QuantOffice
Professional platform for systematic trading
-->
Algo Trading
Rich, flexible, and powerful environment for creating and running custom trading strategies and bots.
-->
Connectivity to 100+ Exchanges, Brokers, ECNs, and other Financial Institutions
Trade equities, futures, options, bonds, FX, and Crypto across major exchanges, brokers, and other institutional liquidity providers worldwide. QuantOffice gives an immediate global reach to your strategies and algorithms.
-->
Backtesting & Paper Trading
Backtest strategies and bots. Go live on the execution simulator, and run “as live” on simulated trading accounts.
-->
FinMath Libraries & Reports
Get access to a proprietary advanced financial library (FinMath) in Java and .NET for time-series data analysis and reporting.
-->
Risk Control & Monitoring
Set up risk limits at a strategy/bot level, currency/asset level, portfolio, and global system level. Monitor trading strategies, active orders, executions, P&L and custom reports in real time.
-->
VPS Deployment & Support
Do research, backtest, and run live trading on high-performance and secure virtual private servers on highly available data centers.
-->
Event-Driven Model with Flexible API
Event-driven API lets you code immediate actions based on market events.
-->
High Performance Proven Back-End
Take advantage of the low-latency, high throughput of QuantOffice, tested and proven technology in Java and .NET environments.
About QuantOffice
QuantOffice is a systematic trading platform created by EPAM.
QuantOffice provides unsurpassed ease and flexibility of deployment, configuration, and management, supporting Windows and Linux, in-cloud and in-house implementations. You can easily and accurately backtest trading strategies on historical data before going live.
For live trading, QuantOffice provides ready-to-go integrations with numerous market data vendors and trading venues covering all major asset classes, all at your fingertips, supported by our advanced, high thruput, low latency Execution Server.
Powerful trade simulation technology allows running and testing the strategies with live data prior to switching to real trading accounts.
QuantOffice data connectivity works with 100 + exchanges, brokers, ECNs, and other financial institutions worldwide. Simply select your trading venues and the instruments you are interested in using our new Universe Configurator – everything else is pre-configured. With very little effort, the data is streamed and stored on the server in TimeBase - a proprietary, high-performance, enterprise-grade data warehouse. Analyze time-series data stored in TimeBase for the purpose of your strategy development using a new approach based on the Python Jupyter environment or use your favorite data analysis tools, including QuantOffice itself.
You can develop QuantOffice strategies in C# or Python. Build the skeleton of the strategies in QuantOffice Studio using its intent-sensitive code-generation functionality, then, optionally, continue coding and debugging in your favorite IDE, such as Microsoft Visual Studio, or PyCharm, or just continue developing in QuantOffice. You can debug the strategy code either with historical data stored in TimeBase or with streamed real-time data, whichever suits you best. The integration of your components or trading logic coded in different languages and environments, such as Java, C++, R, etc., is also supported via the rich and flexible API of QuantOffice, TimeBase, or StrategyServer.
QuantOffice Studio covers a comprehensive set of development and testing capabilities for the trading model lifecycle. Universal Strategy Runner is built in the QuantOffice Studio for a user to develop, run, debug, and refine the strategy code in a single integrated sandbox. Backtesting is a natural continuation of this process when a single run can be defined for tables of parameters, different calendars and custom sessions, different lists of instruments and use a variety of simulators, from coarse bar-based to substantially more precise L2 (MBP and MBO) simulators.
Moreover, if required, a user can develop a custom strategy runner using QuantOffice API. The assemblies and portfolios of strategy can also be backtested using the QuantOffice Studio extension called Multi-Strategy Runner. Another QuantOffice Studio extension is called Optimizer. It can be used to run Brute Force or Genetic Optimization processes directly with your strategies as-is. Alternatively, by utilizing QuantOffice API, a user can integrate a 3rd-party optimization framework of a choice to work with the strategies developed in QuantOffice. The results of backtesting can be stored in BacktestExporer for further refinement, fine-grain lifecycle management of the strategy, and rerun with current data and group access.
Run your strategy with live data that is supplied by numerous market data connectors provided by QuantOffice out of the box. Use our trading simulators to test, manage, and analyze the results of the strategies working in real time before deploying them for live trading.
Risk rules and limits are defined in Risk Manager application before switching the system to live mode. The application provides out-of-the-box risk rules together with SDK to define and manage custom risk rules. The user is in full control of the type of restraints the system must impose on the strategy that breaches the risk limits, ranging from rejecting the order and keeping going to stopping the strategy or “kill-switching” the entire system, depending on the severity of the breach.
When all aspects of the trading system are ready, tested, and proven to work as expected, the ready-to-go strategies are switched from Paper trading to Live trading using QuantOffice trading connectors activated on Execution Server (Ember). QuantOffice offers a variety of easily customizable Live monitoring applications: Trading Console, Strategy Server Monitor, Ember Monitor, and Risk Monitor. All the financial transactions are stored in the trading history warehouse. Out-of-the-box Integrations with widely popular IT tools such as Grafana, Graylog, Kafka, and more, a special FIX drop-copy are also provided as part of the ecosystem.