What we do

• We offer custom MetaTrader, TradeStation and MultiCharts programming for all markets. We can develop your trading ideas and concepts into your own customized Indicators and/or Strategies.
• The development of indicators and strategies in TradeStation’s EasyLanguage, MultiCharts .NET or in external DLLs.
• Conversion of strategies and indicators from TradeStation to MultiCharts .NET and from MultiCharts .NET to TradeStation
• Conversion of the strategies from to external DLLs or .NET modules
  Protection of your trading ideas

• Backtesting allows a trader to simulate a trading strategy using historical data to generate results and analyze risk and profitability before risking any actual capital.
• A well-conducted backtest that yields positive results assures traders that the strategy is fundamentally sound and is likely to yield profits when implemented in reality. A well-conducted backtest that yields suboptimal results will prompt traders to alter or reject the strategy.
• We perform backtesting on strategy level and portfolio level on Multicharts and MT4 platforms.

We provide algorithmic trading solution. Algorithmic trading (or Algo trading) is defined as automated trading, where ideas are generated by the human intellect and executed by the digital technology of the computer. The process of Algo trading can be enumerated as follows:

• Ideas generation
• Coding of ideas
• Back testing of codes
• Finding the compatible infrastructure for idea execution
• Putting the ideas into real markets
• Watching the performance of your code/idea
• Changing the parameters, if required in tune with market.

Proprietary trading holds usually limited partnerships in which the firm put its own capital to the market instead of investing the client’s capital. We function as major liquidity providers or market markers to the capital marketplace. We ensure to use high class technology, strategy and expertise to sustain in the prevailing competitive markets. We choose a group of highly experienced IT Quants and senior traders who hold high business experience in systematic trading from the most prominent financial institutions. We have a fully included cross asset solution for investment management that controls STP (straight-through-processing) to easily handle the complete trading life rounds of buy side companies from portfolio management to risk management and compliances and middle and back office operations.

• Aggregating and analysing data on options related to strike prices, volatility and various Greeks
• Calculation of options Greeks using Black Scholes formulas
• Historical and implied volatility for options as well as other derivatives
• Aggregating options data for required strike prices, volatility and other parameters
• Analysing the data and working on strategies like options shorting, delta management etc
• Optimising options strategies by making them delta neutral or vega neutral as required
• Working on dynamic hedging on portfolio and books based on their Greeks exposures
• Working on delta management in options shorting, gamma scalping and other standard theta eating options strategies
• Development of various options based strategies pertaining to volatility arbitrage, gamma scalping etc.
• Working on high end options trading strategies like volatility arbitrage between Call-Call Pair or Put-Put pair. Also worked on complex arbitrage between 2 straddle, strangles etc.
• Working on development of screener sheets for Butterfly, Iron Condor, and Strangle shorting etc. which a trader can use for getting the right kind of entry and exit signals to enter the positions
• Management and reporting of options risks associated with Greeks
• Risk reporting on Delta, Gamma, Vega and Theta Exposures
• Making screeners and excel sheets which can show a portfolio risk of various Greeks in live time
• Volatility Forecasting and Options Pricing
• Working on various options pricing models like ARCH, GARCH etc. to forecast volatility
• Carrying out monte-carlo simulations to identify the best set of parameters to fit an ARCH/GARCH or EMA model for option volatility forecasting and options pricing

Based on our years of financial software development experience, we can help you to integrate your data-feed into the most popular trading platforms like MultiCharts, TradeStation, NinjaTrader, AmiBroker, NeuroShell Traders or integrate popular data providers like eSignal, IQFeed, TradeStation, InteractiveBrokers to your own platform. We have wide experience in the desktop platform as well as in building the real-time data distribution system with the low-level data processing optimization.

• Design and development of high-performance data connectors for any project type: desktop or server-based
• Adding the data feeds which are not originally supported into the trading platform like TradeStation and MultiCharts (data plug-in development using original API)
• High-performance proxies between managed and unmanaged components (.NET-Win32/64, Win32/64-.NET)
• TradeStation integration with brokers which are not originally supported
• Autotrading plug-ins (broker connection) development for MultiCharts (using original API)

QuantFuture Privilege Partners (QPP) is designed to achieve the full potential of trading ideas. QPP enables our partners to leverage their own strategy development capability by the full measure of resources available at QuantFuture. This includes unique access to our quantitative and technical analysts, strategy development team. QPP is the perfect match for trading partners seeking to substantially improve their capability, minimize unnecessary cost, and get thoroughly checked and tested ideas quickly into the markets.

QPP participants benefit from the considerable resources available at QuantFuture. Configuration and/or coding of an idea is handled by highly-qualified and skilled developers, and we also offer to test the constituent parts against millions of other ideas in our database, and to deliver this at a speed which would be unimaginable without the scale of our resources.