QuantOffice Energy Quantitative Energy Trading Platform
QuantOffice Energy
Solution Overview
Show more
Customer problem
-
Quants in the energy market are forced to build trading models across multiple platforms
-
Standard UIs that don’t enable to trader to rapidly inspect their positions or fills across many different product intervals.
-
Lack of cross sector energy trading
EPAM Solution
QuantOffice Energy streamlines the process for building quantitative trading models by enabling them to perform their analysis and initiate execution from simulation to production environments under one single eco-system. This with our custom designed UIs for the energy sector ensure the traders can design their system to their liking regardless of the sector within energy.
The system supports, and stores, data from multiple sources; price (L1, L2, L3), weather, news, shipping, fundamental, political etc., to enable users to research back test, optimize and trade their ideas. Execution is via multiple routes; exchanges, brokers, ECNs, supporting ultra-low latency trading.
Key Differentiators
Open and customizable framework
Rich, flexible, and powerful environment for creating and running custom trading strategies and bots
Benefits
Deep-dive Analysis
Generate alpha by back testing fundamental and market data
Code Reusability
Employ the same code for both research and live trading, saving time and effort
Unrestricted Data Format Storage
Store and analyse any form of data in a centralized repository
Features
- Custom-built UI: Special UI that allows users to visualize all intraday trading intervals in one UI
- Analysis & optimization: Analyzing the results of back-testing and optimizing for improved results
- Simulation with live data: Simulate with live data and analyze the effectiveness of the strategy
- Multiple choices for trading execution: We have over 100+ different connectors to choose from for market/analytical data and execution routing
- High-performance applications: Designed to process millions of messages per second with low latencies using generic out-of-the-box hardware, tunable to microseconds where demanded
Use Cases
Trading Research
Problem Statement
Usually platforms tie the users to use their data or offer no flexibility on the data types they can back-test against
Solution Proposed
To create a database that allows the user to use any source or format of data
Achieved Results
Our TimeBase database allows the user to source their own market data, and allows them to use any data format to back-test their models against
Risk Management
Problem Statement
Many systems in the energy markets do not offer customizable risk rules or limit the user to their internal risk rules which may not be up to par with a company’s risk parameters
Solution Proposed
Create a platform that allows users to build their own defined risk rules, while also offering them many prebuilt risk rules
Achieved Results
Risk Manager allows the users to ensure their risk parameters meet their internal teams’ parameters set by the risk team
Questions & Answers
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.
How can your system be deployed?
Our system can be deployed on a cloud server, or on prem hardware.
Have a question? We are ready to help you.
type
license type
industries
categories
Tech Requirements
Windows and Linux, on-prem, and AWS, Azure and GCP are all supported
Get solution in 3 simple steps
We can help you achieve more! Choose the solution that supports your growth and success.
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
