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Update November 2017:
We’ve created a new download page for QuantTrader updates, please see here.
This is the latest QuantTrader Version 306S with the updated ini file of our strategies.
For most strategies there are 3 versions. Example:
GMRS (is the equity only strategy)
GMRS hedged (is the hedged strategy composed of the GMRS equity strategy and the hedging strategy (BRS Top1))
GMRS table output (is only used to produce the ranking tables with all ETF symbols)306S Changes:
– New Parameter in the advanced tab to delay trading up to 21 days (one month). Also the Analysis day can be individually set. Before it was always the last day of the month. Now it can be set to any day of the month with this additional delay until the trade is made.
– Several bug fixes concerning the duplication and renaming of strategies.
– Bug fix with trading costsThis is the latest QuantTrader Version 307S with the updated ini file of our strategies.
For most strategies there are 3 versions. Example:
GMRS (is the equity only strategy)
GMRS hedged (is the hedged strategy composed of the GMRS equity strategy and the hedging strategy (BRS Top1))
GMRS table output (is only used to produce the ranking tables with all ETF symbols)307S Changes:
– Quarterly rebalancing is now possible (Q symbol). Normally you also have to change (make longer) the lookback periods to obtain good results with quarterly rebalancing. You have to do this in all sub-strategies. For example you have to change the GMRS strategy itself to quarterly with a good lookback period and then also switch the GMRS hedged strategy to quarterly. Also this strategy will probably need a longer lookback period. Be aware that with quarterly rebalancing the hedge is only increased with a very long delay. Therefore you should run the strategy with high volatility attenuation values. This means that you always allocate about to risk parity.
– Bug fix with ETF multipiers. For every ETF you can set a multiplier which multiplies or divides the daily performance. This is for example necessary if you work with inverse ETF. Many of them only exist in a -2x or -3x leveraged version. If you multiply them by 0.5 or 0.333, then they behave like a 1x leveraged ETF in the strategy. But be aware that you have to buy 2 or 3 times less of these ETFs. The allocation is the one for the unleveraged ETF.This is the latest QuantTrader Version 308S with the updated ini file of our strategies.
For most strategies there are 3 versions. Example:
GMRS (is the equity only strategy)
GMRS hedged (is the hedged strategy composed of the GMRS equity strategy and the hedging strategy (BRS Top1))
GMRS table output (is only used to produce the ranking tables with all ETF symbols)308S Changes:
– Bug fix when exporting meta-strategies
– New “go to cash” function.
Go to the “Strategy Parameters” and open the “Advanced” tab. You will see an input field for the “Cash Sharp Limit”. You can give cash a sharpe value and then cash is ranked together with the ETFs. Good values are Sharpe values of about 0.85. All top ranked ETFs are compared to this cash Sharpe and if the ETFs have a lower Sharpe than cash, the strategy will replace them with cash. QuantTrader calculates sharpe slightly different to allow a ranking of ETFs with negative performance. The percentages are normalized to 1. 0% performance=1. 2% performance=1.02, -5% performance=0.5. Same is done for volatility. If we have for example a performance of 12% and a volatility of 17%, then the normal Sharpe would be 12/17=0.7. The sharpe how we calculate it is 1.12/1.17= 0.95.
So, if you use for example 0.85 as cash limit, then ETFs can also have slightly negative performance and they are still not replaced by cash. You will have to do some backtests to find out which is a good cash sharpe value. Giving cash a sharpe value is the much better method than just going to cash when the lookback performance of an ETF was negative.Download link: https://dl.dropboxusercontent.com/u/43364046/Logical-Invest%20QuantTrader%20versions/QuantTrader308S.zip
This is the latest QuantTrader Version 309S with the updated ini file of our strategies.
309S Changes:
– Bug fix when exporting and importing strategiesDownload link: https://dl.dropboxusercontent.com/u/43364046/Logical-Invest%20QuantTrader%20versions/QuantTrader309S.zip
With the newest Version 310S of QuantTrader, I have added a “Strategy of Strategies” which allocates between 9 Logical Invest strategies. Maximum investment per strategy is set to 30% and the strategy shows the top 6 strategies.
