QUANTSTUDIO

What is QuantStudio?

QuantStudio is a small project I am working on that combines a visual programming environment for finance for the purpose of developing quantitative trading strategies. The idea for this project was born from a simple thought --- what if everyone could have a computerized self-contained hedge fund in their phone? I imagined a product that anyone could simply buy and own, that offers domain expertise in a form of pre-packaged recipes without having to enter into complicated management contracts and without any gatekeeping.

A family of applications

QuantStudio is planned to be a family of applications. The family consists of:

Update log

This project is an ambitious undertaking that I set out to do to scratch my own itch first, but also plan on releasing it to the public as well. There is no schedule but I will try to keep posting updates here every now and then to help you get an idea where things stand.

Aug 11, 2024 Early explorations of the tool shelf design.

Aug 3, 2024 Benchmarked Apple GPUs for establishing upper performance bounds for some simple financial computations. Started work on wiring the visual graph editor to computations.

July 27, 2024 Finally had a chance to finish a few zoom bugs and the canvas can now scale properly

July 17, 2024 Kicked off processing of companies' financial filings from the SEC's EDGAR system.

July 14, 2024 Implemented node connector anchors with nice looking cubic Bézier curves. The implementation was rather easy but a big difficulty lied in figuring out the ergonomics and a procedural computation of the pleasant looking control points.

July 10, 2024 Initial implementation of the node graph