You have ideas, thoughts, insights on how you could trade profitably. But you know that to be effective, to be profitable in electronic trading you need:
Access to historical market data
Access to technology
Access to traders
Access to capital
Access to structured testing
Access to strategy backtesting tools
Access to professional level, standardized reports
CQ Lite provides you all of this. It is an environment where you can confidentially test your trading ideas or strategies.
Data Available in CQ Lite
Historical Market Data in both one minute bar increments and daily bar increments.
askvol: The sum of the volume traded shares at or above the ask during the timeframe
avgdelta: Average change in price between trades during time period.
bidvol: The sum of the volume traded shares at or below the bid during the timeframe
bvwap: the volume weighted average price
close: the closing price for the bar
count: number of items contributing to the bar
high: the highest price for the bar interval
length: integer time length for the bar
low: lowest price for the bar
open: first qualifying trade of the bar
primary_close: closing price for the symbol’s primary exchange
primary_open: opening price for the symbol’s primary exchange
spread: The average difference between the ask and the bid for the bar
symbol: the exchange mnemonic that represents one exchange trade stock or other financial instrument.
timestamp: The timestamps for the beginning
valid: whether or not bar is valid
volume: The volume for the bar
vwap: volume weighted average price(vwap)
Historical Statistics on each symbol including:
atr: Average True Range (a.k.a. Average Trading Range), over 10 days based on an underlying 250 days of TR (True Range).
avol: Average Volume over 21 days, or whatever smaller number of days is actually available.
beta: Beta, computed over a 249 day time period or as short as 20 days
dividend_amount: The dividend amount in dollars applied to the stock price.
dividend_comment: further information on the dividend
exchange: The primary exchange code
lot_size: number of shares per lot
prev_close: the previous day’s closing price
Backtesting provides a way to evaluate your trading strategy based upon historical data to estimate the how the strategy would perform. Historically this has only been possible within large financial institutions with access to large data sets, and computer infrastructure.
CloudQuant is breaking that mold and using modern cloud technology to level the playing field.
CQ Lite provides historical 1 minute bar data so that past market conditions are provided with sufficient detail to provide accurate estimations of your trading strategy performance.
As a CQ Lite user, you are able to run as many backtest as you require to validate that your trading strategy will work. You are in control. You can choose:
The Date range,
The Risk Management
The Input Data
Backtest results are shown online. As a CQ Lite user you have access to multiple reports and statistics on your trading strategies.
The CQ Lite platform is a cloud based environment that supports Python.
Python is an easy to use, robust, and forgiving programming language. Many people who have written macros in Microsoft Excel® have a very easy time learning Python.
CloudQuant provides access to several popular financial and statistical libraries.
Public Trading Strategies & Examples
You don’t have to start from scratch. We understand that writing an algo from scratch is a difficult process as you would have to learn too many things. So we made it simple for you. Multiple public scripts are available for you to start by “cloning” or copy and paste.
Popular among these scripts are two fully functioning strategies.
CQ_Basic_Bull_Momentum, a momentum tracking strategy
CQ_TD_Sequential_Base, a strategy that attempts to predict a shift from a down market to an up market.
These scripts include everything you need to get started and are available for you to clone and backtest.