QuantOffice Low latency Systematic Trading platform
QuantOffice
Solution Overview
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Customer problem
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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.)
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They also are left with trading on multi-tenant servers where latency can be greatly impacted by other users.
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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, and allows 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, back 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
Customizable Risk Management
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
Traders are usually forced 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 routing directly to the exchange
Achieved Results
Our open and flexible system allows the trader the ability to choose how and to 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 in 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
Questions & Answers
What markets can your platform trade?
Our system is product agnostic, and we have clients that trade all asset classes and instruments.
What is the tic-to-trade latency for your system?
Our system has been clocked at 6 microseconds for tic to trade.
What types of data can be used for back testing?
Our TimeBase database allows for any format of data. This data can be recorded or uploaded from historic files and referred to in back testing and execution.
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Tech Requirements
Windows and Linux, on-prem, and AWS, Azure and GCP are all supported
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