Project Description
A real-time quantitative trading/backtesting platform in C#, supporting IB (full brokerage) and Google Finance (quote only). It adds R support through R.NET.
**Project Summary **
Currently it supports Interactive Brokers(IB) and GoogleFinance(GOOG); switch from config\mainconfg.xml.
Run program RealTimeTrading (QTShell) on top of TWS to manually trade, or
Design and derive a strategy from StrategyBase class. Backtest it in BackTestWindow Program, and then load it seamlessly into RealTimeTrading by configuring the Config/mainconfig.xml. For details, see examples in project ClassicStrategies.
DailyPreMarket and HistoricalDataDownloader are console based in order to be set up in Windows task scheduler.
See release notes for installation details (Downloads tab).
Keywords:
Quantitative: Econometrics, Time Series, Technical Analysis, Statistical Arbitrage, Kalman Filter, Machine Learning.
Techincal: WCF, WPF, MVVM, Rx, Prism, Concurrency, TPL, LINQ
Figure: QTShell connects to Google Finance (quote only, no bid/ask/size, market order only; connects to IB for real money )
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Note: Please note that this is migrated from my google code host which will no longer be actively maintained.
A real-time quantitative trading/backtesting platform in C#, supporting IB (full brokerage) and Google Finance (quote only). It adds R support through R.NET.
**Project Summary **
Currently it supports Interactive Brokers(IB) and GoogleFinance(GOOG); switch from config\mainconfg.xml.
Run program RealTimeTrading (QTShell) on top of TWS to manually trade, or
Design and derive a strategy from StrategyBase class. Backtest it in BackTestWindow Program, and then load it seamlessly into RealTimeTrading by configuring the Config/mainconfig.xml. For details, see examples in project ClassicStrategies.
DailyPreMarket and HistoricalDataDownloader are console based in order to be set up in Windows task scheduler.
See release notes for installation details (Downloads tab).
Keywords:
Quantitative: Econometrics, Time Series, Technical Analysis, Statistical Arbitrage, Kalman Filter, Machine Learning.
Techincal: WCF, WPF, MVVM, Rx, Prism, Concurrency, TPL, LINQ
Figure: QTShell connects to Google Finance (quote only, no bid/ask/size, market order only; connects to IB for real money )
Note: Please note that this is migrated from my google code host which will no longer be actively maintained.