The Applied Market Analytics Modeling Platform

and Quant Command Language  

Variety and Flexibility of Meta-Language Tools for Modeling

Advancing the science of financial market predictive technology requires a sophisticated exploratory quantitative analysis platform and meta-language. For this purpose Applied Market Analytics exploits the facilities of a proprietary QA platform—The Applied Market Analytics Modeling Platform and Quant Command Language (QCL). An important purpose of the AMA Quant Command Language is to maximize the productivity of quantitative analysts, allowing maximum freedom for productive heuristic exploration.

The AMA Quant Command Language facilitates the use of mathematical time series transformations, sophisticated statistical and mathematical analysis tools, portfolio analysis tools, market indicator, model synthesis, and signal generation commands, non-linear optimization tools, database management commands, and trader support facilities. The system allows market analysts to explore market dynamics heuristically, build indicators, and model trading systems without the delays of traditional programming, while using advanced vector and array processing techniques.

The QCL provides maximum productivity to the analyst to write new commands easily without re-compile, to test them and discard them at will, to maintain a data base of data vectors and procedures, to write and execute procedures using these commands, to mine extensive databases for market inefficiencies, to test for statistical validity , to walk forward over data for cross-validation, to code any command found to be useful into "C" in order to get additional speed or lower-level capabilities, to execute vendor programs from within the QCL and use their results, and to do almost anything that computers do in a very friendly environment.

Many systems available in the retail market do not allow a QA staff to incorporate application specific or customized code. Using the Quant Command Language, the quantitative analysis team has access to nine levels of analytical tools for mining data, building models, driving operations, and measuring performance including:

1.      System Commands—Many tasks can be performed with the Quant Command Language, as is;

2.      User Commands—You may add your own commands, if you wish;

3.      User Procedures—Scripts can be written to perform sequences of System & User Commands;

4.      System Functions—A complete library of functions is available to your own procedures and programs for manipulating dates, time series, files, strings, dates, data vectors & arrays;

5.      User Functions—More advanced users can write customized functions in the powerful APL language, a high level vector and array processing language;

6.      "C" Subroutines—If functions need a performance boost, a "C" programmer can rewrite those functions in the "C" or "C++" language;

7.      MS Windows GUI—You may incorporate Windows Dialog boxes in any function or command;

8.      MS Windows APIs—If you wish to incorporate the latest API, it can be called from any function or command; and

9.      Executables—Any MS Windows *.exe program is callable from any QCL function.