OpenQuant - SmartQuant's new product for the retail market

I am interested in using OpenQuant to automate my trading with IB. Could anyone recommend a programmer/developer that could code my strategy in OpenQuant?

Thanks

the_inspector
 
Has anyone out there had experience with having SmartQuant actually do the programming for their strategy? I am interested in any and all feedback. Feel free to post here on the thread or PM me if that is preferable. I would also like to hear from any ET members who have experience with OpenQuant and may be interested in programming some strategies.
 
Quote from acerbits:

Anton, could you post a list of differences between OpenQuant and QuantDeveloper?

Hi,

these two products walk different paths now, so I don't think it's correct to compare them feature by feature.

There are two essential points though:

- you can develop OpenQuant and other (I would say any) financial products for your quantitative analysts and trading desk people with QuantDeveloper framework but not a vice versa.

- QuantDeveloper and other institutional products from QuantDeveloper suite allow to deploy distributed trading architecture with centralized data warehouse, strategy developer seats, trader seats, black/gray boxes co-located with QuantHouse low latency infrastructure, etc.

There was a comment on another ET thread regarding QuantHouse and QuantDeveloper

QH will be building on it to bring it up to a level competitive with other products aimed at larger hedgefunds. That's the attraction of of QD...a stable and fairly scalable fasttrack into a marketplace QH want a piece of.

It's also a sign that what QD offers, good as it is, is becoming increasingly commoditized. QH obviously see more value concentrating their development efforts on advanced functionality rather than the platform.

This is exactly what's going on with QuantDeveloper and other SmartQuant products re-branded by QuantHouse. Thus, again, I think feature to feature comparison would not be that correct since QuantHouse is constantly adding new institutional features to their product suite following their user requests.

If you want to learn more about QuantDeveloper and QuantHouse institutional product set (QuantFactory), you are welcome to visit www.quanthouse.com and talk to QuantHouse personnel.

OpenQuant is an end user application for retail traders and startegy developers which allows to develop and automate complex quantitative trading strategies and I think OpenQuant is doing well in this niche. There are no artificial limitations that were introduced - OpenQuant can do all that other similar retail products can do and more. An unique situation with OpenQuant is that it's developed on top of the same framework that is used by QuantHouse in their product suite. Although the framework itself (and all the features it can support) is not exposed to the end user, retail traders can benefit from the fact that the retail platform is as stable, reliable and well tested as the institutional one.

Regards,
Anton
 
Quote from AutoMate:

Has anyone out there had experience with having SmartQuant actually do the programming for their strategy? I am interested in any and all feedback. Feel free to post here on the thread or PM me if that is preferable. I would also like to hear from any ET members who have experience with OpenQuant and may be interested in programming some strategies.

FYI. We have recently started a special section on our forum to connect strategy programmers and traders interested in coding / automating their quantitative trading strategies.

http://www.smartquant.com/forums/viewforum.php?f=62

Regards,
Anton
 
Hi! You have not reply my question.

Quote from Buddha_E:

I am wondering if OpenQuant can be use with GL Trade? I am very interested to develop a ATS. Please advice:D
 
Hi,

GL Trade is an institutional service, so that we do not support it in OpenQuant out of the box. You are welcome to contact QuantHouse, www.quathouse.com , to discuss if their product suite offers GL Trade connectivity or if they can help you developing this interface.

OpenQuant supports IB, Open E Cry, MB Trading, TT FIX/API, Genesis, PATS execution services.

Regards,
Anton
 
anton

a couple of questions re openquant if you dont mind.

can i program quant strategies based on real time and historical bid and ask data rather than in last data? can i model complex products ie option combos, future spreads?

does the tws api connection offer robust and reliable automation of hi freq strategies with openquant? i mean, in which cases would you recommend going for the fix alternative either with IB or a low latency TT fix solution?

thanks
 
I have two questions on openquant:

1. How save is my code when third executers work the orders manually. Is there a password protection system like in easylanguage ?


2. Is there a product like dynaloader that reloads for example the last 2 hours of data form lets say esignal when it was not correctly transmitted ?

Thank you
 
Quote from OpenQuant:

It's probably a question to the author of Trade Like a Hedge Fund book who decided that you can trade like a hedge fund without any money management :)

But I think that in order to introduce a simple money management scenario into, for example, OpenQuant slow turtle example you just need to write something like

Qty = Portfolio.GetTotalEquity() / ATR[bar];

instead of

Qty = 100;

We can add an example in OpenQuant install in one of the next releases.

Hi there what do you mean by that statement didnt the author have any money management section included?

Cheers
 
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