The Applied Market Analytics Modeling Platform

and Quant Command Language  

Vast Array of Commands for Modeling

An important purpose of the AMA Quant Command Language (QCL) is to maximize the productivity of quantitative analysts, allowing maximum freedom for effective heuristic exploration. Building profitable trading systems without the delays of traditional programming, while using advanced vector and array processing techniques, is the primary goal of the QCL. 

Consequently, the QCL 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, walk the indicators through non-stationary periods, test indicators for statistical validity, integrate them into market models, and actually trade the models in daily operations without re-programming them.

The QCL also provides tools to help the analyst to write new commands easily without the compile-link-execute cycle, to test them at will, to write and execute procedures using these commands, to maintain a data base of data vectors and procedures, to mine extensive databases for market inefficiencies, 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.

 

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