QuantOffice Cloud

Algo Trading logo

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 logo

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 logo

Backtesting & Paper Trading

Backtest strategies and bots. Go live on the execution simulator, and run “as live” on simulated trading accounts.

FinMath Libraries & Reports logo

FinMath Libraries & Reports

Get access to a proprietary advanced financial library (FinMath) in Java and .NET for time-series data analysis and reporting.

Risk Rules & Monitoring logo

Risk Rules & 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 logo

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 logo

Event-Driven Model with Flexible API

Event-driven API lets you code immediate actions based on market events.

High Performance Proven Back-End logo

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 Cloud

QuantOffice Cloud is the cloud edition of Deltix QuantOffice systematic trading platform.

QuantOffice Cloud 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 Cloud 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 Cloud 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. Jupyter is integrated into the QuantOffice Cloud edition.

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.

Run your strategies with historical data supplied by TimeBase and take advantage of the comprehensive strategy running and reporting capabilities of QuantOffice Studio. You can write the results back to TimeBase for further analysis and archiving or even create your own strategy runners uniquely suitable for your specific case, there are virtually unlimited capabilities that QuantOffice APIs do offer. Visualize and analyze the results of backtesting with QuantOffice.

Use QuantOffice optimizer to run brute force or Genetic optimization processes directly with your strategies as-is.

Run your strategy with live data that is supplied by numerous market data connectors provided by QuantOffice Cloud 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.

Use QuantOffice Cloud trading connectors to dozens of exchanges to execute your trading strategies. Having backtested your strategies and ran them on live data in paper trading mode, you can seamlessly redeploy ready-to-go strategies to live trading right from Trading Console.

Define and activate your risk limits and rules in the Risk Rule Manager application prior to starting your live trading. You are 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.

You can monitor the real-time performance of your strategies in Trading Console. Also, there are special applications available right out of the box to tackle increasingly sophisticated tasks of IT/Support engineers and risk managers. These are Execution Server Monitor, and Strategy Server Monitor web applications, as well as integrations with widely popular tools such as Grafana, Graylog, etc.

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