QuantController Introduction

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 and traded live in the production environment, 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.

QuantController Features

• The QuantController have two key functions
  • Monitor the status of all elements of infrastructure, and set user defined alerts if anything goes wrong
  • Monitor and aggregate the information about strategies running on different trading machines, using the same flexible StrategyMonitor screens as in OpenQuant
• The QuantController is designed as a multi-user application, with possibility to define different “views” of aggregated information. For example one can define a “risk manager view” which will monitor aggregate risks, “a portfolio manager view” which will monitor the performance of strategies, and “execution manager view” which will monitor the slippage and differences between real time trading results and expected model positions/costs.
• The users are able to remotely interact with running applications via QuantController, making it possible for example to execute an emergency shutdown of all trading strategies, if it is ever necessary.

QuantController Video Tutorials

Please note that video tutorials demonstrate basic QuantController functionalities and have no sound.

Video 1 - This video demonstrates how to use QuantController with OpenQuant