Portfolio trading platform

L

leslie

Hello

Has anyone hands-on experience with programmable portfolio trading platforms, especially one accepting IB data feed? If so, please share your experience.

Goal: to trade spreads / pair trade / arbitrage futures markets.

My experience:
-20 years of futures and commodities.
-15 years with TradeStation 2000i ProSuite (a LOT of EasyLanguage code).
-TS2000i is not suitable for pair training; no portfolio manager.
--I have not tried TS9.5

EasyLanguage clones I have purchased and tested:
Clone1:
MultiCharts: simple parts work; portfolio part broker beyond repair; crashes; no tech support. And they don't care…
Clone2:
TraderStudio: broken; crashes, slow; undocumented.

Alternate Platform I have purchased and tested:
-TradingBlox: excellent portfolio risk manager; verbose documentation; horrible programming environment, almost impossible to code anything sophisticated. Stable, does not crash; support is OK.

Please reply based on hands-on experiance.

Thank you in advance.
Leslie
foximoxi@gmail.com
 
Take a look at QuantTerminal. That is what I use to trade a portfolio of futures strategies....I also have experience helping others port their existing strategies from other applications to the platform.
 
Yes I worked a contract for a custom portfolio trading system for a large hedge fund.

It was mostly used for LL index arbitrage, where a Manager would create "baskets" of stocks identical to an index (DOW, SnP, Q's, etc) and look for arbitrage.
 
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If you want to pay $$$, just go with TT Autospreader. The algo language is a little weird (you build these flowcharts), but Autospreader is pro-level stuff. I don't think it takes IB's data though. CQG has a similar product too.
 
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