Unfortunately the strategy will not give you an allocation down to every ETF because the LI strategies itself are already metastrategies and this “Strategy of Strategies” is a metastrategy of metastrategies. You will still need to multiply the % Strategy investment by the strategies ETF allocation to get the final allocation.This is the latest QuantTrader Version 310S with the updated ini file of our strategies.
310S Changes:
– several smaller Bug fixes
– Now the strategy always loads the 15 minute delayed prices if you start it during normal market hours. This allows you to start it for example the last day of the month at 3pm and then you can do your allocation changes during the last hour.
– The strategy drag down field now automatically gets large enough so that you can read the complete strategy names.Download link: https://dl.dropboxusercontent.com/u/43364046/Logical-Invest%20QuantTrader%20versions/QuantTrader310S.zip
This is the latest QuantTrader Version 311S with the updated QuantTradre.ini file of our strategies.
311S Changes:
– Now QT will ask you if you want to download current 15 min delayed prices. This will only happen when the US market is open (beginning from 3.45pm). Downloading current 15 min delayed prices is slower than downloading the last days closing price.
– Several input checks now prevent the user to input forbidden special characters into different text fields. This was corrupting the QuantTrader.ini file in the past.
– It is now also not longer possible to input 5% limits when the QT was in the 10% step mode.Download link: https://dl.dropboxusercontent.com/u/43364046/Logical-Invest%20QuantTrader%20versions/QuantTrader311S.zip
Here is a zip file containing some ETF lists in csv format. There is Nasdaq100, Dow30, US sectors, 240 SP500 stocks with highest market cap. …..
You can use these ETF lists to load all ETFs automatically into QuantTraderThis is the latest QuantTrader Version 312S with the updated QuantTrader.ini file of our strategies.
312S Changes:
– Bug fixes of the current prices download managementDownload link: https://dl.dropboxusercontent.com/u/43364046/Logical-Invest%20QuantTrader%20versions/QuantTrader312S.zip
This is the latest QuantTrader Version 313S with the updated QuantTrader.ini file of our strategies.
Changes:
– Bug fix of ETF download when adding new ETFs
– Bug fix of optimization error when ETFs had 0.0 values in the adjusted closing pricesThis is the latest QuantTrader Version 314S with the updated QuantTrader.ini file of our strategies.
Changes:
– changed some labels for better readability
– Top n ETFs limited to available ETFs
– small bug fixes
– bug fix: Max allocation must be bigger than 0%
– Removed “no ranking” algorithm215S planed changes
– detection and correction of pricing errors (splits ..) in Yahoo data feed
– signal consolidation tool (similar to the online version)Here is the latest version of QuantTrader with the US Sector strategy. The setup contains several strategies of which the strategy “0 US sectors multi momentum with inverse ETFs” is the strategy we will run at Logical Invest.
The other strategies are just other possible combinations. You can use them or modify them as you wish.ATTENTION!!!! The strategy used at Logical Invest will use inverse sector ETFs instead of shorting sector ETFs. These ETFs are all leveraged 2x or 3x. In the strategy we have normalized this leverage o 1 by using the ETF multiplier. If QuantTrader will now select one of these inverse ETFs with for example 20%, then you need only to buy 10% if it is a 2x leveraged ETF. For the 3x leveraged it would be 6.66%
Here is the download link:
https://dl.dropboxusercontent.com/u/43364046/Logical-Invest%20QuantTrader%20versions/QuantTrade314S%20with%20US%20Sector%20strategyr.zipjust replace the old QuantTrader314S version with QuantTrader315S and keep your QuantTrader.ini file.
This is the latest QuantTrader Version 315S with the updated QuantTrader.ini file of all our strategies.
Changes:
– major bug fix: disabled strategies resulted in corrupted QuantTrader.ini files. This was a very bad error in the past.
– bug fix: alocation limitsATTENTION!!!! The Logical Invest US Sectors Multi Momentum Long/Short Strategy is now included. The allocation of the inverse ETFs if selected has to be divided by the leverage of these sectors.
I started QT v3.15s with a v3.13s QT.ini. My quarterly trading strategies became monthly. It does time travel!
