Inspired by recent progress in CEP (Complex Event Processing), RAD (Rapid Application Development), event-driven algorithmic trading, Microsoft .NET, Visual Language, Workflow (WF) and Presentation (WPF) Foundations development, VisualQuant is an IDE (Integrated Development Environment) for designing and executing computerized quantitative trading applications on either historical or live market data. It is the latest generation in a 10-year evolution of IDE platforms for programming and executing event-driven computerized trading strategies.
The major goal of VisualQuant is to provide a new development model that enables users to assemble their own underlying framework using predefined (or user provided) building blocks. This way, users can have full access to all functional blocks within the underlying trading engine, and can extend the constructed engine as they please with their own building blocks, to support whatever advanced filters, strategies, and reports that they can imagine.
VisualQuant CLUB Server
CLUB stands for CLoUd of Blocks. With the CLUB Server you can run a diagram locally in VisualQuant and send any block to a remote server with one mouse click.
What can we do with this?
- co-locate your strategy or application
- distribute your strategy or application globally to achieve the lowest latency. Fo example you can trade a cross exchange arbitrage strategy so that your startegy decision logic is running on a server in Moscow, one leg of your execution is co-located in Frankfurt and another leg is in Chicago. Why Moscow? Bacause it's in the middle on the map and you have about the same latency for both legs. This way you can be the first to build arbitrage spread and execute your orders. And after all you can control all this from any place on the globe.
- backtest your startegy on a powerful remote server
- distribute your strategy logic among several servers to improve backtesting speed
- optimize your strategy on a cluster of servers
- etc. etc.
Here is a simple demo video
and about the same but with two servers
VisualQuant Getting Started Guide by Kevin Jameson
VisualQuant Developer Guide (Fragmented)
VisualQuant Video Tutorials
Video 1. This video demonstrates how to create an instrument, set its properties to work with Interactive Brokers and how to create a basic quote monitor and charting application.
Video 2. This video demonstrates how to create a simple order entry application.
Video 3. This video demonstrates how to develop Market Depth Trader based application.
Video 4. This video demonstrates how to use checkbox block
Video 5. This video demonstrates how to use button block
Video 6. This video demonstrates how to trade two instruments with Interactive Brokers.
Video 7. This video demonstrates how to edit and debug (strategy) block code using Microsoft Visual Studio.
Video 8. This video demonstrates how to develop a simple SMA crossover strategy without writing a single line of code.
Screen 1. A pair trading strategy diagram
Screen 2. A simple order entry front-end
Screen 3. An "OpenQuant" application diagram
Screen 4. A Bollinger Bands strategy code editor
Screen 5. A Market Depth trader diagram
VisualQuant Discussion Forum
Please register on VisualQuant discussion forum to talk about VisualQuant.