Getting Started Guide

This tutorial is a step-by-step guide on how to get started with QuantOffice Cloud. In each step, you can find a link to the related documentation where you can learn more about the system and its components.

To get started:

Download the QuantOffice Cloud Installer. Use it install all the required components. A quick start guide below, walks you through a basic configuration of the environment and explains how to configure trading venues, instruments, trading and market data connectors. For demonstration purposes, we use a sample EMA Crossover strategy. It is run in the back-testing mode on the historical market data and is deployed for live trading using our trade Simulator. You will also learn how to track your strategy and order executions with our monitoring applications. Once you are ready, you can go ahead and trade in the live mode with your real account credentials.

System Requirements

Make sure you meet the specified system requirements prior the installation.

Server Requirements

• Hardware: 8 cores, 32 RAM, 64bit-x86 CPU, 256+ GB SSD.
• Operating System: Windows, Linux Ubuntu Server 22.04 or Amazon Linux.
• Open SSH for installation and management.
• Access to ports 8099, 8988, 8995, 8000, 80, 443, 9100, 9200, 9000, 3000, 8080, 8443 for QuantOffice Cloud applications.

Desktop Client Requirements

• Hardware: 8 cores, 32 RAM, 64 bit-x86 CPU.
• Operating System: MS Windows 10+ or MS Windows Server 2016+.

Install License

Online

During the online installation, the installer downloads QuantOffice software components and installs licenses directly via the Internet.

Follow the workflow described in the Navigator section.

Offline

If your system does not have internet access or it is poor, you can install QuantServer and QuantOffice licenses offline. First, download the Offline Installation Package from Deltix and transfer it to the destination computer via network or USB flash drive. Then, follow the instructions in this section to complete the offline license installation process.

QuantServer

1. Having installed QuantOffice, you can access an Offline License Installer in the QuantOffice folder on your desktop or run oli.cmd from the bin folder.
2. Run Offline License Installer as administrator.
3. In the pop-up dialog, select Generate Request and select an output folder for the request file called license.request.properties

4. Send an email to the support team at SupportEPM-RTCLicenses@epam.com by attaching the license request and license.request.properties file.
5. You will get back a ZIP container with your license.
6. Re-run the Offline License Installer as administrator, selecting the Install License option. Then, navigate to the location where you saved the ZIP container provided by support, and proceed to click Install to complete the process.

QuantOffice

1. Having installed QuantOffice, you can access an OfflineLicenseManager.exe in the \QuantOffice\Bin folder.
2. Run this file as administrator.
3. In the pop-up dialog, select Generate Request and select an output folder for the request file called license.request.properties
4. Send an email to the support team at SupportEPM-RTCLicenses@epam.com by attaching the license request and license.request.properties file.
5. You will get back a ZIP container with your license.
6. Re-run the OfflineLicenseManager.exe as administrator, selecting the Install License option. Then, navigate to the location where you saved the ZIP container provided by support, and proceed to click Install to complete the process.

QuantOffice Releases

• 5.7.10

1. Install QuantOffice Cloud Components

1. Download the QuantOffice Cloud Installer - refer to the link above.
2. Launch the installation file. After the successful installation, you can find a QuantOffice Cloud shortcut in the Windows start menu and on the desktop. Click it to launch QuantOffice Navigator.
3. On the first screen, in the Available tab, you can find all QuantOffice Server and Client system components you can install. Refer to Navigator to learn how to install components on Linux and Windows.
4. Having installed the necessary components, navigate to the Installed tab to view Windows components and to Cloud Servers tab to view Linux components.
   
5. For Windows setups, on the Homes tab, click Open on the available Home to navigate to the Components screen. You can do the same for Linux setups from the Cloud Servers tab. Refer to Navigator to learn how to create Homes.
6. Start all the components. You can do it in the menu of each component or you can start all components at once in Options -> Services.
7. Click Open on any component to navigate to the corresponding application.
   
8. Having made sure you have started the Universe Configurator component, click Universe Configurator in the Main Menu to navigate to the web application where you can create and start market data and trade connectors - described in steps 2 and 3.

2. Setup Trading Instruments

Start with setting up your trading environment.

1. Navigate to Universe Configurator from the QuantOffice Navigator - see the Step 1.10.
2. In the Securities tab, use filter to select trading instruments your strategy will get access to. Add them to stored symbols and save. For the sample EMACrossOver strategy, we have configured the KRAKEN exchange connector and BTCUSD trade instrument.

3. Setup Market Data Connectors

In this step, we will add and configure market data and trading connectors in Universe Configurator.

