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QuantDima
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Joined: December 23rd, 2005, 11:00 pm

Software tool kits that we use in our day-to-day work?

March 6th, 2006, 11:20 pm

Hi folks,I wonder is there any good software on the market for quantitative and technical analysts?Couple of years ago I couldn't find any good tools that would solve all my problems... - I needed to develop, test on historical data and run on realtime data my investing strategies that were mostly based on quantitative analysis....some tools that I know: WealthLab(pascal script), MetaStock(easy language) --- very weak in complex algorithm programming, and useless in complex investing strategy developmentMathematica (UnRisk), MatLab --- hard integration with realtime dataSPSS, Statistica --- just statistical data processingIs there any good integrated development environment (software) that quantitative/technical anlysts can solve most of there problems with? Or to get to what you what you still need to develop your own financial software components/packages?Thanks a lot!
 
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dawnraider
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Joined: July 21st, 2002, 12:41 pm

Software tool kits that we use in our day-to-day work?

March 6th, 2006, 11:40 pm

Hi There are tons of them. http://forum.esignalcentral.com/TradestationThere are a lot of 3rd party suppliers to these who will write addins or you can use their languagesHave you tried Futures magazine? http://www.sta-uk.org/ do lots of software reviewsinteractivebrokers.com have an 2 or 3 APIs from DDE to FIXHappy hunting
 
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exneratunrisk
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Joined: April 20th, 2004, 12:25 pm

Software tool kits that we use in our day-to-day work?

March 8th, 2006, 8:44 am

UnRisk2 comes with a Mathematica and an Excel front-end (both linket together with Wolfram's Mathematica Link for Excel). It has Excel templates for Reuters, Bloomberg data feed-ins. They are linked to Excel templates which manage, say, calibration, but one can easily import them into the Mathematica front-end and analyse them in Mathematica or its application packages.Mathematica's (understimated) link technologies opens you a universe of C++, Java, .NET, JDBC, Excel,... applications and plug in APIs.(this is, why we have chosen Mathematica as platform. We want to do things were we are good at and not rewriting, but reuse, API and plug-in mechanisms.)
Last edited by exneratunrisk on March 7th, 2006, 11:00 pm, edited 1 time in total.
 
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QuantDima
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Joined: December 23rd, 2005, 11:00 pm

Software tool kits that we use in our day-to-day work?

March 9th, 2006, 8:05 am

To: exneratunriskAfter all your research and development of investing strategy with Mathematica and Excel, is it possible to automate your final strategy running on real time data and get real time buy/sell recommendations?I like Mathematica myself and can say that I am experienced Mathematica developer but to solve my problem with help of Mathematica/Excel I still would need to programme some additional automation modules... Does many quants/traders have such problem? -- Problem: "...I need to develop, test on historical data and run on realtime data my investing strategies with maximum concentration on my ideas/research but not on additional automation modules development" Thanks a lot
 
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QuantDima
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Joined: December 23rd, 2005, 11:00 pm

Software tool kits that we use in our day-to-day work?

March 9th, 2006, 8:08 am

To: dawnraiderStill have not found what I need --- "...I need to develop, test on historical data and run on realtime data my investing strategies with maximum concentration on my ideas/research but not on additional automation modules development" Thanks a lot
 
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QuantDima
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Joined: December 23rd, 2005, 11:00 pm

Software tool kits that we use in our day-to-day work?

March 29th, 2006, 1:43 pm

Here is Brillianto Analyst draft presentation: http://analyst.brillianto.comThat software imho will help to bring quant/trader ideas straight to real time buy/sell recommendations or even automatic order execution.At "Screenshots" page you will find Quant/Trader workflow view point. What do you think about that, folks?Thanks a lot!
Last edited by QuantDima on March 28th, 2006, 10:00 pm, edited 1 time in total.