Wednesday, April 8, 2015

Main backtesting & trading solutions: QuantFactory, Deltix, etc.



What are the most used/mature/promising commercial solutions today which handle backtesting/ automated trading needs?


I'm talking about vertical product suites like QuantFactory or Deltix which address market data capture, historical data, CEP, backtesting, trading, etc. (I would be more specifically interested about the backtesting part though.)



  • What are the big players here?

  • Do you have any feedback (pro/cons) about theses solutions?

  • What is the cost of integrating such a solution into an existing ecosystem?

  • Are they customizable enough to handle very specific needs?


I know that sounds like a lot a different questions, but I'm trying to get a general feeling about these tools (are they popular, useful, who use them, for what, etc.)




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