Why Apifiny Algo?
Apifiny Algo addresses several key issues faced by quant traders when implementing trading strategies:
- Python is too slow or not scalable for your trading strategies
- Lacking a well designed trading and quant framework in the market so you can focus on trading alpha and execution research.
- Lacking a platform to integrate 3rd party quant trading components into your own algos seamlessly.
Combining TradingLib & QuantLib.
The library consists of TradingLib which offers direct market data access and a computation framework to create trading algo libraries and execution order management; and QuantLib for seamless trading algo implementation.
- Performance: In C++ which offers the highest performance on data connectivity and order management.
- Research capabilities: High-resolution data backtesting and machine-learning ready data generation.
- Strategy framework: Ready to deploy Apifiny and 3rd party strategy components.
QuantLib offers well tested components for customization though strategy implementation.
Perpetual swaps and futures available on Binance, FTX, Huobi, and OKX with options coming soon
- Place limit and IOC orders
- PnL and fee calculation
- A platform to integrate 3rd party quant trading components into your own algos seamlessly
- Pre-configured security master data
Support back-testing and data generation
TimeSampler, TradeSampler, BookSampler
MidPx, MktWPx, TradePx, TWAP, VWAP
Math variables, Bool variables, Alpha components
BaseStrategies, TakeStrategies, MakeStrategies, ArbStrategies, PortfolioStrategies