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