Full Version Data management - QuantDATACENTER Capture live data More You can capture real-time data to history using the QuantDATACENTER. Store live Data More The Framework can store the following type of historical data: Trade, Quote, Daily, Bar Time and Market dept. Import historical data More Historical data can be managed through the Historical Market Data Editor or programmatically through the Framework API. Replay historical data Update historical data Delete historical data Work on any timescales configurable in XML format Reuters plug in Bloomberg plug in FeedOS plug in Integration with OneTick Strategy Development - QuantDEVELOPER Integrated Development Environment (MS Visual Studio) More A toolbar and several windows have been added to the IDE to provide tools to define instruments, manage data, create strategies, run simulations and analyze strategy performance results. Industry standard languages (VB .NET, C#) More QuantDEVELOPER is a event based application, providing convenient and sophisticates way of writing your strategies in any .Net language within the Visual Studio environment. Multi assets - Equities, Bonds, Futures, Forex, Options... More Within the same application a list of all instruments (equities, derivatives, bonds, swaps, multi-legged instruments, FX, commodities ect) and trading rules (mono or multi asset) are available. Multi strategy features (with money management) Debug mode (step by step mode) More Your strategies will run at a time step interval to trace internal events, signals and execution flow with high resolution, allowing you to easily detect any bugs. Event Based Use "user configurable" parameters in your strategies Enriched back-test screens More The application has a range of different backtesting statistics views: Performance Summary for Curves and Indicators, Portfolio, Bar Chart, Global Trade, Statistics and Equity Curve Statistics. Customize back-test results Archive back-test results Export back-test results to CSV Optimize strategy's parameters More Historical data can be managed through the Historical Market Data Editor or programmatically through the Framework API. Customize optimization algorithm More With an optimization procedure you can define and test parameters values in order to obtain the best results. Define optimization objectives Strategy Execution - QuantENGINE Switch from back-test to live trading in 1-click More To go from a testing to an execution mode, simply load your precompiled strategy component generated in QuantDEVELOPER into QuantENGINE. Start / Stop individual strategies Alert based strategy / positions monitoring More Create your own alert condition to warn you about your position items based on P&L value, set up your notifi cation mode (sonorous, via email, color codes), and program actions. Monitor aggretated positions Monitor custom values / statistics on strategies Send orders manually Enter transactions manually Integration with External Systems Use plug-ins for Market Data & Execution More The Framework is market data provider and execution provider neutral. You can get Market Data from any feed or source as long as there is a Plugin for that Provider. You can send orders and receive fills to any counter party, including your own internal system, as long as there is a Plugin for that Provider. Use plug-ins for database communication Custom librairies import ODBC plug-in MySQL plug-in Communication with Matlab Documentation Per product documentation Quick start guide API Documentation Tutorials Sample strategies Best practices guide qd版好冷清哦，以后有空发些使用说明上来。