SmartQuant Discussion
http://www.smartquant.com/forums/

Intrabar Back/Forward Testing, and a few Software questions.
http://www.smartquant.com/forums/viewtopic.php?f=43&t=8564
Page 1 of 1

Author:  RedEye [ Mon Dec 06, 2010 2:30 am ]
Post subject:  Intrabar Back/Forward Testing, and a few Software questions.

This is my first post on the forum. Appologies to all if this topic has previously been exhausted, but I wanted to post after not having seen it directly discussed during my quick survey of existing discussions.

I'm considering purchasing SmartQuant software, before I do I wanted to ask a few questions:

1) Can the software test code using bid/ask data? Can it handle quote data?
2) Can the software back/forward test with intrabar data and execution? (one of my main problems with the other avaivable software in the marketspace is their constant insistance that we reply on end of bar, or open of next bar backtesting order entry/exit. This is unaccepable, so I need a development platform which will work around this.)
3) How well does the software utilize computer processing power/RAM? I have 24G Ram on my machine and an i7 970 6 Core chip. I also run on clouds from time to time. Many other testing programs have built in RAM restrictions (around 2G for most). With this software can I utilize more of my RAM capacity as well as all the cores on the chip?
4) Have people been using this software to connect directly to tear 1 brokers? (i.e. not through standard retail api, such as Interactive or TDAmerifade.)

Thanks for any input/reply offered. I'm hoping that this software package will solve a few of these problems for me and I'll be able to run with it.

Cheers!
Reddy

Author:  Dr. Anton Fokin [ Mon Dec 06, 2010 1:05 pm ]
Post subject:  Re: Intrabar Back/Forward Testing, and a few Software questi

1) Can the software test code using bid/ask data? Can it handle quote data?

Yes, including market depth / level II data

2) Can the software back/forward test with intrabar data and execution? (one of my main problems with the other avaivable software in the marketspace is their constant insistance that we reply on end of bar, or open of next bar backtesting order entry/exit. This is unaccepable, so I need a development platform which will work around this.)

Yes

3) How well does the software utilize computer processing power/RAM? I have 24G Ram on my machine and an i7 970 6 Core chip. I also run on clouds from time to time. Many other testing programs have built in RAM restrictions (around 2G for most). With this software can I utilize more of my RAM capacity as well as all the cores on the chip?

Currently OpenQuant is a 32 bit application due to broker/data provider APIs compiled as 32 bit dlls. We are planning to release 64 bit version with limited subset of data providers (IB, FIX).

4) Have people been using this software to connect directly to tear 1 brokers? (i.e. not through standard retail api, such as Interactive or TDAmerifade.)

You can use FIX connectivity (TT FIX, HotSpot FIX) or develop your own interface.

Regards,
Anton

Author:  RedEye [ Mon Dec 06, 2010 6:30 pm ]
Post subject:  Re: Intrabar Back/Forward Testing, and a few Software questi

Thank you for the quick reply. I see on the new announcements that you're downloading the 64bit demo, I'll download this and start to become familiar with the software.

Thank you.

Author:  Dr. Anton Fokin [ Mon Dec 06, 2010 9:04 pm ]
Post subject:  Re: Intrabar Back/Forward Testing, and a few Software questi

Hi,

yes, we have a 64 bit version of VisualQuant (which is a beta of our new product) but we don't have a 64 bit version of OpenQuant yet, though we are planning to release a 64 bit version of OpenQuant before Christmas, so that you can start with the current 32 bit version and switch to 64 bits in a couple of weeks.

Regards,
Anton

Author:  RedEye [ Tue Dec 07, 2010 1:41 am ]
Post subject:  Re: Intrabar Back/Forward Testing, and a few Software questi

Thank you for claifying, I had not realized there were two seperate platforms.

Author:  Dr. Anton Fokin [ Tue Dec 07, 2010 12:28 pm ]
Post subject:  Re: Intrabar Back/Forward Testing, and a few Software questi

You are welcome to try both indeed though VisualQuant is more like a proof of concept beta currently.

Regards,
Anton

Page 1 of 1 All times are UTC + 3 hours
Powered by phpBB® Forum Software © phpBB Group
https://www.phpbb.com/