Hi, I am just back from Paris, so I have not had much time to monitor this thread. Sure you can, including market depth data. You can program such startegies, i.e. f.ex. define a spread between two instruments and run a spread based strategies (we have users doing this and discussing on SmartQuant forums) but OpenQuant doesn't support "synthetic" instrument definitions out of the box. It's always a good idea to start your automated trading with IB since it's a cheap and robust solution, and since IB API is one of the best supported and tested broker interfaces in OpenQuant. I would recommend to consider an alternative if IB doesn't fit your trading startegies any longer (f.ex. you trade an arbitrage strategy that requires super fast execution)... otherwise it's hard to say if you really need FIX connectivity or not right from the start (I think most likely not ...). Regards, Anton
I think strategy debugging issue has been rised many times on this forum. It's now possible to debug OpenQuant startegies in MS Visual Studio http://www.smartquant.com/openquant/video/msvs/msvs.html
Hello. I've asked to SmarQuant about the differencies between QuantDeveloper and OpenQuant and they answered: You should ask QuantHouse about QuantDeveloper features since they have been developing this product independently from SmartQuant for almost a year. A year ago it was something like: - it's not possible to develop custom trading applications with OpenQuant API. You can use API methods in OpenQuant IDE only, you can not use the API in MS Visual Studio - OpenQuant API itself is a simplified wrapper around QuantDeveloper API (business model is not FIX based as in QuantDeveloper, no advanced features, no low level features like direct data management, execution management, etc.). It's not possible to customize every aspect of the framework / trading as it's possible in QuantDeveloper. - OpenQuant has only one strategy development model (no components, "cross"components, etc,) - OpenQuant is an "all in one" application. QuantFactory is a distributed suite of products - (data capture / management in DC, strategy development in QD and execution in CATS) - QuantDeveloper comes with 7/14 professional (phone and on-site) support
ok, i've read through the thread to date and I have a couple of questions for openquent what is the difference between OpenQuant and QuantDeveloper (and please don't give a price difference as an answer. please list specifics) and will you be making the source code available for OpenQuant or are the strategies to remain the only part that is open? P.
Hi, QuantDeveloper is an institutional platform and OpenQuant is retail platform. This not only means difference in the feature lists but 7/24 (on site) support, maintenance and services that come with QuantDeveloper. QuantHouse guys have been developing their own version of QuantDeveloper (QuantFactory) for more than a year now, so I think it's a good idea to ask QuantHouse about this version and its advanced features. Regards, Anton
Hi Anton, a few questions: i) I have just downloaded the openquant evaluation (30days) version, is there any difference to the "real" version? ii) I've added some FDax data via ascii file and made some sample strategy. Where can I set slippage, commission, BigPoint value for this (future) contract? Especially the point value seems to be calculated wrong, after having run a strategy the value-column in the result pane shows the current index-based quote of the Fdax and not sthg like 25â¬*quantity. Thanks in advance, fut