- developed on top of the leading institutional trading framework

- real strategy development languages: C# and Python

- startegies can be compiled with MS Visual Studio as stand alone applications

- distributed, scalable client server architecture

- portfolio level system backtesting and trading

- multiple asset classes (equities, futures, options, ETF, FX, Multileg, Synthetic)

- 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 depth and order book support

- time, tick, volume, range and user defined bars constructed on the fly

- 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 multicore brute force, parallel stochastic and genetic optimization

- high performance multithreaded backtesting and simulations, up to 10.000.000+ ticks per seconds

- event bus, event correlator and CEP (complex event processing)

- market, stop, limit, stop limit, pegged and algo orders. OCA (One Cancels All) groups. OCA groups simulated internally for brokers not supporting OCA natively

- direct order management with low level executon commands and reports

- autoexecution, smart order routing, FIX support, QuickFIX built-in engine

- pluggable execution simulators and order matching engines

- sell side strategies and execution algorithms

IB, PATS, TAL, ESignal, Photon Trader, MB Trading, TAQ, YAHOO, Google, CSI, Open Tick, IQ Feed, QuoteTracker, Genesis Securities, Nordic Stock Exchange, Open E Cry, New Edge, Morgan Stanley, TT X_Trader via TT FIX Adapter and XTAPI, CQG FIX, Lightspeed, HotSpot FIX, Currenex FIX, Integral FIX, DB (Deutsche Bank) FIX, Generic FIX providers support

AlfaDirect, ItInvest, QUIK, OSL FIX, QUIK FIX, Finam TRANSAQ, Plaza II

An open interface to develop custom data and execution provider plugins

Introduction to OpenQuant 2014

Developing Algo Trading Applications with SmartQuant Framework

Developing Algo Trading Strategies with SmartQuant Framework

OpenQuant 2014 Frequently Asked Questions

API References

Class References