.NET Suite for your Trading Applications
QX.FinLib is a powerful .NET library for rapid development of advanced mechanical trading systems to uncover strategies and pin point opportunities. It simplifies strategy creation, indicator design, and backtesting—including options—with seamless efficiency. Build feature-rich trading applications faster and smarter.
QX.FinLib is a powerful C# library designed for backtesting, analyzing, and optimizing trading strategies. It offers a robust framework to rapidly develop mechanical trading strategies, evaluate performance with precision, and optimize results. Packed with an extensive feature set, QX.FinLib empowers you to build advanced, customized trading system for research and signal generation with ease and efficiency.
We’re here to guide you every step of the way on your mechanical trading system backtesting journey. From tutorials and practical examples to comprehensive resources, we provide everything you need to accelerate your trading system development process and achieve success faster.
Read the Strategy Development Guide
At QuantXpress, we specialize to transform your trading ideas into market-ready strategies. Whether you're looking to validate a new strategy, optimize parameters, or set up a fully automated trading desk, our skilled quantitative researchers, consultant and programmers are ready to assist.
Contact us today to bring your vision to life!
We’re here to guide you every step of the way on your mechanical trading system backtesting journey. From tutorials and practical examples to comprehensive resources, we provide everything you need to accelerate your trading system development process and achieve success faster.
Our comprehensive documentation is packed with robust examples and detailed guides to help you quickly kickstart your trading research, development, and beyond.
View documentation
Whether you're building strategies, backtesting models, or optimizing systems, our open source GitHub resources are designed to accelerate your workflow and bring your ideas to life.
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BlitzTrader is a comprehensive, end-to-end automated trading platform designed for strategy development, execution management, and seamless market deployment. It provides a robust framework for building, testing, and executing trading strategies in real-time. On the other hand, QX.FinLib is a powerful library that complements BlitzTrader by offering advanced tools for backtesting, optimizing, and refining trading strategies. It specializes in technical indicator-based strategies and supports complex options strategy backtesting. Additionally, QX.FinLib can be used independently to build mechanical trading systems and custom trading tools, making it a versatile solution for quantitative researchers and traders alike. Together, BlitzTrader and QX.FinLib provide a complete ecosystem for strategy development, optimization, and execution.
The single-user license for QX.FinLib is priced at $1,200 USD. For organizations or teams interested in a site license, we offer customized pricing based on your specific requirements. Please contact us for more details and to discuss the best licensing option for your needs.
Yes, we do. We understand that larger institutions often seek independence and require a foundational framework to build their own customized trading systems. To support this, we offer the option to purchase the source code for QX.FinLib at an additional cost. This provides institutions with a starting point to develop, modify, and scale their proprietary trading solutions while leveraging the robust capabilities of QX.FinLib. If you’re interested in this option, please contact us to discuss your requirements and pricing details.
Absolutely! We understand that trading is a highly specialized domain, and we are committed to helping your team seamlessly onboard and master QX.FinLib. As your technology partner, we provide comprehensive consulting services to train your developers, establish robust backtesting and optimization processes, and manage historical data while integrating real-time data for up-to-date strategy evaluation. Our goal is to act as an extended team, ensuring your team is comfortable and confident using our solutions to achieve your trading objectives. Let us help you unlock the full potential of QX.FinLib—contact us to get started!
Getting started with QX.FinLib is simple and hassle-free. We provide extensive guides, step-by-step tutorials, sample codes, and insightful blogs to ensure a smooth onboarding experience for quants and developers. Whether you're new to algorithmic trading or an experienced professional, our resources are designed to help you quickly understand and leverage the full potential of QX.FinLib. Visit our documentation portal or reach out to our support team for personalized assistance to kickstart your journey with QX.FinLib today!
QX.FinLib is developed in C#, making it ideal for users familiar with the C# programming language. The framework is designed for seamless integration, and users do not need advanced knowledge of C# to get started. Most key functions are wrapped and abstracted, ensuring a user-friendly experience while integrating and utilizing the library. Whether you're a beginner or an experienced developer, QX.FinLib simplifies the process of building, backtesting, and optimizing trading strategies.
