AlgoQuant
AlgoQuant is the core and foundation of all NM FinTech’s products. It is a large collection of modules that you can use to build your own trading strategies, bots and systems. AlgoQuant is built around a fast event driven simulator, on top of which we have developed many tools and quantitative models. There are tools to do data cleaning, backtesting, data analysis, strategy optimization, pretty reporting and etc.
Quantitative Trading Models
We have an extensive collection of algorithms to do portfolio optimization, way beyond the classical Markowitz theory. We have many different ways to estimate expected returns and covariance matrices. Our SOCP solver can handle millions of constraints in reasonable time. We can deal with inherent uncertainities in input parameters. We have models to deal with regime switch and extreme risk. All these make your portfolio construction and optimization more robust and higher expected return-to-risk ratio.
Trading Strategies
We have implemented a collection of trading strategies, utility models and algorithms which can be purchased separately. Please note that you need to have AlgoQuant, our library of financial analytics, to run these models. You may purchase them in the NM Shop.
KEY FEATURES & BENEFITS
Equity: Factor Models
Portfolio Optimization: Second-Order Cone Programming (SOCP) techniques; Solving the “Corner Solution Problem”; Mean-Variance.
Trend Following & Momentum: Optimal Trend Following Trading Rules; Knight-Satchell-Tran’s Moving Average Crossover Model.
Mean Reversion
Covariance Selection
We can also help you build up your own trading strategies using all the platforms and techniques that we already have.
Experienced IT Team
Our team consists of experts in finance, mathematics and computer science.
We provides top quality products and services to help clients find better solutions.
KEY FEATURES & BENEFITS
With a team of highly qualified financial engineers, computer science professionals and world famous mathematicians, we can help customer on different aspects including:
- AI and machine learning technologies;
- Customized financial infrastructures and simulation engines;
- Factor models and optimization models;
- Self-calculated indices and risk factors;
- Chinese market access and data sources.
Source Code
Back testing and real-time trading with great computing power solutions.
KEY FEATURES & BENEFITS
AlgoQuant comes with source code. You may not distribute it in any form the binaries and/or source code of AlgoQuant. You may distribute your own work such as add-ons or patch files. By downloading the software, you agree with all our terms and conditions.
For free trial, you can download our release version here (after registering with this blog).
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Please email info@nmfin.tech to obtain a trial license.
Real Exchange API
KEY FEATURES & BENEFITS
AlgoQuant is a large Java library of financial analytics. You can call the APIs to build a trading system by, e.g. replacing the simulator with real exchange APIs. AlgoQuant comes also with source code so it is not a black box. You can be fully confident of the control and reliability of the software. You can modify the code to customize for your purposes. It is also an essential toolbox upon which you can leverage on to build your trading and trading research infrastructure. Not only does it greatly speed up your development, but you can be assured that your infrastructure is being looked after and maintained by an experienced and professional quant IT team.
Intellectual Property License
KEY FEATURES & BENEFITS
Academic License
If you meet our “Qualified Academic Users” standard, you can purchase an academic license. The Academic License allows you to use three packages: BASIC, OPTIM, and STATS
Commercial License
A commercial license lets you run selected modules on a machine permanently. For inquiries, please contact sales.
