Trading Software

Thursday, September 04, 2008

Look for full-scale software packages for automating processes of the statistical research, backtesting and trading for the in-house use. Our platform of choice is .NET/Mono, which allows running the same software on different operating systems without any change in the source code. The framework assures the rapid application development, whereas the execution speed penalty compared to C++ is minimal and is not critical even for the most extensive number-crunching tasks. For less numerically demanding tasks, we use spreadsheet macros and Python.

Actually, there are the home-developed backtesting and trading platform with the following features:

Portfolio optimization based on thousands of trend-following and mean-reversion trading systems.
Built-in portfolio risk management.
Support for long-only and long/short portfolios.
Forward backtesting and trading modules.
Many adjustable parameters.
New trading systems can be easily added.

Assistance, expertise and experience can help advance your equity trading software projects of any size.