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All,
For what my opinion is worth. I purchased the QuantStudio Source a few
months ago now. It has been very useful to me already in enabling me to do
what I need to do with the QuantStudio product. There is SO much embedded
domain specific knowledge (Principal Component Analysis, Neural Networks,
Optimization mechanisms, portfolio allocation mechanisms etc) that is SO
valueable.
I have been able to interoperate .Net with TradeStation 100% so I am able to
leverage whatever QuantStudio code I want IN TRADESTATION. This is a huge
thing as you can (with some admitted work) plug in features from QuantStudio
INTO TradeStation. This is not to mention the things you can do with
QuantStudio alone.
I would recommend ANYONE that can program in a .net language and writes
trading systems/ analysis software - CONSIDER A SOURCE LICENSE.
My Best,
Chris Donnan
PS- in the forums @ SmartQuant.com - I posted some more about my thoughts in
detail after licensing the source- good continued reading for interested
parties.
From: "Joel Reymont" <joelr@xxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Subject: Python .NET, TA-LIB and QuantStudio
Date: Thu, 20 May 2004 09:54:24 +0400
Folks,
Those of you wishing for a Python trading systems toolkit might want to
look at Python .NET. You can use TA-LIB through the .NET bindings (while
I'm finishing the native Python wrapper) and Python bindings for QuantLib
are already there. See http://www.wagerlabs.com/blog for more info.
I'm now pondering wrapping up QuantStudio in a set of Python classes to
make it really easy to design your own systems and patch any QuantStudio
holes. I also might switch priorities a bit and tackle Python integration
with TradeStation (as someone suggested) first while putting a brand-new
trading toolkit of my own on the backburner.
BTW, QuantStudio source code is almost a giveaway (dirt cheap) right now.
Do not buy the binaries because you'll be frustrated by the lack of
documentation. Buy the QS source code cheap, rip out whatever suits you
and integrate it into your trading apps.
The current set includes data and portfolio management, real-time
connectivity to RealTick, MyTrack and IB. IQ feed is almost there and
Bloomberg is close. There's advanced statistical analysis, portfolio
optimization, neural networks, technical analysis and charting. There's
financial math, time series analysis and money management. 12 months of
updates are included.
I don't want to post the price as it will go into the archives but
contact me for more information.
Thanks, Joel
--
http://www.wagerlabs.com/blog
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