请ilian可否抽空再对WLD和OQ的最新版本作个比较?

Discussion in 'OpenQuant' started by hylt, Apr 27, 2008.

  1. Wealth-Lab Developer Release History
    http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/getpage?page=WLD3Release.htm
    What's new in Wealth-Lab Pro 5.0
    http://personal.fidelity.com/products/atp/content/whatsnew_wealthlab.shtml

    Wealth-Lab Developer 4.0 is sold for a one-time licensing fee of $650.
    Upgrade Policy:
    We issue "Build" updates periodically to add new features and fix bugs. Build updates are always free.
    Point upgrades will occur approximately every six months, once major new features are integrated.
    Each license allows one free "point" upgrade. For example, if you purchase a license for version 4.00, you will be able to upgrade to 4.01 free of charge.
    Point upgrade licenses can be purchased for $100. For example, if you currently have a license for version 3.0, but not 3.01, and want to upgrade to version 4.0, you can purchase a 4.0 upgrade license for $100. This entitles you to upgrade to 4.0 and then 4.01 for free.
    If you wish to keep your current version you can do so without worry, even if you change computers. All older versions will be available to existing customers.
     
  2. OpenQuant
    OpenQuant is an Automated Trading System (ATS) Development Platform for retail traders designed around the well known SmartQuant Financial Data Analysis and Trading Framework. The framework has been under development since 1997 and it is currently used by leading financial institutions all around the globe.
    Our mission is to provide individual traders with an industrial strength strategy development, debugging, backtesting, simulation, optimization and automation platform that helps to "Trade Like a Hedge Fund".

    Features
    - OpenQuant is developed on top of the leading institutional trading framework and provides you with a clear upgrade path to professional suite of institutional products and services available from www.quanthouse.com
    - real strategy development languages: C# and VisualBasic.NET
    - no scripting. OpenQuant always runs compiled code, providing you with the highest possible performance
    - portfolio level system backtesting and trading
    - multiple asset classes (equities, futures, options, ETF, FOREX)
    - multi-currency accounting and simulations
    - truly event-driven architecture. There is no artificial "for" backtesting loop. Strategies run in the simulation mode exactly the same way as they run in the live trading mode
    - multiple trading systems
    - intraday backtesting and automated trading with tick data
    - market scanner
    - market depth and order book support
    - time, tick and volume bars
    - multiple time-frame support
    - technical analysis library with more than hundred indicators
    - user defined indicators
    - financial mathematics and quantitative analysis library (derivative pricing, implied volatility, etc.)
    - linear algebra library (vector and matrix operations)
    - strategy optimization, including stochastic optimization
    - high performance backtesting and simulations, up to 500.000+ ticks per seconds and more powered by built-in QuantServer data engine
    - market, stop, limit, stop limit orders. OCA (One Cancels All) groups. OCA groups simulated internally for brokers not supporting OCA natively
    - direct order management: Send, Cancel, Replace orders
    - autoexecution, order routing, FIX support, QuickFIX built-in engine. One click switch from simulation to live trading mode

    Data Feeds and Brokers:
    IB, PATS, TAL, ESignal, Photon Trader, MB Trading, TAQ, YAHOO, CSI, Open Tick, IQ Feed, Genesis, Open E Cry, TT X_Trader?via TT FIX Adapter and XTAPI, FIX providers support, QuoteTracker support

    Pricing
    Perpetual License USD 749
    Monthly Lease USD 49.99/month

    Release History
    http://www.smartquant.net/news/
     
  3. 价格方面,OQ没有升级费,总成本比WLD便宜。
    功能方面,OQ现在版本也有了
    - multiple trading systems
    - portfolio level system backtesting and trading

    我只是看说明,没有安装使用,请ilian兄有空研究。
     
  4. OpenQuant在任何方面都做的比较糟糕:包括文档,用户界面,复杂度,策略架构体系,资源,交易策略回溯测试绩效报告,以及其它功能,总之很多功能是有但是做的都是很简陋的。
     

  5. 哦, 我听了别人评价, 还以为很厉害, 原来是吹水. 谢谢ilian!


    另一user的报告
    http://www.hylt.net/vb/showthread.php?t=13656
     
  6. 那么QD也是一样的功能有却简陋吗?