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A comprehensive list of tools for quantitative traders
Company Products Sample pricing
MultiChartsMultiCharts is a complete trading software platform for professionals:

It offers considerable benefits to traders, and provides significant advantages over competing platforms.

It comes with high definition charting, support for 20+ data feeds and 10+ brokers, dynamic portfolio-level strategy backtesting, EasyLanguage support, interactive performance reporting, genetic optimization, market scanner, data replay, and 300+ strategies and indicators.

MultiCharts has received many positive reviews and awards over the years, praising its flexibility, powerful features, and great support.

Try the 30 day free trial now!

30 days demo – for free

3 months license – $297; 6 months licence – $497; 12 months license – $797

MultiCharts lifetime $1,497

DeltixInstitutional-class data management / backtesting / strategy deployment solution:

equities, options, futures, currencies, baskets and custom synthetic instruments are supported

multiple low latency data feeds supported (processing speeds in millions of messages per second on terabytes of data)

C# and .Net based strategy backtesting and optimization

multiple brokers execution supported, trading signals converted into FIX orders

price on request at sales@deltixlab.com

QuantHouseQuantFACTORY – Institutional-class data management / backtesting / strategy deployment solution:

QuantDEVELOPER – framework and IDE for trading strategies development, debugging, backtesting and optimization, available as a Visual Studio plug-in

QuantDATACENTER – allows to manage a historical data warehouse and capture real-time or ultra low latency market data from providers and exchanges

QuantENGINE – allows to deploy and execute precompiled strategies

multi-asset, multi-period low latency data, multiple brokers supported

price on request at http://www.quanthouse.com/email

SmartQuantInstitutional-class data management / backtesting / strategy deployment solution:

OpenQuant – C# and VisualBasic.NET portfolio level system backtesting and trading, multi-asset, intraday level testing, optimization, WFA etc., multiple brokers and data feeds supported

QuantTrader – production trading environment

QuantBase – centralized data management

QuantRouter – data and order routing

price on request at sales@smartquant.com

MarketceteraInstitutional-class data management / backtesting / strategy deployment solution:

multi-asset solution, multiple data feeds supported, database supports any type of RDBMS providing a JDBC interface, e.g. Oracle, Microsoft SQL Server, Sybase, MySQL etc.

clients can use IDE to script their strategy in either Java, Ruby or Python, or they can use their own strategy IDE

multiple brokers execution supported, trading signals converted into FIX orders

price on request at sales@marketcetera.com

AlgoTraderInstitutional-class data management / backtesting / strategy deployment solution:

multi-asset solution (forex, options, futures, stocks, ETF’s, commodities, synthetic instruments and custom derivative spreads etc.), multiple data feeds supported

framework for trading strategies development, debugging, backtesting and optimization

multiple brokers execution supported, trading signals converted into FIX orders (IB, JPMorgan, FXCM etc.)

price on request at http://www.algotrader.com/product/pricing/

TradestationDedicated software platform integrated with Tradestation’s data for backtesting and auto-trading:

daily & intraday data (us stocks for 43+years, futures for 61+ years)

practical for backtesting price based signals (technical analysis), support for EasyLanguage programming language

supporting US stocks & ETFs, futures, US indexes, German stocks, German indexes, forex

free for Tradestation brokerage clients

$249.95 monthly for non-professionals (Tradestation software platform only, without brokerage)

$299.95 monthly for professionals (Tradestation software platform only, without brokerage)

AmibrokerDedicated software platform for backtesting and auto-trading:

supporting daily/intraday strategies, portfolio level testing and optimization, charting, visualization, custom reporting, multi-threaded analysis, 3D charting, WFA analysis etc.

best for backtesting price based signals (technical analysis)

direct link to eSignal, Interactive Brokers, IQFeed, myTrack, FastTrack, QP2, TC2000, any DDE compliant feed, MS, txtfiles and more (Yahoo Finance …)

one time fee $279 for Standard edition or $339 for Professional edition

SeerTradingDedicated software platform for backtesting and auto-trading:

portfolio level system backtesting and trading, multi-asset, intraday level testing, optimization, visualization etc.

allows R integration, auto-trading in Perl scripting language with all underlying functions written in native C, prepared for server co-location

native FXCM and Interactive Brokers support

free FXCM support, $100 per month for IB platform, contact Sales@seertrading.com for other options

Wealth LabDedicated software platform for backtesting and auto-trading:

supporting daily/intraday strategies, portfolio level testing and optimization – best for backtesting price based signals (technical analysis), C# scripting – software extensions supported – data feeds handling, strategy execution etc.

$799 per licence, $150 yearly fee after

AxiomaDedicated software platform for backtesting, optimization, performance attribution and analytics:

Axioma or 3rd party data

factor analysis, risk modelling, market cycle analysis

price on request at http://www.axioma.com/contact_us.htm

TradingBloxDedicated software platform for backtesting and auto-trading:

best for backtesting price based signals (technical analysis), supporting daily/intraday strategies, portfolio level testing and optimization

Turtle Edition – backtesting engine, graphs, reports, EoD testing

Professional Edition – plus system editor, walk forward analysis, intraday strategies, multi-threaded testing etc.

