I cannot recall the name of a software. It was out of Russia I believe, it had an entry level for non-pros but they stopped that. It had almost no charting, it was based on programmed trading in c++... it had a programming framework that was out of this world for financial stuff, just first class advanced ideas all the way. It's backtester had abilities to speed things up, one had the word "annealing" in it: "simulated annealing" or something like that. [an idea that came out the need to spread paint on cars on an assembly line oddly enough] What was it!!!! Anybody???????? Driving me nuts [but what else is new?]
OpenQuant is c#, I am getting staff coded in it at the moment Max,maybe Sentosa http://www.quant365.com/doc I know someone in Russia ,can you be more specific.I will ask him
OpenQuant, of course... thanks much. It's C#? I recall that now, still trying to get started with C#. I'll check out Sentosa, never saw that one before. Again, thanks much for replies!
Be prepared,it takes time.I am working with a programmer who done c# AI algorithm staff in car industry and here he has to learn almost from scratch. In OpenQuant we are in 6th week part time, and i can't see how i would start as a rookie. Myself I don't know programming,only input comes from me. Good Luck.
Pro-software? For non-latency sensitive stuff, most "pros" (as in hedge-fund stat arb traders) do back testing in a prototyping language like R/Python or a custom implemented framework. Execution/runtime is then implemented in whatever language is most suitable for the task - most probably Java or C++ and using very common libraries like boost. It's an optimization technique that is especially useful when you need to optimize multiple variables and the derivatives to global minimum are not continuous. Very good for curve fitting if you don't know what you're doing