EPAM
Deltix

QuantOffice

A professional platform for systematic trading

Architecture

In the architectural diagram below, we illustrate a standard QuantOffice implementation. This implementation includes two environments: one is for strategy back testing (Back-Testing Server) and the other is for live trading (Trading Server).
 
 
qo-architecture.png
QuantOffice Studio: A desktop application used to develop/back-test strategies and perform data analysis and research.
 
Trading Console: A powerful highly customizable application specifically designed to run QuantOffice strategies in live trading or paper trading modes.
 
Universe Configurator: A web application for configuring trading instruments, market data, and trade connectors to various exchanges and balance readers if available
 
TimeBase Administrator: A web client that helps you manage and monitor all data stored within the TimeBase database. Allows you to monitor historical and live data, view and manage data streams, and much more.
 
Strategy Server: A virtual server that supports deploying trading strategies, streaming live market data, and executing trades.
 
Strategy Server Monitor: A UI application that tracks the overall system state, strategy statistics, and individual strategies and open positions.
Execution Server (also known as "Ember"): A low latency, real-time event processing transaction framework. Ember can also be used as an algo execution framework, FIX gateway, and trading service for executing manual orders and orders generated by trading strategies.
 
Execution Server Monitor: A UI application that tracks system telemetries, manual and algo order executions, and existing trading sessions. Use it to configure custom risk rules at a strategy level and much more.
 
Risk Rule Manager: A handy tool for risk managers where they can create and configure, monitor, and manage custom risk rules on different logical levels in real-time trading.
 
Aggregator: A server component that collects and stores market data from different exchanges into TimeBase.
 
Data Loader: A toolkit that allows you to create custom data loaders to write directly to TimeBase using multi-language APIs.
 
Backtest Explorer: A tool you can use to analyze strategy backtesting results in the realm of energy assets trading.