Pro Plus Edition – plus 3D surface charts, scripting etc.

Builder Edition – IB API, debugger etc.

Turtle Edition $990

Professional Edition $1,990

Pro Plus Edition $2,990

Builder Edition $3,990

NinjaTraderDedicated software platform for backtesting and auto-trading:

supporting daily/intraday strategies, portfolio level testing and optimization, charting, visualization, custom reporting etc.

best for backtesting price based signals (technical analysis)

direct link to Interactive Brokers, MB Trading, TD Ameritrade, FXCM and others

data from text files, eSignal, Google Finance, Yahoo finance, IQFeed and others

basic functionality (EoD functionality) – free

advanced functionality – lease from $50 / month or $995 lifetime license

Right Edge SystemsDedicated software platform for backtesting and auto-trading:

best for backtesting price based signals (technical analysis), supporting daily/intraday strategies, portfolio level testing and optimization, charting, visualization, custom reporting

supports C# and Visual Basic.NET

direct link to Interactive Brokers, IQFeed, txtfiles and more (Yahoo Finance …)

perpetual license – $499

lease $50 per month

BuildAlphaBuild Alpha was created in order to help professional traders, money managers, and institutional investors create countless robust strategies to meet their own risk criterion across asset classes:

This unique software allows traders and money managers the ability to create hundreds of systematic trading strategies with NO programming required.

Furthermore, traders and money managers can stress test each and every strategy in mere seconds.

Everything is point and click.

price on request, contact David@buildalpha.com

FactorResearchFactor Research – Focus on Factor Investing in Global Equities:

Analyse factor performance across US, European and Asian markets

Combine factors & build multi-factor portfolios on a web-based backtesting platform

Get daily or weekly portfolio updates via email and download stocks for execution

Basic package is $99 per month, premium $249 per month.

ZorroZorro – Automated Financial Trading Tool:

Zorro is a free tool for executing financial algorithms.

It supports research, exploring, developing, testing, and trading automated strategies for stocks, forex, options, futures, bonds, ETFs, CFDs, or any other financial instruments.

It can run either as a stand-alone system with direct broker/market connection, or as an attachment to a trading platform that is used for connecting to the broker.

free

eSignalDedicated software platform for backtesting and auto-trading:

supporting daily/intraday strategies, portfolio level testing and optimization

best for backtesting price based signals (technical analysis)

build-in data for equities, futures and forex (daily US stocks from 1990, daily futures 31+ years, forex from 1983 etc.)

pricing from $45 / month to $295 / month (prices depends on data availability)

MetaTraderDedicated software platform for backtesting and auto-trading:

uses MQL4 language, used mainly to trade forex market

supports multiple forex brokers and data feeds

supports managing of multiple accounts

free

GenovestGenovest: web based screener / backtester / charting / alert tools:

10 years daily financial and price data for US stocks and ETF’s

supports technical/fundamental indicators, custom formulas

fundamental alerts can be set up straight from a backtest or screen

free – save your work, limited rules, limited history

$10/month – stock alerts, premade strategies, financial charts

$25/month – complete backtester

$50/month – full financial and price history

Portfolio123Web based backtesting tool to test stock picking strategies:

US stocks & ETFs (daily)

point-in-time fundamental data since 1999

long/short strategies, prices/fundamentals driven signals

“Designer” – $139 / month

“Manager” – $199 / month – complete functionality

PortfolioEffectPortfolio Analytics using high frequency market data:

This product is for use of low, medium, high frequency traders/researchers. All computations are made using high frequency market data which benefits low and high frequency traders/researchers.

intraday backtesting, portfolio risk management, forecasting and optimization at every price second, minutes, hours, end of day. Model inputs fully controllable.

8k+ market tick data sources since 2012 (stocks, indices & ETFs traded on NASDAQ). Clients can also upload his own market data (e.g.: Chinese stocks).

40+ portfolio metrics (VaR, ETL, alpha, beta, Sharpe ratio, Omega ratio, etc.)

supports R, Matlab, Java & Python

10+ portfolio optimizations

price on request at sales@portfolioeffect.com

QuantConnectWeb-based backtesting tool:

US stocks prices (daily/intraday), since 1998, data from QuantQuote

forex data from FXCM

supporting Trader.com & Interactive Brokers for live trading

currently free

QuantopianWeb-based backtesting tool:

US stocks and ETFs prices (daily/intraday), since 2002

fundamental data from Morningstar (over 600 metrics)

supporting Interactive Brokers for live trading

currently free

AlphaArchitectWeb-based backtesting tools:

simple to use, asset allocation strategies, data since 1992

time series momentum and moving average strategies on ETFs

Simple Momentum and Simple Value stock-picking strategies

currently free

QuantiacsWeb based backtesting tool:

up to 25 years data for 49 Futures and S&P500 stocks

toolbox in Python and Matlab

Quantiacs hosts algorithmic trading competitions with investments ranging from 500k to 1 million $

currently free

BacktestBrokerBacktest Broker offers powerful, simple web based backtesting software:

