QuantFactory 5.3.0 has Walk Forward optimization, latency simulation, back-testing initialization, datafile splits and full support of Microsoft.Net 4.0.
QuantHouse, a real-time market data provider, has released a new version of its algorithmic trading development tool. QuantFactory 5.3.0 has five new features: Walk Forward optimization, latency simulation, back-testing initialization, data-file splits and full support of Microsoft.Net 4.0. Pierre-Francois Filet, CEO and founder of QuantHouse, says the major development of the software is an increased...
- Nasdaq CEO Bob Greifeld: Slow and Steady
- Sell-Side Technology Awards 2016: Best Outsourcing Provider to the Sell Side — Broadridge Financial Solutions
- Sell-Side Technology Awards 2016: Best Sell-Side Data Management Product — Markit
- Panelists: As All-to-All Trading Inches Forward, Single-Dealer Platforms Wither
- Dan DeFrancesco: Blockchain, Innovation Labs and Sorting Through the Madness