Tuesday, May 17, 2011

A platform, a shareware site, and some courses for quant traders

I mentioned in various places that Alphacet Discovery is an industrial strength integrated platform for backtesting and implementing quantitative trading strategies. But of course, it has many competitors, one of which is a relatively new company called Deltix. Deltix has the distinction of offering a full Matlab interface, which is convenient if you are already a Matlab programmer. (Full disclosure: I previously have a consulting relationship with Alphacet, but have none with Deltix.)

There is also a new website for sharing trading strategy software called Quantonomics. In the words of its founder Joshua, the goal is to "connect programmers and stock traders". Joshua also told me that he will create a custom application on his site for any of you readers as a gift!

A colleague of mine in Singapore, Dr. Li Haksun, who was previously a quant with UBS and BNP Paribas, is offering a course on quantitative trading strategy in July. It covers more theoretical concepts than my own courses: e.g. hidden markov model, stochastic control, and Kalman filters are included.

And of course, my own workshops on Backtesting and Statistical Arbitrage will be offered again in London next week.

9 comments:

quarterback said...

hi ernie ,do you know athe cost of deltix solutions. thanks

Anonymous said...

It would be interesting to have such a solution for R-based trading systems! R is only missing a good backtester currently.

Ernie Chan said...

Hi quaterback,
No, I don't know their pricing -- probably best to ask their sales contact.
Ernie

Joshua said...

Hello Anonymous,

I will soon be adding the ability to backtest using: R, C#, C/C++, Java, Ruby, Python, Matlab, Javascript. I'm noticing a lot of people like testing with their favorite language, and not be forced into javascript.

Anonymous said...

A friend just told me about JudoData (http://www.judodata.com/), which seems to combine a Matlab like with a database. Remind me of Kx/kdb.

I plan to explore it and report back.

harman said...

hi ernie...
i want to discuss with u something... can i have your email please...

Ernie Chan said...

Hi harman,
You can email me via my Profile page:
http://www.blogger.com/profile/02747099358519893177
Ernie

Anonymous said...

@quarterback

cost of deltix is about 6500 USD/month/user

8500 /2 users etc.

quarterback said...

thanks to anonymus for pricing information