OpenQuant - SmartQuant's new product for the retail market

The software would be awesome if it weren't for countless bugs and lack of documentation/support.

 

http://www.smartquant.com/doc.php

http://www.smartquant.com/forums

 

Can you program strategies based on DOM with OpenQuant?

What kind of feed do you need for such systems?

Thanks

 

Hi,

yes, OpenQuant supports OrderBook and OrderBookChanged event handler in the strategy development API.

Regards,
Anton

 

Thanks.

 

Hi,

Does OpenQuant support downloading historical data from IB?

What about OpenTick?

Thanks,
Larry.

 

It's like asking if you can run your brand new Ferrari on ethanol. If you want to run a high quality product, please consider paying the price for a high quality data feed. IB can and probably will never provide industry strength level historical tick level data. At least I hope so. I want them to focus on being a broker and not a data vendor.

 

As far as I know IB historical bars are good enough for backtesting and the price is good for me

 

Anton, could you post a list of differences between OpenQuant and QuantDeveloper?

 

I strongly agree with this post. The broker should receive top marks for being a good broker, not a data provider. Similarly, my data provider should receive top marks for providing my data, not brokering.

OpenQuant looks great, I've looked at it several times in the past and I'm keeping my eye on it.

Best regards,
MK