Core Platform
Robust open-source retail algorithmic trading platform
Open Quant Desk
In DevelopmentA robust open-source retail algorithmic trading platform designed to enable near-HFT capabilities for retail traders. Built with performance and accessibility in mind.
Core Features
- • Near-HFT execution capabilities
- • Open-source architecture
- • Retail trader focused design
- • Advanced algorithmic strategies
- • High-performance execution engine
Technical Capabilities
- • Low-latency trading infrastructure
- • Real-time data processing
- • Scalable system architecture
- • Multi-asset class support
- • Comprehensive risk management
Development Status
Core platform architecture and near-HFT capabilities currently in active development. Designed to democratize high-frequency trading for retail participants.
Libraries & Tools
Specialized libraries for quantitative finance and trading
oqdtradier++
Active DevelopmentHigh-performance C++ library for the Tradier API, providing low-latency market data and order execution capabilities for professional trading applications.
Key Features
- • High-performance C++ implementation
- • Low-latency API connectivity
- • Real-time market data streaming
- • Efficient order management
OpenQuantGreeks
Reference LibraryComprehensive reference library for computing Greeks out to the 6th order. Provides accurate mathematical implementations for options pricing and risk analysis.
Key Features
- • Complete 1st through 6th order Greeks
- • Reference implementation standards
- • Mathematically accurate algorithms
- • Educational and research focused
Development Timeline
Professional development roadmap for platform and library releases
Foundation
Core platform architecture development, Greeks library optimization, and Tradier integration enhancements
Beta Release
Platform beta testing with institutional partners, advanced analytics dashboard, and strategy development tools
Production
Full platform launch, high-frequency capabilities, multi-broker connectivity, and enterprise features