About QuantOffice Cloud
QuantOffice is an extremely handy, award-winning development studio for designing, programming, testing, and running trading bots, designed for various markets such as crypto, currencies, equities, futures, options, and exotic derivatives. It provides numerous very useful integrations with math, statistics, and packages. QuantOffice leverages over 15 years of history and has been deployed by more than 50 top-rated financial institutions, brokers, and quants.
Today, QuantOffice, being a classical part of DELTIX product suite, is getting its second life as a Cloud-Based SaaS, providing users with JupyterLab IDE, support of different programming languages, integration with newest cloud-based Machine Learning technologies, modern Web-based reporting interfaces, all this in combination with battle-tested QuantOffice superior features:
- Accurate market simulator and a precise financial performance calculator.
- Fastest testing engine, capable of playing up to a million price changes per second per core.
- Vast database of detailed market data history.
- Parallel experiments runner and parameter tuning framework.
- Collection of ready-to-use samples and building blocks.
How We Do It
Developing QuantOffice Cloud, we mainly focus on high-speed algorithmic trading on top of exchanges, with emphasis on high performance, low latency, processing of large volumes of market data, and complex events processing. Currently, amount our main goals are product optimization, containerization, and implementation of microservices.
QuantOffice Cloud Technology Stack
QuantOffice Cloud is designed and built using a top-ranked technology stack including C#, .NET Core, Python, Java, Web sockets, financial math libraries.
QuantOffice Cloud uses DELTIX Open Source Containers.
QuantOffice Cloud's development team counts more than 15 high-skilled developers, including many of the original creators and designers of the product.
In ABOUT DELTIX you can learn more about the company and values we promote and support in our team.