Globalize your trading

QuantRocket is the fastest way to build automated trading systems for international markets with Interactive Brokers

Coming in early 2018

QuantRocket is currently under development.
Look around, take our product roadmap survey, and register an account or provide your email below to be notified when QuantRocket is ready.

feature icon Expand Your Markets

Most traders focus on the US market — the most competitive market in the world. Yet the US stock market represents less than 50% of global market cap and only 25% of global listings.

Why International?

Escape crowded trades

Academic research shows that market anomalies are more enduring in international markets .

Find the right market

Write your strategy code once and backtest it in numerous countries to find where it works best.

Validate your backtests

A backtest that performs well across several global markets is more robust than one tested on a single market.

Trade around the clock

When the US closes, Asia opens. When Asia closes, Europe opens. Exploit profitable opportunities whenever they occur.

QuantRocket is tailor-made for automated international trading with IB

feature icon Data Made Easy

Unlock the potential of IB's global market data, minus the pain

For US equities, you have many choices in data vendors, but affordable international data is harder to find. IB offers historical and real-time data at an affordable cost for exchanges around the globe.

Yet working with IB data can be challenging: incomplete documentation, pacing violations, an event-driven programming model, server blackouts, and more. QuantRocket removes the pain of downloading and working with IB data, unlocking its potential.

Data Availability by Vendor
United States
Canada
Mexico
United Kingdom
Germany
France
Switzerland
Sweden
Italy
Netherlands
Spain
Belgium
Austria
Norway
Portugal
Japan
Australia
Hong Kong
India
Singapore
IB
IQFeed
Quandl
QuantGo
QuantQuote
Quantopian
Data Availability by Vendor
United States
Canada
Mexico
United Kingdom
Germany
France
Switzerland
Sweden
Italy
Netherlands
Spain
Belgium
Austria
Norway
Portugal
Japan
Australia
Hong Kong
India
Singapore
IB
IQFeed
Quandl
QuantGo
QuantQuote
Quantopian
Data Availability by Vendor
United States
Canada
Mexico
United Kingdom
Germany
France
Switzerland
Sweden
Italy
Netherlands
Spain
Belgium
Austria
Norway
Portugal
Japan
Australia
Hong Kong
India
Singapore
IB
IQFeed
Quandl
QuantGo
QuantQuote
Quantopian
Data Availability by Vendor
United States
Canada
Mexico
United Kingdom
Germany
France
Switzerland
Sweden
Italy
Netherlands
Spain
Belgium
Austria
Norway
Portugal
Japan
Australia
Hong Kong
India
Singapore
IB
IQFeed
Quandl
QuantGo
QuantQuote
Quantopian

Own your data

License historical, fundamental, and real-time data directly from IB at their unbeatable prices and download and manage it with QuantRocket. It's your data, not QuantRocket's, so use it any way you want and take it with you if you leave.

Historical data your way

Historical data for trades, midpoints, bids, or asks. Bar sizes ranging from 1 second to 1 month and everything in between. Regular session or extended hours. Consolidated prices or primary exchange prices. Get the data however your strategies need it.

Global fundamental data

Financial statements with over 120 indicators. Analyst estimates and actuals. Global coverage. The Reuters Worldwide Fundamentals dataset is free to IB customers and is a snap to use with QuantRocket.

Download historical data for all stocks on the Toronto Stock Exchange, in 4 commands

Step 1: Fetch listing details for all stocks on the Toronto Stock Exchange
$ quantrocket master listings --exchange 'TSE' --sec-types 'STK'
Step 2: Create a named universe so we can reference these stocks easily
$ quantrocket master get -e 'TSE' -t 'STK' | quantrocket master universe 'canada' -f -
Step 3: Create a named price database defining your historical data requirements
$ quantrocket history create-db 'canada-eod' --universes 'canada' --bar-size '1 day'
Step 4: Start downloading!
$ quantrocket history fetch 'canada-eod'

feature icon Choose Your Backtester

One size does NOT fit all

The backtester that's right for you depends on the style of your trading strategies. End of day or intraday? 15 symbols, or 1500? QuantRocket supports two open-source Python backtesters with differing strengths. Or, plug in your own favorite backtester thanks to QuantRocket's modular, microservice architecture.

Plus, research your ideas in a ready-to-use Jupyter notebook environment.

Moonshot logo Moonshot

Moonshot is QuantRocket's open-source backtesting and trading engine

  • Fast, vectorized, multi-strategy backtests using Python and Pandas
  • Ideal for cross-sectional strategies involving hundreds or thousands of symbols
  • Parameter scans
  • Live trading
  • Open source
  • Designed by and for QuantRocket

Zipline logo Zipline

Zipline is the popular open-source backtester that powers Quantopian

  • Event-driven backtests using Python
  • Support for minutely or daily data
  • Suitable for intraday strategies which react to real-time data
  • Large user community
  • Live trading using QuantRocket-provided adapters
  • Port your strategies from Quantopian to QuantRocket

Connect your own

Use the satellite service to bring your favorite backtester into the QuantRocket solar system

  • Tell QuantRocket what packages to install
  • Execute your code via the CLI
  • Benefit from QuantRocket's infrastructure and data services
  • Run as many different backtester services as you like
  • Example code for connecting the Python backtesting framework backtrader to QuantRocket

feature icon Deploy With Ease

Run anywhere

Linux, Mac, or Windows. In the cloud or on your laptop. QuantRocket runs anywhere Docker runs.

Connect from anywhere

Control your cloud-based deployment securely from any location using QuantRocket's powerful command line interface.

Your servers, your way

Cloud-based platforms like Quantopian and QuantConnect limit your compute resources and require uploading your secrets to third party servers. QuantRocket's ready-to-use trading infrastructure runs on your servers. Give your hardware as much power as you want, and keep your secrets safe.

feature icon Product Roadmap

Here's how QuantRocket is coming along

ServiceTarget completion date
Milestone 1: Basic infrastructure completed
houston completed
flightlog completed
license-service completed
codeload completed
ibg completed
launchpad completed
db completed
countdown completed
Milestone 2: Historical data, research, backtesting completed
master completed
history completed
jupyter completed
moonshot (backtesting) completed
zipline (backtesting) completed
satellite completed
fundamental completed
Milestone 3: Real-time data, live trading2018 Q1/Q2
account in progress
blotter2018 Q1
realtime2018 Q1
calendar2018 Q1
moonshot (trading)2018 Q1
zipline (trading)2018 Q2

Take a 2-minute survey and influence the roadmap!