OpenQuant is an Automated Trading System (ATS) Development Platform for retail traders designed around the well known SmartQuant Financial Data Analysis and Trading Framework. The framework has been under development since 1997 and it is currently used by leading financial institutions all around the globe.

Features

- OpenQuant is developed on top of the leading institutional trading framework.
- real strategy development languages: C# and VisualBasic.NET
- no scripting. OpenQuant always runs compiled code, providing you with the highest possible performance
- portfolio level system backtesting and trading
- multiple asset classes (equities, futures, options, ETF, FOREX)
- 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 scanner
- market depth and order book support
- time, tick, volume and range bars
- 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 stochastic optimization
- high performance backtesting and simulations, up to 500.000+ ticks per seconds and more powered by built-in QuantServer data engine
- market, stop, limit, stop limit orders. OCA (One Cancels All) groups. OCA groups simulated internally for brokers not supporting OCA natively
- direct order management: Send, Cancel, Replace orders
- autoexecution, order routing, FIX support, QuickFIX built-in engine. One click switch from simulation to live trading mode

Data Feeds and Brokers

IB, PATS, TAL, ESignal, Photon Trader, MB Trading, TAQ, YAHOO, CSI, Open Tick, IQ Feed, Genesis, Open E Cry, TT X_Trader® via TT FIX Adapter and XTAPI, FIX providers support, QuoteTracker support