I am looking to get more involved in quantitative trading. I have worked on fundamental and technical strategies and would like to incorporate what I have learned into a medium frequency strategy that covers several different asset classes. I would appreciate any feedback from members regarding my questions.
Are there any vendors providing a one stop solution for integrating all of your work flow components effectively? For example data feeds, Matlab/R, API/FIX engine and certified FIX lines, data visualization tools, backtesting tools and/or black box strategy.
Quant Trading Platforms
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goldorak
- Posts: 0
- Joined: Thu Jan 01, 2004 12:00 am
Quant Trading Platforms
well, try
"data feeds, Matlab/R, API/FIX engine and certified FIX lines, data visualization tools, backtesting tools and/or black box strategy."
in google.com
that may be a first answer. It even looks like we have entered a feedback loop...
Automated Trading systems | WallStreetOasis.com
www.wallstreetoasis.com › Forums › Traders Train
1 day ago – For example data feeds, Matlab/R, API/FIX engine and certified FIX lines, data visualization tools, backtesting tools and/or black box strategy.
Automated trading systems | WallStreetOasis.com
www.wallstreetoasis.com › Forums › Hedge Funhouse
2 days ago – For example data feeds, Matlab/R, API/FIX engine and certified FIX lines, data visualization tools, backtesting tools and/or black box strategy.
Quant Trading Platforms - Nuclear Phynance
nuclearphynance.com/Show%20Post.aspx?PostIDKey=159185
20 hours ago – For example data feeds, Matlab/R, API/FIX engine and certified FIX lines, data visualization tools, backtesting tools and/or black box strategy.
Automated Trading Resources - 股通维基百科
www.gutone.com/mediawiki/index.../Automated_Trading_Resources
28 Jan 2010 – 4 DataFeeds; 5 Brokerage API; 6 Software; 7 Server Technology; 8 Historic Data .... It provides tooling for backtesting the strategy against historical data, and a separate .... their own black box strategy, GAIN Capital supports fully automated trade execution via a standard FIX protocol or web-services API.
"data feeds, Matlab/R, API/FIX engine and certified FIX lines, data visualization tools, backtesting tools and/or black box strategy."
in google.com
that may be a first answer. It even looks like we have entered a feedback loop...
Automated Trading systems | WallStreetOasis.com
www.wallstreetoasis.com › Forums › Traders Train
1 day ago – For example data feeds, Matlab/R, API/FIX engine and certified FIX lines, data visualization tools, backtesting tools and/or black box strategy.
Automated trading systems | WallStreetOasis.com
www.wallstreetoasis.com › Forums › Hedge Funhouse
2 days ago – For example data feeds, Matlab/R, API/FIX engine and certified FIX lines, data visualization tools, backtesting tools and/or black box strategy.
Quant Trading Platforms - Nuclear Phynance
nuclearphynance.com/Show%20Post.aspx?PostIDKey=159185
20 hours ago – For example data feeds, Matlab/R, API/FIX engine and certified FIX lines, data visualization tools, backtesting tools and/or black box strategy.
Automated Trading Resources - 股通维基百科
www.gutone.com/mediawiki/index.../Automated_Trading_Resources
28 Jan 2010 – 4 DataFeeds; 5 Brokerage API; 6 Software; 7 Server Technology; 8 Historic Data .... It provides tooling for backtesting the strategy against historical data, and a separate .... their own black box strategy, GAIN Capital supports fully automated trade execution via a standard FIX protocol or web-services API.
If you are not living on the edge you are taking up too much space.
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HockeyPlayer
- Posts: 0
- Joined: Thu Jan 01, 2004 12:00 am
Quant Trading Platforms
There are lots of platforms, with some more details about what you need, you may be able to get advice as to which would be the best fit for you.
We build everything ourselves, but I know that TradeStation and NinjaTrader are both quite popular with retail traders.
We build everything ourselves, but I know that TradeStation and NinjaTrader are both quite popular with retail traders.
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drolles
- Posts: 0
- Joined: Thu Jan 01, 2004 12:00 am
Quant Trading Platforms
jm2525,
There are a number, it really depends on your requirements (like all good software selection projects).
I’ve attached a screen shot of a very rough and ready spreadsheet I pulled together when I was last looking for a platform. Please note, it is draft and not complete (hopefully, I have managed your expectations accordingly).
It sounds like one of your requirements could be the degree of quantitative work you need to do. Goldorak points out MatLab is a strong contender then. It isn’t on my list (attached) as I can handle most calculations in OpenQuant / TradeLink (c#) – i.e. my quantitative needs I would say are minimal.
