.php
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    Rizm platform for algo trading

    http://www.smartquant.com/visualquant.php
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    Looking for a good off-the-shelf screener I can supplement with lots of code

    I would suggest to simply remove entire data series from OQ DB and import again. One month of 1min bars should take minutes if not seconds to import...
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    Looking for a good off-the-shelf screener I can supplement with lots of code

    Hi, please just make sure you don't override / insert data. This is a very slow operation due to streaming nature of OQ DB. If you always import data in chronological order, OQ should do it very fast, with 100K-1M+ ticks per second rate or so. Regards, Anton
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    Java API for startup hi-speed algo trading

    I am not sure about Java, but for C# you can consider this end-to-end algo trading infrastructure that we use in our own HFT trading http://www.smartquant.com/products.php
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    software with milliseconds and L2 in data format

    It has always been possible to capture L2 and backtest with order book events in SmartQuant products...
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    What are the most professional automated trading platforms ?

    Exactly! We are back to business...
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    What are the most professional automated trading platforms ?

    Take a look at this news http://www.smartquant.com/news.php :p
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    Automated Platforms

    OpenQuant / SmartQuant :)
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    list of backtest platforms using .NET

    Just curious why do you need nanosecond precision in .NET DateTime. It's a good thing that microsoft people use ticks to store datetime anyway since it can be utilized in the future under better hardware / OS. We are currently working with other platforms where standard datetime objects have...
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    list of backtest platforms using .NET

    Basically people run time critical HFT systems under Linux / c++. Not just due to DateTime issues but due to the fact that you have no control of what .NET is doing right this moment (sending an order or doing Just in Time compilation of the portion of code that should send this order ;) )
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    list of backtest platforms using .NET

    But don't forget this http://blogs.msdn.com/b/ericlippert/archive/2010/04/08/precision-and-accuracy-of-datetime.aspx when you are talking about fraction of millisecond accuracy ;)
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