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Quantl Strategy Developer & Tester

Build, Backtest and Deploy your quant strategies from scratch and benefit from unlimited flexibility.

  • Strategy Wizard creates everything needed for Quantl-based quant trading strategies

  • IntelliJ-(or AWS Cloud9) Based Development Environment

  • Excel based backtest report to analyse strategy performances

  • In-Process / In-Memory Exchange Simulator

  • Make use of all Quantl services from Java or Python strategies

  • Write trading strategies in any language (e.g. C#, Javascript/Node.js, MatLab or R) using our RESTful and websocket

  • A customizable and extensible Execution Model for backtests, which allows users to add custom logic regarding spread, slippage, fill ratio and more

  • Automated parameter optimization to help find optimal parameter ranges for particular trading strategies

  • Multiple Numerical and Statistical Libraries with a large number of technical indicators available

  • Subscribe to a multitude of event types disseminated by the platform (e.g., TickEvents, BarEvents, OrderStatusEvents, FillEvents, SessionEvents, etc.)

  • JSON based properties on most entities

  • Multi-periodicity strategies (e.g. daily bars and minute bars combined)

  • Multi-module strategies communicating with each other via Generic Events

  • Start and stop strategies individually, allowing you to update & deploy strategies while others are running

  • Debug strategies to perform diagnostics by going through strategies step by step

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