Take a look at QuantWeb - http://openquant.com/quantweb.html - free to learn, backtest and automate on the web and then you can deploy your...
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I would suggest to simply remove entire data series from OQ DB and import again. One month of 1min bars should take minutes if not seconds to...
Hi, please just make sure you don't override / insert data. This is a very slow operation due to streaming nature of OQ DB. If you always...
I am not sure about Java, but for C# you can consider this end-to-end algo trading infrastructure that we use in our own HFT trading...
It has always been possible to capture L2 and backtest with order book events in SmartQuant products...
Exactly! We are back to business...
Take a look at this news http://www.smartquant.com/news.php :p
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Just curious why do you need nanosecond precision in .NET DateTime. It's a good thing that microsoft people use ticks to store datetime anyway...
Basically people run time critical HFT systems under Linux / c++. Not just due to DateTime issues but due to the fact that you have no control of...
But don't forget this http://blogs.msdn.com/b/ericlippert/archive/2010/04/08/precision-and-accuracy-of-datetime.aspx when you are talking...
DateTime is stored in the historical database as a number of ticks (i.e. long), so I think the answer is yes. You don't see milliseconds or...
I believe you can use third party dlls with OpenQuant as well. It's the same c#/.NET as in NT. Cheers, Anton
Hi, each OpenQuant strategy has a Portfolio object attached, which in turn has Account object, which you can access from your strategy. You can...
I am just curious why don't you want to backtest with OpenQuant?
You are welcome to pm me and give a bit more details about your project. We have a good codebase at SmartQuant, as well as a team of experienced...
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