Be prepared to get it wrong a few times as well, I started on Esignal, moved to NinjaTrader, then to TradeLink now to OpenQuant. Frustrating, but unfortunately I appear to hit the bounds of the solutions quickly.
Good luck.
drolles
[img]/User%20Files/8715/Platform%20requirements%20analysis%20-%20draft.JPG[/img]
[url=/User%20Files/8715/2011-12%20-%20Platform%20requirements%20analysis.xls]Attached File: 2011-12 - Platform requirements analysis.xls[/url]
(edit - 21/04/2012 - added the actual sheet)
There are a number, it really depends on your requirements (like all good software selection projects).
I’ve attached a screen shot of a very rough and ready spreadsheet I pulled together when I was last looking for a platform. Please note, it is draft and not complete (hopefully, I have managed your expectations accordingly).
It sounds like one of your requirements could be the degree of quantitative work you need to do. Goldorak points out MatLab is a strong contender then. It isn’t on my list (attached) as I can handle most calculations in OpenQuant / TradeLink (c#) – i.e. my quantitative needs I would say are minimal.
Be prepared to get it wrong a few times as well, I started on Esignal, moved to NinjaTrader, then to TradeLink now to OpenQuant. Frustrating, but unfortunately I appear to hit the bounds of the solutions quickly.
Good luck.
drolles
[img]/User%20Files/8715/Platform%20requirements%20analysis%20-%20draft.JPG[/img]
[url=/User%20Files/8715/2011-12%20-%20Platform%20requirements%20analysis.xls]Attached File: 2011-12 - Platform requirements analysis.xls[/url]
(edit - 21/04/2012 - added the actual sheet)
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drolles
- Posts: 0
- Joined: Thu Jan 01, 2004 12:00 am
Quant Trading Platforms
jm2525,
Another source you might consider:
TickZoom Comparison
kind regards,
drolles
Another source you might consider:
TickZoom Comparison
kind regards,
drolles
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mtatrader
- Posts: 1
- Joined: Thu Jan 01, 2004 12:00 am
Quant Trading Platforms
Drolles,
Very good xls sheet!
Interesting ur platform choices! I myself am using ninjatrader and wonder what was ur main benefits for moving from this platform to openquant.
I'm not personally using tick data (which i know is frightfully unstable in ninjatrader).
Im now using ninjatrader and then porting the trades out to java to retest them (kind of like a soak test / verification test (to test the correlation between trade systems etc)). I have also built out monitoring libraries in java (via sms) to monitor the ninjatrader platform (im sure u know why). Im just about to use virtualisation to have a confirm / check trade on the platform so as i can be sure everythings okay etc.
Was considering moving to R but unsure as i have a lot of work build into ninjatrader now.
Any pointers to why you moved away from it would be useful.
Very good xls sheet!
Interesting ur platform choices! I myself am using ninjatrader and wonder what was ur main benefits for moving from this platform to openquant.
I'm not personally using tick data (which i know is frightfully unstable in ninjatrader).
Im now using ninjatrader and then porting the trades out to java to retest them (kind of like a soak test / verification test (to test the correlation between trade systems etc)). I have also built out monitoring libraries in java (via sms) to monitor the ninjatrader platform (im sure u know why). Im just about to use virtualisation to have a confirm / check trade on the platform so as i can be sure everythings okay etc.
Was considering moving to R but unsure as i have a lot of work build into ninjatrader now.
Any pointers to why you moved away from it would be useful.
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drolles
- Posts: 0
- Joined: Thu Jan 01, 2004 12:00 am
Quant Trading Platforms
You are welcome on the xls, I hope it is helpful to someone.
I could rattle on for ages with regards to selection criteria for backtesting and trading platforms, in summary it comes back to what I said earlier – it depends on your requirements.
See my post here for a reference to NT: [url=/Show%20Post.aspx?PostIDKey=159348]NT Post[/url]
It sounds like you have put in some fairly robust infrastructure to address some of NTs short comings; that’s quite impressive. I’m sure the TradeLink guys and girls would love to have you on the team if you ever consider contributing to an open source project TL.
Cheers,
drolles
I could rattle on for ages with regards to selection criteria for backtesting and trading platforms, in summary it comes back to what I said earlier – it depends on your requirements.
See my post here for a reference to NT: [url=/Show%20Post.aspx?PostIDKey=159348]NT Post[/url]
It sounds like you have put in some fairly robust infrastructure to address some of NTs short comings; that’s quite impressive. I’m sure the TradeLink guys and girls would love to have you on the team if you ever consider contributing to an open source project TL.
Cheers,
drolles