1. Navigate to Universe Configurator from the QuantOffice Navigator - see the Step 1.10.
2. To receive market data and place trade orders, set up Market Data and Trade connectors to exchanges. Use credentials from your account at a particular exchange to set Trade Connectors. In Data Connectors tab, you can find a pre-configured active market data connector to KRAKEN exchange.

In Universe Configurator, you can monitor your account balances for each exchange and configure system and trade notifications.

4. Monitor Data

Once you have your trade environment ready, click TimeBase on the QuantOffice Navigator components diagram, to open the TimeBase Web Admin application.

Here, in the list of streams, you can select the KRAKEN exchange that you have added in the previous step and monitor incoming data in live mode. This way, we make sure data connectors are established properly and there is market data coming to TimeBase.

5. Back-Test Sample Strategy

Before going live and to test your sample strategy, we will run it in the back-testing mode in the QuantOffice Studio desktop application. To do this, we will use the KRAKEN stream in TimeBase with market data we have created in the previous step.

To Back-Test .NET Strategy

Download the sample EMA Crossover .NET strategy.

1. Launch the QuantOffice Studio desktop application.
2. In the Strategies tab, click Load in the toolbar and load your sample EMA Crossover strategy. Your strategy will have a Valid status. Refer to Strategy Manager guide for more information.
3. Right-click the strategy and select Build.
4. Click the Run button in the toolbar to launch a Strategy Runner.
5. In the pop-up Strategy Runner window, select KRAKEN stream in Data Streams, specify symbols and other strategy parameters and then click Start.
6. Specify strategy input parameters in the popup window and click Ok to start the back-testing. The strategy status in the Strategy Runner window changes to Running.

The strategy stops automatically, once the back-testing is finished. The strategy status, in the Strategy Runner window, changes to Stopped. You can now view the strategy execution chart and reports such as performance, orders, traders and more.

To Back-Test Python Strategy

Download the sample EMA Crossover Python strategy.

1. Install Python 3.8 - 3.10.
2. Launch the QuantOffice Studio desktop application.
3. In the Settings tab in the Options dialog window, open Python Projects. In this section, you can define IDE you are going to use, Python interpreter, create Python virtual environments, and install Deltix plugin for MS Visual Studio Code.
4. In the Strategies tab, click Load in the toolbar and load your sample EMA Crossover Python strategy. Your strategy will have a Valid status. Refer to Strategy Manager guide for more information.
5. Right-click the strategy and select Build.
6. Click the Run button in the toolbar to launch a Strategy Runner.
7. In the pop-up Strategy Runner window, select KRAKEN stream in Data Streams, specify symbols and the necessary strategy parameters and click Start.
8. Specify strategy input parameters in the popup window and click Ok to start the back-testing. The strategy status in the Strategy Runner window changes to Running.

The strategy stops automatically, once the back-testing is finished. The strategy status in the Strategy Runner window changes to Stopped. You can now view strategy execution chart and reports such as performance, orders, traders and more.

6. Run Paper Trading in Trading Console

Having successfully back-tested the sample strategy, we can now run it in trade simulation mode (paper trading) in Trading Console. Trading Console is a powerful highly customizable application where you can run QuantOffice strategies in live and paper trading modes.

1. Launch Trading Console.
2. In the Strategies tab, click Add and select your strategy (EMA Crossover) in the Strategy Manager window.
3. Create strategy configuration: add symbols, select KRAKEN stream, add KRAKEN exchange in input parameters, set Bar Size at 5 sec. In EMS Parameters/Order Executor, select Execution Server as order OrderExecutor type and SIM as brokerId to configure the trade simulation mode. Set KRAKEN as exchange, set Bet Size 0,05 in Default Instrument Parameters. Set n1 to 10, n2 to 20, stop loss and take profit at 1%.
   
4. Select the strategy configuration you have just added and click Start Execution. Your strategy will have a running status and a new window with charts and reports opens up. There, you can see the strategy execution in real-time in the paper trading mode.
5. Once your strategy starts sending orders, you can view reports and P&L statistics of the strategy execution. In the main Trading Console window, you can click the Positions tab to view open positions.

7. Monitoring

Once you have your sample strategies running, you can navigate to other monitoring applications (Strategy Server and Execution Server) from the QuantOffice Navigator to check the server information, strategy telemetries, active trade orders, open positions, and much more.

Strategy Server Monitor

In Strategy Server Monitor, you can view and manage all running strategies, undeploy any strategy, view strategy statistics, monitor and manage open orders and positions. On the monitor, you can see your sample strategies running on the server.

Execution Server Monitor

In Execution Server Monitor, you can monitor open positions and orders placed by your strategies. Here, you have emergency controls to stop all trading activity in case of any failure or an unexpected behavior. Execution Server Monitor also allows configuring custom risk rules on various levels.

8. Download Sample Strategies

Supported Market Data and Trade Connectors