Recent content by VisualQuant

Hi, you can backtest with market depth (order book) precision with OpenQuant. Indeed you can backtest with ticks (quotes and trades) as well. Cheers, Anton

Hi, you can capture live market data feed into OpenQuant historical data base and then use (replay) this data for strategy development and testing. You can also capture market depth data and build bars of any type and size from historical ticks on the fly. Cheers, Anton

We have stochastic optimization (simulated annealing) in OpenQuant. Check it out... Cheers, Anton

Hi, you are welcome to take a look at this FAQ discussing spread/pair trading strategy development with OpenQuant http://www.smartquant.com/forums/viewtopic.php?f=64&t=6566 Cheers, Anton

Hi, you can try OpenQuant. We've taken special care recently to improve OQ latency and we observe 0.2 ms latency for order submission (with GUI and data collection running in parallel). As for the data rate, I think you should also take into account that the broker API or FIX engine can...

Are you talking about automated trading platftorms or automated trading? Which game is over ? :) Cheers, Anton

I think what we suggest is to port the code to C++.NET (use Mono if you want to run it on Linux or Apple. I've checked Mono again recently and it seems like they are doing well with Novell support) and use .NET reflection to be able to access parameters on the fly. OpenQuant (and other...

I believe reflrection is a standard technique for C# programs these days, see attached screenshot (I think you can do the same in Java).

I believe reflection is a pretty standard technique for C# application (I think you can do the same in Java) these days.

OpenQuant can backtest on Level II / Market Depth / Order book data... since 1997 :)