QuantOffice Low Latency Systematic Trading Platform
QuantOffice
Solution Overview
QuantOffice provides a set of tools supporting the whole quant alpha cycle. The platform enables traders and researchers to design, back-test and manage a complete trading strategy within the same eco-system. The research capabilities allow the user to both source external data and record price and custom data to use when back-testing and optimizing their strategies.
Multiple out of the box reports are available for the detailed analysis of the back-tests. The same code set is used for research, simulated trading and production trading. The risk gateway is delivered with a sophisticated set of flexible parameters, which the user can customize.
Sophisticated and parametrizable custom execution algorithms are provided to assist with the execution of large orders and to help decrease their market impact.
Customer Problem
-
Traders and researchers are quite often tied to a system where they are not offered the choice on where to source market data or external 3rd party data (news, fundamental, inventory etc.).
-
Traders and researchers are often relegated to trading on multi-tenant servers where latency can be greatly impacted by other users.
-
They are often forced to execute on generic “one size fits all” execution algorithms.
EPAM Solution
QuantOffice allows an open and flexible framework, giving traders complete freedom to source their data, allowing them to customize this data in an easy-to-use framework. The system also has over 100 connectors giving the trader many options when looking to execute their strategies, either directly on an exchange or through a 3rd party broker. The system also comes with the ability to customize execution algorithms based on the optimized results from TCA.
Key Differentiators
Single ecosystem
Allows the trader to use the same code, when developing a strategy, for research, bast testing and trading.
Benefits
High speed & low latency
A tried and tested system that has been optimized for low latency trading
Instrument agnostic
The system supports the research, back-testing and trading of all asset classes
Customize risk rules
Choose from a list of prebuilt risk rules, or design your own within our system
Features
- Data Acquisition & Preparation: Acquiring market and other types of data for model creation and testing
- Alpha Discovery: Creation of initial alpha model, based on analysis and manipulation of data
- Back-Testing: Back-testing of the model using historical market data and other data sets
- Production Trading: Deploying quant research model into production live trading environment
- Trading console: A customizable tool to allow for seamless trading and analysis of execution
Use Cases
Trading Execution
Problem Statement
Many systems force traders to use the ISVs order servers, usually on a multi-tenant server causing additional latency for orders
Solution Proposed
To give the trader the ability to choose how they want to execute, by either routing to a broker or different ISV or to route directly to the exchange
Achieved Results
Our open and flexible system allows the trader the ability to choose how and whom they route their executions to
Research and trading
Problem Statement
Many systems do not meet the needs of both the research analyst and the trader, forcing them to use multiple systems
Solution Proposed
To meet both the needs of the research team and the trading execution team into a single platform
Achieved Results
Our QuantOffice trading platform allows for the design and analysis of quantitative bots for both the research and the trading execution team
Additional Information
Questions & Answers
What markets can your platform trade?
What is the tic-to-trade latency for your system?
What types of data can be used for back testing?
How can your system be deployed?
Tech Requirements
Windows and Linux, on-prem, and AWS, Azure and GC are all supported
industries
categories
license type
type
Links
Unlock the solution in 3 easy steps
01
Reach Out to Us
Request the solution by submitting a short form
02
Sit Back & Relax
Our experts swiftly process your request and get back to you
03
Start Using The Solution
Dive in and unlock all the benefits