QuantSwarms — Automated Futures Trading Platform
Build, backtest, and deploy automated futures trading bots with Python. QuantSwarms offers tick-level backtesting, 19 risk management strategies, multi-account swarm trading, and sub-50ms execution.
Key Features
- Python-First Development — Write strategies using NumPy, Pandas, scikit-learn, TensorFlow, and any Python library.
- Tick-Level Backtesting — Real exchange data with realistic slippage and spread simulation.
- Swarm Mode — Deploy the same strategy across multiple accounts simultaneously.
- 19 Risk Management Strategies — Stop loss, trailing stops, profit ratchets, daily loss limits, and more.
- Sub-50ms Execution — ZeroMQ transport for ultra-low latency order routing.
- NinjaTrader & TopstepX — Connect through multiple broker gateways.
- Head-to-Head Comparison — Compare experiments trade-by-trade to find the winning strategy.
- Real-Time Analytics — P&L tracking, calendar heatmaps, equity curves, and performance metrics.
Pricing
- Historical Data — $100 per year of tick data (one-time purchase)
- Backtester — $24.99/month — Unlimited backtests, risk simulator, parameter optimization
- Auto-Trading — $24.99/month — Live automated trading, real-time streams, swarm mode
Visit QuantSwarms to get started.