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.
(Futures and options 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