For the past two days QT has not functioned due to “Unresolved Symbols.”
https://www.dropbox.com/s/57xia1b00q47eue/QT%20Error.JPG?dl=0When will this be fixed? Is there a temporary Work around?
Cheers! Cal
Hello, I get the following error during download of data when trying to install for the first time. Please let me know if there is any issue with the code or my setup. Thanks!
There has been an unannounced API change from Yahoo finance that affects many apps including QUNATtrader. QT relies on Yahoo data. We are working on a workable version in the next few days.
https://logical-invest.com/forums/topic/quanttrader-software-updates/#post-41823This is the latest QuantTrader Version 316S with the updated QuantTrader.ini file of all our strategies.
Version 316S changes:
– This version switches to a new financial data provider after the Yahoo finance servers stopped to work for over a week.
The download time for all symbols is still quite slow (about 10 min), but we will make it faster next week.
Make sure you delete all old csv files if you install this version in a existing folder.
When you start QT with one of your QuantTrader.ini files, then a popup window will tell you that some symbols have not been found.
Pls. check then all symbold and then delete them.
These symbols are non US symbols and are not used for our strategies. At the moment we can only download US symbols.– New feature: QuantTrader now does an automatic version update if QT finds a newer version on our server.
It appears that new software does not accept ticker symbols of mutual funds?…added some mutual fund tickers, but ran into some errors “Use the top n ETFs’ must contain a value”…I tried several different values in that field.
The new version uses Tiingo.com as its data source instead for Yahoo finance, following Yahoo unannounced change in its service. Tiingo does not support mutual funds, European ETFs or forex symbols. This is a temporary solution in response to Yahoos unannounced adjustment. We will keep mutual funds data in mind as we look to expand our data options.
Hi:
Most international stocks aren’t in Tiingo either. Is there a workaround? I have a couple of emerging market strategies in my portfolio.
Thanks,
DavidWe are testing all kinds of strategies, including European and forex based strategies on our own copies of QT. I am sure we will work out a solution. Access to mutual fund data is important, too. We will know more next week.
This is the latest QuantTrader Version with the updated QuantTrader.ini file of all our strategies.
Version 317S changes:
– This version speeds up the download of financial data by a factor of 10x. Please don’t use the old 316S version anymore because it uses too much bandwidth of our new data provider.
– We still can no work with international ETFs, but we are working on a fix using Google finance data for the next version.- – Please report errors directly to: [email protected]Download link:
https://dl.dropboxusercontent.com/u/43364046/Logical-Invest%20QuantTrader%20versions/QuantTrader317S.zipThis is the latest QuantTrader Version with the updated QuantTrader.ini file of all our strategies.
Version 318S changes:
– This version fixes an error which produced corrupt ETF data due to international differences having a . or a , as the number separator
– Please delete all old csv ETF data files in the folder as they may be corrupted.
– Please report errors directly to: [email protected]Download link:
https://dl.dropboxusercontent.com/u/43364046/Logical-Invest%20QuantTrader%20versions/QuantTrader318S.zipWe are working on a work around to get data from international ETFs using Google finance as a data provider. This should be ready within one or two weeks.
Hello Frank,
I cann´t run Version 318S changes. I deleted previous versions and uploaded this one but but it does not get the data. It will run and fall.
Thank you for your coorporation.
Petr Trauške
This is the latest QuantTrader Version with the updated QuantTrader.ini file of all our strategies.
Version 319S changes:
– This version fixes an error which made QuantTrader crash due to international differences of the financial data uploads
Download link:
https://dl.dropboxusercontent.com/u/43364046/Logical-Invest%20QuantTrader%20versions/QuantTrader319S.zipThis is the latest QuantTrader Version with the updated QuantTrader.ini file of all our strategies.
Version 322S changes:
– fixes data download errors due to incomplete data
– when you start QuantTrader you will have a selection which allows you to:
– start with local data (very fast)
– start with end of last day data (fast when the data is already on our ftp server)
– start using intraday data for the current day. This will use the 15min delayed intrady prices for the current day. It works only when the markets are open.Download link:
https://dl.dropboxusercontent.com/u/43364046/Logical-Invest%20QuantTrader%20versions/QuantTrader322S.zipThis is the latest QuantTrader Version with the updated QuantTrader.ini file of all our strategies.
