QuantWeb is SmartQuant high frequency algo-trading infrastructure running on a cloud server with web front-end.

Develop a trading startegy in your web browser in C# or Python, then build, backtest or trade it live on a cloud or co-located server and monitor strategy execution in the browser window.

What is the main difference between QuantWeb and other projects that allow to develop algo trading strategies in your web browser?

QuantWeb runs on top of SmartQuant institutional framework and products, which take into account every aspect of HFT (high frequency trading), including Level2 and order book backtesting, pluggable execution simulators, FIX messaging, smart order routing, execution algorithms, sell side strategies and many other features.

QuantWeb is an enterprise-wide setup, which can be deployed on your company servers. Once you develop a trading strategy with QuantWeb, you can run it in-house with SmartQuant desktop products.

FIX/API Brokers
FIX/API Data Feeds
Market Data Base
Instrument Data Base
QuantRouter
QuantBase
OpentQuant
Backtesting Strategy
OpentQuant
Paper Trading Strategy
OpentQuant
Live Trading Strategy
QuantController
Web Browser Client
Web Browser Client
Web Browser Client

Aggregation, consolidation and replication of multiple data feeds
Smart order routing to multiple brokers
Feed aggregation and order execution algorithms
Risk management and limits
Portfolio consolidation and reporting

Historical data server with multiple user access
Time series and financial objects data base

Strategy simulation, optimization and live trading engine

QuantController is a server application which complements the SmartQuant products to enable an efficient management of distributed trading architecture.

Strategy development IDE (Integrated Development Environment). Develop a trading startegy in your web browser. Backtest or trade it live on a cloud server. Control strategy execution (change parameters, send custom commands), monitor strategy performance and output in the browser window.