Intelligent, Self sustained and Evolving Framework
QM.FIN framework. The framework is feature rich, powerful and flexible, and gets things done in most efficient way at a fraction of cost and time with reliability.
Simple , Robust , Powerful , Extensive , Scalable
Designed by Quants for Quants..
We have built a framework encompassing through all of the dimensions of quantitative trading and investment business. Whether you are entering into an algorithmic trading business or simply need financial analytics for you wealth management business, OR are already a well established hedge fund, the framework has something to offer to you and has been designed to increase productivity and shorten the timelines to achieve the targets in the most efficient way.
Running over 10s of millions lines of code, the framework is capable of doing several things and is expanding/improving every passing day.
- Capable of handling multiple portfolios running various strategies simultaneously
- Automatic accounting of trades and real time monitoring of P&L
- Capable of handling different rules related to re-balancing and frequency of strategies
- Easy integration of any third party API for data-feeds and order execution (e.g. Interactive Brokers,Trading Technologies, Symphony FinTech etc.) or use with your in-house gateways
- Execute trades via any broker having direct market access on any market and any asset class worldwide in full automation
- Advanced algorithms to get best execution with minimum impact cost
- Build any sort of trading/investment strategy using our AI/Mathematics/Statistics toolbox
- Just override the signal methods and start live on the platform using your own custom strategy in less than 15 min!
- Run most realistic back-test with confidence
- Artificial intelligence : Machine learning made easy!. Build your Neural Networks and Bayesian networks in less than a day!
- Library with variety of statistical, mathematical functions, noise filters and probability distribution functions*
Data Manager & Time Series Builder:
- Build any financial time-series for any role schedule with ease.
- Analyze open interest across maturities to understand the flow of money
- Compatible with any data vendor
- Our Database is designed to scale.Our code is optimized to process gigabytes of data in no time
Risk Manager / Risk Analytics:
- Apply various constraints (e.g. Max exposure, Max NetPos, Max orders, Max leverage, Stoploss etc.) to control and mitigate risk
- Measure Value-at-Risk (V-a-R) in real time*
- Advanced risk forecasting algorithms to efficiently manage stoploss*
Advanced Trade Analytics / Portfolio Analytics:
- Get deep insights into your trading
- Performance attribution, V-a-R attribution
- Alpha and beta drivers, Risk drivers
- Visualize your trading history / back-tests to improve the strategy
- Support of 3-D plots and several 2-D types of charts with full user interactivity
- Efficiently manage your IP
- Ability to host strategies on single server with multiple client machines running algorithms in parallel