Python Support for QuantWeb
Python programming language is getting quite popular among quants all around the globe. Following our customer's requests we have added Python (IronPython) support for QuantWeb.
Check out SmartQuant QuantWeb running on Amazon cloud.
QuantWeb is a complete SmartQuant algo-trading infrastructure running on a cloud server with web browser front-end and serving multiple users. Such enterprise-wide setup can be deployed on your company cloud, in-house or co-located server. It can also be used in educational and social trading projects.
Register and get a free QuantWeb account.
MOEX FIX (http://www.moex.com/en/) market data and execution provider is available.
Portrata Partners with SmartQuant
About the company:
Portara is a trading technology application that wraps itself around the whole of CQG Datafactory databases and allows the extraction of continuous back-adjusted data down to the 1 minute resolution. Data output is homogenous ASCII/CSV/TXT is platform neutral and is guaranteed to operate through any database repository. Portara has the largest reach of data access globally covering all futures FX and cash market exchanges. View Portara's extensive databases
Portara infrastructure has been built in collaboration with CQG to solve the huge cost burden associated typically with institutional database modelling of this nature. Data is from inception 1968 for Daily - 1983 for 1 minute bar. Portara's $3m+ CQG Datafactory databases are available via flexible subscription at many 100x fold less in cost than conventional data purchases. Portara has many of the world's top CTA's, banks and hedge funds who have provided testimonials and have Portara integrated into their daily trading solutions.
Partnership with SmartQuant:
Portara has partnered with SmartQuant so that professional traders hedge funds and institutional trading groups can combine a verifiable world-class data source into the SmartQuant framework. Portara has developed an API for SmartQuant professionals to allow programmatic calls direct to CQG databases from within the framework itself Watch the SmartQuant and PortaraAPI Video The API may also be used within SmartQuant for users wishing to research sell-side strategies.
OpenQuant 2014 Passes Currenex FIX Certification
We are pleased to announce that OpenQuant 2014 Currenex FIX plugin has passed official certification. This plugin is available as a native OpenQuant 2014 plugin.
OpenQuant 2014 Passes HotSpot FIX Certification
We are pleased to announce that OpenQuant 2014 HotSpot FIX plugin has passed official certification. This plugin is available as a native OpenQuant 2014 plugin.
OpenQuant 2014 Public Beta
We are pleased to announce that OpenQuant 2014 beta goes public.
SmartQuant Joined Trading Technologies TT Connected Partner Program
We are pleased to announce that SmartQuant passed TT conformance test and joined TT Connected Partner Program
The TT Connected Partner designation means the partner product has passed conformance testing conducted by TT and has been deployed in production with TT end users.
SmartQuant's QuantDesk platform includes OpenQuant IDE, which enables trading strategy research, development and simulation, QuantTrader, a production deployment engine for automated trading strategies developed with OpenQuant, QuantRouter for feed replication, consolidation, aggregation, transformation and smart order routing, and QuantBase for real-time feed capture and centralized data management.
Phone: +1 646.546.5648
Founded in 2003, SmartQuant Ltd develops end-to-end algo trading solutions for quantitative hedge funds and institutional trading groups.
SmartQuant's mission is to provide emerging quant managers with an industrial strength strategy development, back testing, optimization and automation platform.
SmartQuant Introduces QuantController Solution
As the algo trading infrastructure grows along with the growth of the quant team and with more strategies being designed and backtested in the development environment (OpenQuant) and traded live in the production environment (QuantTrader), the efficient management of the distributed infrastructure becomes an important task.
The typical institutional setup includes several OpenQuant and QuantTrader instances, as well as additional server applications such as the QuantRouter, distributing the market data feeds between strategies and routing orders between the trading boxes and the (possibly multiple) brokers, and the QuantBase, capturing real time data into historical database and enabling the centralized management of the historical data. These components can reside on the same or different computers on the local network, run in the cloud or be co-located on the broker servers.
QuantController is a new server application in the SmartQuant family of products designed specifically to monitor and manage such a growing distributed trading setup and to enable additional reporting capabilities across multiple applications.
Please contact us for more details at email@example.com.
SmartQuant at Trading and Investment Risk Conference
Arthur M. Berd, SmartQuant Strategic Partner, will be speaking at the inaugural Trading and Investment Risk conference in London on April 1-4, 2014, where he will speak about "Building the quant factory - an industrial approach to investment management". The conference features many of the best known investment and risk management experts in the world from both buy-side and sell-side. The organizers have also asked Arthur to share his views in an exclusive interview, which can be found at the following link: http://www.tradingandinvestmentrisk.com/static/interview-2
SmartQuant Passes Trading Technologies TT FIX Adapter Conformance Test
We are pleased to announce that in addition to the CME, CBOT, Eurex & LIFFE Future & Option Products and CBOE Future Products, SmartQuant applications now support Future and Option Products on ICE IPE Exchange.
SmartQuant Source Code License
We are pleased to announce that the source code license is now available for selected customers. The source code license is an enterprise-wide license and covers SmartQuant framework and SmartQuant Algo Trading Infrastructure product suite (OpenQuant, QuantTrader, QuantBase and QuantRouter).
Please contact us for more details at firstname.lastname@example.org.
OpenQuant 2014 Launch
We are pleased to announce the launch of completely redesigned SmartQuant framework and OpenQuant 2014 IDE.
You are welcome to contact us at email@example.com to get a copy of OpenQuant 2014 preview and to take part in the beta testing program.
Happy New Year!
