Quantitative Strategy Development
Build your quant strategies from scratch and benefit from unlimited flexibility.
- Strategy Wizard creates everything needed for Wyden-based quant trading strategies
- IntelliJ-Based Development Environment
- Excel based backtest report to analyze strategy performances
- In-Process / In-Memory Exchange Simulator
- Make use of all Wyden services from Java or Python strategies
- Write trading strategies in any language (e.g. C#, Javascript/Node.js, MatLab or R) using our RESTful and websocket
- A customizable and extensible Execution Model for backtests, which allows users to add custom logic regarding spread, slippage, fill ratio and more
- Automated parameter optimization to help find optimal parameter ranges for particular trading strategies
- Multiple Numerical and Statistical Libraries with a large number of technical indicators available
- Subscribe to a multitude of event types disseminated by the platform (e.g., TickEvents, BarEvents, OrderStatusEvents, FillEvents, SessionEvents, etc.)
- JSON based properties on most entities
- Multi-periodicity strategies (e.g. daily bars and minute bars combined)
- Multi-module strategies communicating with each other via Generic Events
- Start and stop strategies individually, allowing you to update & deploy strategies while others are running
- Debug strategies to perform diagnostics by going through strategies step by step