QuantOffice Energy
Advanced systematic trading solutions
for energy markets

QuantOffice Energy includes out-of-the-box market data connectors to data vendors and exchanges, supporting all major energy asset classes, along with other exchanges and FX LPs. Setting up the universe is often as simple as selecting your trading venues and the instruments of interest in QunatOffice Universe Configurator – everything else is pre-configured. Often, with little effort, the data is streamed and stored on the server in TimeBase - a proprietary, high-performance, enterprise-grade time-series database.

A wide range of data analysis tools and means are available for the researcher. These include the usage of streaming APIs (Java, Python, C#, C++), with a wide range of available commercial and open-source tools, like Jupyter, that are not integrated into the QuantOffice Energy suite. The SQL-dialect query engine is at the researcher's disposal as well, and representation of the data as Py pandas is supported too, etc. QuantOffice itself is a powerful and reliable tool to work with time series, especially high-frequency data, providing high-level effective, and convenient API with no-code/low-code means

QuantOffice Energy platform offers an unmatched variety of development capabilities. QuantOffice gives the user a choice to develop C# or Python models, strategies, and algorithms in a convenient, efficient all-inclusive package. A complete set of financial libraries and our non-invasive code-generator/co-pilot increase the productivity of the programmer by an order of magnitude. 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 Strategy Server.

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.

The strategy can be deployed at any time with live data supplied by out-of-the-box market data connectors offered by QuantOffice Energy to be test-run in an environment closely resembling live trading. Playback of historical data “as-live” is supported as well.

Paper trading, involving the Risk Manager for creating realistic scenarios of live strategies execution in combination with QuantOffice and Ember trading simulators, is the most critical test before finally running them in a live trading ecosystem.

Risk rules and limits are defined in Risk Rule 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 Energy trading connectors activated on Execution Server (Ember). QuantOffice Energy 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.