SmartQuant Partners with LightSpeed Institutional
SmartQuant has partnered with LightSpeed Institutional to provide to its clients that employ algorithmic trading strategies a streamlined access to LightSpeed Gateway solution and the best possible access to the markets without the stringent requirement of co-location and with the flexibility of choosing their own market data subscriptions and other elements of modular strategy implementation. Using SmartQuant products, these clients can develop and deploy their own strategies across any of the asset classes offered by LightSpeed.
Happy Holidays and Best Wishes!
We wish you a very successful and prosperous 2013, and hope that our products will help you make the most of the investment and trading opportunities next year. And we would like to offer you a little contribution to make it all possible -- a special holiday discount for the OpenQuant products if you purchase them until January 14, 2013
SmartQuant Passed TT FIX Adapter 7.8 Conformance Test
SmartQuant Ltd., the leading provider of end-to-end algo trading solutions, is happy to announce that its suite of algo trading products has successfully passed TT FIX Adapter 7.8 conformance test.
SmartQuant at the Quant Invest New York
SmartQuant Ltd. is happy to announce that Arthur M. Berd, Strategic Partner in charge of its business development and institutional sales, will be speaking at the Quant Invest New York, a major industry conference to be held in New York on December 4-5 together with a simultaneous "co-located" conference HFT World New York.
On Tuesday December 4, the conference will feature a joint session where leading investment managers and institutional investors will discuss all aspects of quantitative investment process, from algorithmic trading to behavioral and artificial intelligence models and from risk management to big data analysis.
On Wednesday December 5, the conference will feature two streams, a stream on High Frequency Trading, and a stream of Quant Investing, where Arthur M. Berd will give a presentation on "Navigating Macro Risks: Prediction, Protection and Profit".
If any of our clients wish to attend this conference, please feel free to register using Arthur's exclusive speaker discount of 15%, by contacting the organizers via the conference link and providing them the promo code: FESE
SmartQuant at the Global Derivatives USA
SmartQuant Ltd. is happy to announce that Arthur M. Berd, Strategic Partner in charge of its business development and institutional sales, will be speaking at the Global Derivatives USA, a major industry conference to be held in Chicago next week, November 13-15.
On Tuesday November 13, the conference will host a High Frequency Trading Summit where a number of industry experts and academic researchers will present on topics ranging from backtesting of algorithmic strategies and modeling the market impact to inventory management and overview of structural changes in the marketplace.
On Wednesday November 14, the conference will feature a stream on practical techniques in portfolio and risk management, where Arthur M. Berd will participate in a panel discussion entitled "Creating Optimal Hedging Strategies For 2013 & Beyond". Other streams of the conference will feature presentations on advanced volatility modeling and trading techniques, on practical innovations in valuation, and on the latest developments in derivatives regulation.
On Thursday November 14, Arthur M. Berd will give a presentation on "The Impact Of Tail Risk Protection On The Investment Management Industry". Besides the stream on portfolio management, the conference will also feature on that day the streams on volatility, interest rates, FX, inflation and commodities trading and modeling.
If any of our clients wish to attend this conference, please feel free to register using Arthur's exclusive speaker discount of 15%, by contacting the organizers via the conference link and providing them the VIP code: FKN2342EMSPK
SmartQuant Releases QuantTrader Application
Paper and live trading of compiled strategies imported from OpenQuant as dll.
QuantTrader is a lightweight version of the OpenQuant designed specifically as a production deployment engine. It has the same paper and live trading capabilities, including portfolio and strategy monitoring, but does not offer the simulation mode or ability to change the code (strategy parameters can still be changed).
Once the strategy is defined and optimized in the OpenQuant integrated development environment, it can be compiled and exported into a package together with its relevant settings. This package can then be imported into QuantTrader and run in various production environments: from trading server, in co-location, etc.
Being lightweight, QuantTrader is also more robust and suitable for automated trading. The strategy source code is invisible, allowing for more secure deployment in shared environments such as co-location, or other situations where confidentiality is required.
Importantly, QuantTrader is also less expensive, which is particularly relevant when deploying potentially many different strategies produced by the same researchers.
SmartQuant Releases QuantBase 2.0 and QuantRouter 2.0 Products
We are pleased to announce the next generation of QuantBase and QuantRouter applications - two core building blocks of SmartQuant End-to-End Algo Trading Infrastructure.
New versions of QuantBase and QuantRouter products are developed on top of SmartQuant institutional framework and thus offer connectivity to a variety of market data and execution providers available in the framework.
These new products work hand to hand with OpenQuant IDE for algo trading strategies development, back-testing and optimization and offer unparalelled flexibility, scalability and performance to quntitive hedge funds and institutional trading groups.
S&P IQ Capital Acquires QuantHouse
S&P Capital IQ, a business line of The McGraw-Hill Companies (NYSE:MHP) offering global multi-asset class data solutions, market research and portfolio risk analytics to global investors, announced it has acquired QuantHouse, an independent global provider of market data and end-to-end systematic trading solutions.
We congratulate QuantHouse on this acquisition by S&P. SmartQuant framework and a suite of institutional products was licensed by QuantHouse in 2007. It is an honor for SmartQuant to see that our products and ideas will be employed and further developed by S&P.
SmartQuant Institutional Framework is Back!
We are pleased to announce availability of SmartQuant institutional framework in our automated trading products.
OpenQuant Standard Edition
develop trading strategies with OpenQuant API.
OpenQuant Professional Edition
use SmartQuant API within OpenQuant IDE to gain access to every functionality of the core SmartQuant Framework in your trading strategies.
OpenQuant Enterprise Edition
use SmartQuant framework to develop institutional quality stand alone quantitative trading applications.