Backtest in two clicks

Browse the strategy library, or build and optimize your strategy

Paper trading, automated trading, and real-time emails

$1 per backtest and less

QuantlerWeb/Cloud based backtesting tool:

FX (Forex/Currency) data on major pairs, going back to 2007

Second/Minute/Hourly/Daily bars

live trading compatible with any broker that is using Metatrader 4 as its backend

currently free

Equities LabEQUITIES LAB – Analyze, Build, and Use Alpha Generating Strategies:

Quantitative Stock Screener and Backtester

18,000 stocks covering the last 20 years, data comes from Morningstar, with macroeconomic data from Quandl

built-int formula and function editor

Basic Member – $35/Month, Charter Member – $50/Month, Professional – $100/Month

AlgoTerminalInstitutional grade algorithmic trading platform for backtesting and automated trading:

Supports backtesting of multiple trading strategies in a single unified portfolio.

Supports dozens of intraday and daily bar types.

Supports 18 different types of scripts that extend the platform and can be written in C#, VB.NET, F# and R.NET.

Supports a Connectivity SDK which can be used to connect the platform to any data or brokerage provider.

The product costs $99/mo for the Professional Edition and $299/mo for the Enterprise Edition.

StrategyQuantDedicated algorithmic trading software for backtesting and creating automated strategies and portfolios:

no programming skills needed

monte carlo analysis

walk-forward optimizer and cluster analysis tools

more than 40 indicators, price patterns, etc.

build, re-test, improve and optimize your strategy

free historical tick data

Free 14-day trial, then $1490

SpreadChartsFree commodity and spread charts:

composite commitments of traders (COT)

long-term historical data

volume & open interest indicator

term structure visualization

visualization of hedgers and speculators

free

Price Action LabDeep Learning Price Action Lab:

DLPAL software solutions have evolved from the first application developed 18 years ago for automatically identifying strategies in historical data that fulfill user-defined risk and reward parameters and also generating code for a variety of backtesting platforms.

DLPAL S discovers automatically systematic trading strategies in any timeframe based on parameter-less price action anomalies. Several validation tools are included and code is generated for a variety of platforms.

DLPAL DQ is an end-of-day scanner for discretionary traders. The software can scan any number of securities for newly formed price action anomalies. Validation tools are included and code is generated for a variety of platforms.

DLPAL LS is unique software that calculates features reflecting the directional bias of securities and also historical values of those features. The software is used by hedge funds for the development of directional and long/short trading strategies based on fixed algos or machine learning using generated train and score files. The results of this software cannot be replicated easily by competition.

Contact info is: Michael Harris, pal@priceactionlab.com

FinanchillWeb-Based Tool:

Free Stock Ratings, Seasonal Analysis, Charts & Fundamentals

Free + Freemium model

R ProjectFree software environment for statistical computing and graphics, a lot of quants prefer to use it for its exceptional open architecture and flexibility:

effective data handling and storage facility, graphical facilities for data analysis, easily extended via packages

recommended extensions – quantstrat, Rmetrics, quantmod, quantlib, PerformanceAnalytics, TTR, portfolio, portfolioSim, backtest, etc.

free

MathWorksMATLAB – High-level language and interactive environment for statistical computing and graphics:

parallel and GPU computing, backtesting and optimization, extensive possibilities of integration etc.

price on request

Analyzer XLBacktestingXL Pro is an add-in for building and testing your trading strategies in Microsoft Excel 2010 and 2013:

users can use VBA to build strategies for BacktestingXL Pro, VBA knowledge is optional, users can construct trading rules on a spreadsheet using standard pre-made backtesting codes

supports pyramiding, short/long position limiting, commission calculation, equity tracking, out-of-money controlling, buy/sell price customizing

multiple performance/risk reports

$74.95 for BacktestingXL Pro

PythonFree open source programming language, open architecture, flexible, easily extended via packages:

recommended extensions – pandas (Python Data Analysis Library), pyalgotrade (Python Algorithmic Trading Library), Zipline, ultrafinance etc.

free

S#S#.Designer – free designer of trading strategies.:

The intuitive interface. Strategies “programming” by mouse or in C#.

Built-in back tester and trade connections to all markets (including US, Asian, stocks, futures, options, Bitcoins, Forex, etc.)

“Visual” programming

Backtesting and optimization

C# language as optional

free

ETF ReplayWeb-based backtesting tool:

simple to use, entry-level web-based backtesting tool to test relative strength and moving average strategies on ETFs

several types of strategies for free, complete backtesting functionality $34,99 monthly

Free web based backtesting tool to test stock picking strategies:

US stocks, data from ValueLine from 1986-2014

price and fundamental data, 1700 stocks, monthly granularity test

free

KuantsWeb-Based Advanced Statistical backtesting without Programming Requirement:

1-minute level data stream for Equity and Futures

Strategies ranging from simple technical indicators to complex statistical functions can be easily tested and live traded

Share and earn on profitable trading strategies through marketplace

Over 40+ pre-developed Algorithms available on different sets of indicators, and statistical functions

Live Trading Integration Available at a click

free

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