Notable
Some notable things about CloudQuant:
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TA-LIB: TA-LIB is one of the most popular financial statistical libraries. It stands for Technical Analysis Library. This is available for backtesting, forward, and live.
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KTG Functions: A number of functions used by KTG that are part of an external library. We recommend looking at these to see what is available in order to avoid reinventing code for interacting with CloudQuant.
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Bars: The system has both minute and daily bars, and those bars can be re-sampled to different sizes. We recommend reading the section on bars for more information. By default, the system loads one year of adjusted bar data, and three days of minute bars. CloudQuant deals with formed bars. The forming bar data is part of our Market Data Level 1 object.
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Lists: In our system, we keep track of a lot of different lists that traders and quants find important. In a script, we make it easy to find out if a symbol is on a list or not. For example, "is this symbol an ETF?" or "does this symbol have earnings today". We recommend reviewing the available lists.
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Order Algorithms: When sending an order, there are a number of ways to ensure you get the best results. Our system tries to hide a lot of the complexities in dealing with orders. Technically, when you send an order you are calling an internal algorithm. An internal algorithm can call an external algorithm as well. Some of the most important parts of our system deal with understanding the intent of orders. Again, we recommend reading the documentation so that you can get the most out of your orders.
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Symbol Selection: In our trading system, you can either be very specific or very dynamic about what symbols you want to trade. There is a special method in a script that determines which symbols are qualified. It is called before creating the instances. For example, you might want to trade stocks that only have over 1 million shares of average daily volume; or you may want to only trade stocks that have 3 consecutive up-days. Maybe you want to exclude stocks that are ETFs, or that have had earnings that day. Our system allows you to be dynamic about the symbol universe that you are going to trade.