About QuantOffice Cloud
QuantOffice Cloud is a specialized, integrated environment for the development, prototyping, back-testing of trade execution strategies and live-trading. Integration with Jupyter Notebook provides an advanced, flexible and user-friendly environment to develop trading strategies in Python's programing language, optimize, test, and deploy them to production.
- Algo Trading - Flexible and powerful environment for creating and running of custom trading bots in Jupyter Notebooks.
- Trade All Major Currencies on Popular Venues - Trade all popular crypto currencies on dozens of trading venues.
- Back-Testing and Paper Trading - Back-test trading bots before going live on a proprietary execution simulator. Run trading bots in a live mode using simulated accounts.
- FinMath Libraries and Reports - Get access to a proprietary advanced financial library (FinMath) in Java and .NET for time-series data analysis and reporting.
- Risk Rules and Monitoring - Set up risk limits at a trading bot level, currency/asset level, and at a system level. Monitor trading strategies, active orders, and P&L in real-time.
- VPS Deployment and Support - Run trading bots on high performance and secure virtual private servers on highly available datacenters.
- Event-Driven Model with Flexible API - Event-driven API lets you take immediate actions based on market events.
- High Performance Proven Back-End- Take advantage of QuantOffice powerful back-end components written in Java and C#.
QuantOffice includes components that allow creating, back-testing and prototyping of custom execution strategies, strategy execution monitoring, manual trading and a lot more.
- Landing Page - entry point where you get access to all the system components.
- Domain Configurator - Web application for trade and data connectors administration, universe setup and maintenance.
- Quant Office - environment for development of trading algorithms, back-testing, live-trading, prototyping, monitoring, and their optimization.
- Backtest Explorer - Web application for monitoring strategies' backtesting results.
- Strategy Monitor - Web application for monitoring QuantOffice strategies.
- Execution Server - Web application for monitoring of strategies execution.
- TimeBase - Web application for TimeBase streams administration and monitoring data connectors in real time.
- User Access Control - Integration with KeyClock for user access management.
Login to the QuantOffice Cloud Landing page to access all system components.
From the Landing page you can use the side menu to navigate directly to:
- DELTIX website
- QuantOffice Cloud website
- Contact support
- QuantOffice Cloud documentation portal
- Keycloak dashboard to manage user accounts
- Grafana dashboards
- Graylog dashboards
Domain Configurator Web application allows setting up trading instruments, market data and trade connectors to various trading venues, configuring notifications and checking your account balances.
Quant Office is an environment for research and trading algos development. Strategy Server runs strategies, generates signals according to a strategy logic and sends them to Execution Server, which, in its turn, routes them to target destinations. Execution Server is a trading service for executing manual orders or orders generated by trading strategies.
QuantOffice supports designing and developing strategies in Jupyter Notebook. Jupyter Notebook provides a flexible and user-friendly environment to program trading strategies in Python programming language, optimize, back-test, paper trade and live trade, display the strategy output and analytics in reports and charts using data received from TimeBase data connectors. Each strategy runs in a dedicated Jupiter kernel.
Having run your strategy backtesting in the Jupyter Notebook, you can go to Backtest Explorer application to analyse strategy backtesting results and stats, performance on portfolio and instrument level, trades, executions, and other metrics.
Strategy Monitor allows the tracking the overall system state, strategies statistics and managing individual strategies and open positions.
Execution Server (also known as "Ember") is a low latency real-time event processing transaction framework deployed in demanding environments. Ember can also be used as an algo execution framework, FIX gateway, trading service for executing manual orders or orders generated by trading strategies.
Execution Server Monitor allows to monitor system telemetries, regular and algo orders executions, and existing trading sessions. You can also use it to configure custom risk rules at a strategy level and much more.
Execution Server provides the following services with "wire-to-wire" single-digit μs latency:
- Runtime platform for Execution Algorithms and custom Matching Engines, and Market Making solutions.
- Smart Order Routing.
- Exchange Simulator.
- Normalized FIX Order Routing gateway to different execution venues.
- Centralized pre-trade/post-trade risk monitoring system.
Execution Server is designed to achieve the highest possible throughput of replicated trading transactions.
QuantOffice Cloud is closely integrated with TimeBase - a powerful high-performance time-series database and streaming service. TimeBase accumulates market data supplied by the Aggregator through various data connectors and trading data from the Execution Server, which processes and routs trade orders from QuantOffice strategies to trading venues.
TimeBase Administrator Web Client helps you to manage and monitor all data stored within the TimeBase database. Here you can monitor historical and live data, view and manage data streams and many more.