QuantDEVELOPER Features

Discussion in 'QuantDeveloper' started by cbi_luoy, Aug 27, 2010.

  1. Built-in low latency market data adapter with QuantHouse adapter
    Many order routing plug-ins available
    Component based strategy design.
    Use a pre-defined set of components and design your strategy with a few mouse clicks
    No scripting
    Import your strategy as a MSVS .NET solution or as a canned executable
    Multiple strategies can run within a meta-strategy
    Strategy debugging mode
    High performance back-testing, up to 500,000+ ticks per seconds and more
    FIX object layer supports any type of financial instruments
    Portfolio level system back-testing and trading
    Multi-currency accounting and simulations
    Multi assets class
    Event-driven design
    Intraday back-testing and trading
    Multiple time-frame support
    Technical analysis library
    Auto-execution, order routing, FIX support, one click switch from simulation to live trading mode
    Built-in support for QuickFIX engine
    Low-level strategy automation