QuantTrader version 323S changes:
In the startup menu you can now choose between 3 different financial data provider:
1) Tiingo is our new default data source. Tiingo uses itself financial data of different sources and checks it for errors. I think Tiingo has the best data quality. Tiingo however only provides US ETFs, Stocks and Mutual Funds. For foreign ETFs, you have to use Yahoo or Google data. Tiingo downloasd quite slowly, this is why we mirror the data on an ftp server. Once the first QuantTrader user has downloaded the data, the folowing users get it very fast directly from the ftp server.
2) Yahoo data download works again. We had to simulate the protection password for download. Yahoo is probably the second best provider of historical data. It has however quite a lot of errors in the data. Best is to check the charts. Normally Yahoo forgets to adjust for splits which results in big price jumps in the charts.
3) Google finance data is adjusted for splits but not for dividends. If you compare the performance of a dividend ETF strategy like for example BRS (Bond rotation) then this makes quite a difference compared to Tiingo or Yahoo data. For stock strategies like Nasdaq 100 the difference is quite small. The rebalancing results are most of the time the same as calculated with dividends. So Google is here as a security backup or to get financial data of foreign stocks.If you want to use foreign ETFs then you should do the following:
If you only run foreign ETFs, then you can directly download from Yahoo. If you have use also many US ETFs, then I would download from Tiingo and just set Yahoo as download source in the Sympol manager. If you want to load for example a German Eurostoxx 600 ETF from Commerzbank (Symbol C060), then go to Yahoo finance and search for this symbol name. Now you can write “symbol name”=C060, “full symbol name”=C060.DE with DE indicating that I get the data from the German stock exchange. Under “Historical Data Provider” you choose Yahoo. From now on QT will download this symbol from Yahoo even if you select Tiingo as the data provider.
With this 3 providers we should be safe to download always the data necessary to calculate the rebalancing allocations.
This version also contains an updated QuantTrader.ini file. I have updated the Nasdaq 100 components
Download link:
https://dl.dropboxusercontent.com/u/43364046/Logical-Invest%20QuantTrader%20versions/QuantTrader323S.zipHI Frank ,
a while back you were working on some code for QT that would detect and correct unadjusted splits from Yahoo ( mostly for non USA stocks) , did that ever get implemented ?
regards
IvanSome of mutual funds quotes can’t be updated with either Tiingo, Yahoo or Google. Had to update them manually from Yahoo.
I also had some ETF in the error list after the first try, but after reloading with “retry” it worked fine.
This is the latest QuantTrader Version with the updated QuantTrader.ini file of all our strategies.
QuantTrader version 400S changes:
– Quantrader now calculates consolidated allocations across strategies!!!!!
You can access the ETF/stock consolidation page with the “Show cons. allocations” in the lower right corner of the backtester window or directly from the main window.
The consolidation window allows you to enter a dollar amount to invest, and the per strategy allocation in percent. It will then download the current prices of each ETF and calculate the number of ETFs or stocks to buy across all selected strategies.
Please check the results before investing!!!– Bug fix: Trading delay in system settings
– Bug fix: prevention of sub strategy loopsHI Frank,
this is good news for the cons allocations, but seems we cant export the result ? would be good to drop out a csv or xls file
regards
IvanHi Gents,
this Tingo data service is killing me . Over 3 hours to download approx 300 symbols .
(I’m sitting on the end of 100mb/s internet link so its not a local issue here)
Any reason why it should be taking so long ? What are other’s experience ?thanks
IvanTiingo is quite slow, but 3 hours seems much slower than normal. Only the very first user has to download directly from Tiingo. Once a symbol has been downloaded it will be mirrored on our ftp server and then the download is very fast. However as you are living in Australia you are probably most of the time the first one to download the symbols.
A faster way would be to use Yahoo again, but the data quality is not so good as Tiingo. Tiingo consolidates from several sources and removes errors manually.This is the latest QuantTrader Version with the updated QuantTrader.ini file of all our strategies.
