OpenQuant is an Automated Trading System (ATS) Development Platform 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.
- 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 10.000.000+ 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
Supported Data Feeds and Brokers
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
OpenQuant Demo Download
Download 30 day evaluation version of OpenQuant.
OpenQuant Community and Support
You are welcome to discuss OpenQuant on SmartQuant Public Forums
OpenQuant Flash Video Tutorials
Video 1 - This video demonstrates how to run a demo strategy in the simulation mode and how to view and analyze startegy output.
Video 2 - This video demonstrates how to create an instrument, import historical data for this instrument from a text file using Import Vizard and how to view and analyze imported data.
Video 3 - This video demonstrates how to set up instrument (stock and futures) properties to request and monitor real time data feed from Interactive Brokers.
Video 4 - This video demonstrates how to develop a simple strategy code that monitors and prints out trade and bar data from Interactive Brokers in real time.
Video 5 - This video demonstrates how to download instrument definitions, monitor real time data and execute orders with Open E Cry.
Video 6 - This video demonstrates how to download instrument definitions and historical market data with OpenTick.
Video 7 - This video demonstrates how to connect to TT XTrader API / TTSIM (market data and order execution).
Video 8 - This video demonstrates how to connect to TT FIX Adapter / TTSIM (market data and order execution).
Video 9 - This video demonstrates how to monitor real time data and execute orders with MB Trading.
Video 10 - This video demonstrates how to capture real time tick and bar data from IB to OpenQuant historical market data base.
Video 11 - This video demonstrates how to use market scanner functionalities of OpenQuant.
Video 12 - This video demonstrates how to debug OpenQuant strategies with Microsoft Visual Studio.
Strategy Code Editor
Strategy Data Chart
Strategy Performance Chart
Strategy Performance Summary
Strategy Portfolio Analysis
Historical Data Explorer
API on-line Documentation
OpenQuant Getting Started Guide
OpenQuant Getting Started Guide (1.5Mb pdf document)
OpenQuant Strategy Development Guide
OpenQuant Strategy Development Guide (1Mb pdf document)
OpenQuant FAQ (Frequently Asked Questions)
OpenQuant FAQ (1Mb pdf document)
OpenQuant API References
OpenQuant API References (1Mb zipped Windows Help file)
OpenQuant Strategy Pool
5% Down-In-One-Day Panic Recovery
Four Down Days and Long
Four Up Days and Short for 1% Profit
Breakout with 4% Entry Limit
Breakout with Multiple Exits
Bollinger Bands with Profit Target
Simple Moving Average Crossover
Slow Turtle Trend Following
Chande's 65sma_3cc Strategy
Stock 2% gap
Stock down, stock 2% gap
QQQ Crash, QQQQ Trade
Bollinger Bands with 5-Minute Bars