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 **
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.
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 Google Finance
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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 **
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.
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 Google Finance
Note: Please note that this is migrated from my google code host which will no longer be actively maintained.