QuantTrader version 401S changes:
– Main investment strategies are now listed in bold letters and sub strategies in gray letters to make the strategy
structure more clear.
Pls. download the Zip file which contains also the latest QuantTrader.ini file with grayed sub strategiesIt seems that my antivirus software (Bitdefender 2017) now identifies the QuantTrader 401S version as infected with a generic trojan and deletes it immediately. Am I the only user with this problem or is this more common, and is there a solution?
J
It is normal that a virus scanner reacts if you start QuantTrader the first time because QT does not need to be installed. It should however at least ask you if you really want to execute it. This is at least how Microsoft Defender does it. You can probably tell Bitdefender to exclude QT from its virus scans.
This is the latest QuantTrader Version with the updated QuantTrader.ini file of all our strategies.
QuantTrader version 500S changes:
– New program layout. Now all menus are accessible from the main form.
– Fixes an error when downloading intraday price data.Pls download the Zip file which contains also the latest QuantTrader.ini file
https://dl.dropboxusercontent.com/u/43364046/Logical-Invest%20QuantTrader%20versions/QuantTrader500S.zipThanks for such a quick turn-around on fixes.
When I select the option for End of Day Data and Intraday Prices I get an unhandled exception error on startup. It gives the general message of index was outside the bounds of the array. However, when I select just End of Day Data, it startups just fine.
Let me know if there is more info I can provide.
[quote quote=44022]It seems that my antivirus software (Bitdefender 2017) now identifies the QuantTrader 401S version as infected with a generic trojan and deletes it immediately. Am I the only user with this problem or is this more common, and is there a solution?
J
[/quote]AVG nails ver 500S as well , moves it into the vault straight away after trying to execute it
Hello Frank,
where can I set leverage in Quant Trader? Usually I am trading with leverage 1:2. I am using your strategies and I am creating multistrategies from them. Have I to set it for each ETF individually or it is a way to set leverage for all strategies?Best regards
Petr
Have the same in AVG, but can exclude the QT path under Options>Exceptions. Also have submitted QT to their false positive list and sent them a copy for analysis.
Best is to set leverage only in the Cons. Allocation Tool. Here you can add strategies for example to a total of 200%
This is the latest QuantTrader Version with the updated QuantTrader.ini file of all our strategies.
QuantTrader version 501S changes:
– Bug fixes of ETF price data download.
– New MTD (month to date) time range available for the charts
– Variable, manually set time range is now available for the chartsPls download the Zip file which contains also the latest QuantTrader.ini file
https://dl.dropboxusercontent.com/u/43364046/Logical-Invest%20QuantTrader%20versions/QuantTrader501S.zipHello Frank,
Dropbox reports that the QT zip file is not available: “Failed – No File”
I tried both 501S and 500S which I had downloaded earlier.
Regards, Richard
Richard, thanks for the hint!
Frank is probably already in bed, so please use this link in the meanwhile.
Attention!!!!! – New download links
We had to move the repository away from Dropbox, since they do not allow public links anymore. The new download links are as below:
https://logical-invest.com/quanttrader/QuantTrader323S.zip
https://logical-invest.com/quanttrader/QuantTrader400S.zip
https://logical-invest.com/quanttrader/QuantTrader401S.zip
https://logical-invest.com/quanttrader/QuantTrader500S.zip
https://logical-invest.com/quanttrader/QuantTrader501S.zipThe last link is the latest QT version. All other links can be easily constructed just by changing the QuantTrader version number
Regards Frank
This is the latest QuantTrader Version with the updated QuantTrader.ini file of all our strategies.
QuantTrader version 502S changes:
– New download repository (changed from Dropbox to Logical-Invest)
– MTD bug fixATTENTION!!!!!!!! ATTENTION!!!!!!!! ATTENTION!!!!!!!! ATTENTION!!!!!!!!
The 502S version which downloads automatically will be an empty 0kb file which gives you an error when you try to start it on your PC. Please use the below link to download the 502S version. From this version on, the automatic download will work again.Pls download the Zip file which contains also the latest QuantTrader.ini file
https://logical-invest.com/quanttrader/QuantTrader502S.zipThis is the latest QuantTrader Version with the updated QuantTrader.ini file of all our strategies.
