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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
  11. O

    List of Programs/Interfaces that allow for Automated Options Trading?

    OpenQuant , www.smartquant.com
  12. O

    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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    list of backtest platforms using .NET

    DateTime is stored in the historical database as a number of ticks (i.e. long), so I think the answer is yes. You don't see milliseconds or fractions of milliseconds in OpenQuant GUI windows such as the data manager, but you can print trade.DateTime.Ticks from a strategy code and check it...
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    list of backtest platforms using .NET

    I believe you can use third party dlls with OpenQuant as well. It's the same c#/.NET as in NT. Cheers, Anton
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    list of backtest platforms using .NET

    Hi, each OpenQuant strategy has a Portfolio object attached, which in turn has Account object, which you can access from your strategy. You can check account status before submitting the second order. This account is maintained by OpenQuant and is based on the initial money allocation and...
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    list of backtest platforms using .NET

    I am just curious why don't you want to backtest with OpenQuant?
  20. O

    Need a expert on API trading systems / and pattern Recognition

    You are welcome to pm me and give a bit more details about your project. We have a good codebase at SmartQuant, as well as a team of experienced developers.
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