CloudQuant Mariner is an online trading strategy simulator. CloudQuant users have various backgrounds (quant, trading, data scientist, software engineers, ...). We hope to cover trading and simulating from multiple angles.
-
Simulation is an attempt to reproduce what happens in real trading. Some aspects are easier to simulate than others. We are constantly making improvements to bring reality to the simulator.
-
The simulator has two modes: lite and elite. By default, new users have access to the lite simulator. As users show success on the system, they are "leveled-up". Leveling-up gives you access to the elite simulator and more types of data.
-
Internal quants use the lite simulator to vet ideas before spending processing time on elite simulation, typically using a broad universe of symbols and identifying the characteristics of the best and worst performers.
-
The elite simulator exposes a much deeper level of access to the system. Strategies can have code designed to behave for specific events, like imbalance messages, and order events.
-
Whether a strategy is designed for the lite or elite simulator, these are the same interface used in the live trading system. In our world, strategies are tested in the simulator, moved to forward testing, and promoted to live trading. In most cases, what works in the simulator works in live trading without any changes.
Be sure to log in to see the full documentation, tailored for your level.
Depending on your learning style, here are a couple of paths to get up the learning curve.
-
Quant/Trader - have an existing idea and just need to understand how to implement it:
- Review Getting Started
- Review the CloudQuant API
- Create a simple algorithm and backtest it to gauge your understanding of how CloudQuant works
- Hit the Knowledge section for usage examples
- Iterate/improve your idea
-
Student of the Market - new to algorithm trading and want to see/tweak some working algorithms:
- Review Getting Started. You need to know what the system is doing and how it works.
- Take the "CQ_Basic_Bull_Momentum" strategy from the public scripts (clone it). Run it. Review the results. See if you understand how the algorithm works.
- Work your way through the lessons in Knowledge. Start with the basics and move up to the advanced lessons.
- Continue to make changes to "CQ_Basic_Bull_Momentum" as your skills improve. FYI, not all lessons will apply to your algorithm.
-
Problem Solver - want us to give you a challenge and you solve it in the tool:
- Take the "CQ_Basic_Bull_Momentum" strategy from the public scripts - clone it - and make it better. You want this to be very selective and work in all different types of markets (up/down/sideways/choppy/gap up/gap down ...)
- As you get the algorithm making money, start testing over a larger number of days.
-
Just play around with the site:
- Click around the documentation
- Take the "CQ_Basic_Bull_Momentum" strategy from the public scripts (clone it)
- Run a backtest
Also ...
- As you start testing over a larger number of days, be sure to create and review a summary report.
- Don't forget to hit the community up with questions and show off your skills by answering other people's questions.
- Getting Started - There's a lot to learn about how to write an algorithm. The best place to get started is "Getting Started" (in the left pane). It has the background/context of what and how we simulate the market.
- Knowledge - Learn tips, tricks and usage. New examples are being added all the time.
- CloudQuant API - Is divided into four sections: CloudQuant, CQLib, KTG Func, and TA Lib. It will give you an idea of the information available and how to interact with the system. There are a lot of working examples.
- Reference - A variety of supporting information. Ranges from trading, e.g. Sales Conditions, to computer time, e.g. what is microseconds unix timestamp.
- What's New - Updates on what's new to the website, and testing tool.
We are always open to your feedback! Thanks for visiting CloudQuant!
-- Happy Trading !