ATTENTION – You need to download this zip file manually using the below link. Due to a bug in the automatic update routine versions 503, 504 and 505 will not download version 506 automaticallyQuantTrader version 506S changes:
– Fixes a bug which prevented the automatic update of the portfolio files.
Pls download the Zip file which contains also the latest QuantTrader.ini file
https://logical-invest.com/quanttrader/QuantTrader506S.zipAt the moment we have a problem with QuantTrader not being able to download intraday prices from Yahoo. The problem is that Yahoo closed the access to 15min delayed prices since Nov 1. As you probably know Yahoo is in a restructuring phase after being sold.
Now we have to find a replacement. We are just now trying if we can use the Google price feed instead of Yahoo.
I am sorry for the trouble and hope we will have a fix shortly.Update November 2017:
We’ve created a new download page for QuantTrader updates, please see in future here.
The last version is: 507S
Updates:
– Now intraday prices work again
– Consolidated Prices now lets you display 3 different allocations
1) Invested allocation based on the end of month prices. This is the allocation we give in our newsletters
2) Actual allocation based on the last close
3) Actual allocation based on the last close and the actual intraday price
If you intend to invest at last close prices, then you should start QuantTrader the last traiding day of th
month, about 1 hour before close (about 3pm). Now you calculate the allocations using the actual allocatio
based on the actual intraday price (selection 3). This way you can be pretty sure that there are no change
for the allocation compared to the official one which we calculate using the closing price
But be aware that for strategies with many stocks like Nasdaq100, the ranking can still change within th
last trading hour
– In the system settings you can define the provider for intraday prices. You have the choice between IEX an
Google. Yahoo which was our provider until now does not deliver intraday prices anymore.The new version 508 of QT was released today. I discovered it when launching 507S. The new version was introduced with information detailing the changes and improvements in 508 vs 507S. I’d like to offer some observations:
Wishing to review those noted changes before diving in, and looking back now at the forum, I can find no reference to that introductory info here. It would be helpful to log change information as part of the forum.
Going to the QT download page from the forum, I’m presented with the option to download the “current” version, but the current version to be downloaded is not identified, presumably 508 is there, but I’m not sure.
It might also be helpful to retain the QT version identifier on the working screens.
Regards, Richard M
Hi Richard, simple reason was that Frank was faster uploading the new version than me updating the download page. See here, latest version is always first in the version log.
Hi – I’m on version 513S. I recently created a new portfolio, optimized it, and saved those new settings. However, when I go back into the Portfolio Manager to review that new portfolio, the settings that I added aren’t present… instead the settings of the most recent “regular” portfolio that I viewed are displayed. Please fix this. It’s really hard to understand what is saved vs. what isn’t when this is the case. I’ve been using QT for 9 months and this is the first time I’ve seen this.
Also – I echo comments from others regarding the need to make it easier for users to recreate our custom portfolios when there is a base strategy change… I’m only doing this because a new .ini file was launched and I’m forced to recreate my meta strategies. Thanks.
Helo Michael,
First of all, to retrieve any custom strategies after a portfolio update, you can go back to older .ini files that QT regularly backs up. They look like this:180223112233_QuantTrader.ini, where the numbers in from stand for Date and time. Create a new folder, place a copy of the QuantTrader.exe file together with an older .ini file, Rename the xxxxxx_QuantTrader.ini file to QuantTrader.ini and run the .exe from that folder. This will launch QuantTrader and force to read the local .ini file.
It’s a good idea to keep multiple QuantTrader folders, one with the latest portfolio and others with other custom setups that you do not update.
The problem of migrating a meta strategy to the new strategies has not been solved yet. QuantTrader can import and export simple strategies only, not strategies of strategies. Usually custom meta-strategies run on custom sub-strategies with often non-modified names so importing a meta-strat becomes error-prone.
So far there is not an easy solution to this. You have to either run an older custom setup or get the latest portfolio and re-create the meta-strategy from scratch. We are working on this to find a sensible way to accommodate custom workflows.
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