Hello Has anyone hands-on experience with programmable portfolio trading platforms, especially one accepting IB data feed? If so, please share your experience. Goal: to trade spreads / pair trade / arbitrage futures markets. My experience: -20 years of futures and commodities. -15 years with TradeStation 2000i ProSuite (a LOT of EasyLanguage code). -TS2000i is not suitable for pair training; no portfolio manager. --I have not tried TS9.5 EasyLanguage clones I have purchased and tested: Clone1: MultiCharts: simple parts work; portfolio part broker beyond repair; crashes; no tech support. And they don't care… Clone2: TraderStudio: broken; crashes, slow; undocumented. Alternate Platform I have purchased and tested: -TradingBlox: excellent portfolio risk manager; verbose documentation; horrible programming environment, almost impossible to code anything sophisticated. Stable, does not crash; support is OK. Please reply based on hands-on experiance. Thank you in advance. Leslie foximoxi@gmail.com
Take a look at QuantTerminal. That is what I use to trade a portfolio of futures strategies....I also have experience helping others port their existing strategies from other applications to the platform.
Yes I worked a contract for a custom portfolio trading system for a large hedge fund. It was mostly used for LL index arbitrage, where a Manager would create "baskets" of stocks identical to an index (DOW, SnP, Q's, etc) and look for arbitrage.
If you want to pay $$$, just go with TT Autospreader. The algo language is a little weird (you build these flowcharts), but Autospreader is pro-level stuff. I don't think it takes IB's data though. CQG has a similar product too.