Make your research
repeatable.
A practical guide to the Studio workflow. Use the downloadable manual for the full operating reference and current limitations.
Before you begin
QuantDeveloper Studio is a local research application. The Windows desktop supports C# strategy development, historical backtesting, data inspection, and chronological research. Ubuntu supports a narrower headless workflow for four built-in bar strategies.
Have the relevant data permissions ready. A software lease does not include vendor subscriptions, broker accounts, or third-party distribution rights.
The commercial release is not available yet. You can review the product, read the manual, and check the current release information before subscribing.
Your first experiment
- Prepare the history.
Open Data and choose Download API data or a supported vendor import. Inspect the resulting catalog entry: source, coverage, record type, clock, and quality notes.
- Choose or define a strategy.
Select a desktop template or import C# source. Validate edited source and resolve compilation diagnostics before using the custom strategy in a backtest.
- Configure the experiment.
Select the price dataset and period. Set capital, order quantity, commission, slippage, and strategy parameters. For UTC price data, enter the period in UTC.
- Attach context deliberately.
Choose the historical news or events the strategy uses. Auxiliary histories require a price dataset with an explicit UTC clock and retain their own availability rules.
- Run and inspect.
Review the saved result, equity path, execution records, and assumptions. A saved preset can retain the configuration for later experiments.
Begin with a small, well-understood dataset and one experiment. Establish what the source and execution model mean before expanding the research.
Data and time
Native API downloads
Studio supports J-Quants daily OHLCV, 1-minute bars, and trade ticks; FMP market bars, historical news, economic calendar, and Treasury rates; and NewsAPI.ai historical articles. Choose dates, symbols or keyword query, source time zone, and download limits in the native dialog.
Intraday J-Quants access needs the relevant add-on. Tick files may cover the entire market before local symbol filtering. Provider entitlements and quotas determine available history.
Event time and available time
Downloaded API prices use UTC metadata. News and economic histories preserve their event or publication time separately from the time they were fetched and the time they become available to a strategy.
| Availability mode | Meaning |
|---|---|
| Observed | A strategy can see a record only after Studio actually downloaded it. Newly downloaded news is not available to an earlier historical backtest. |
| Publication + delay | A research assumption that permits replay after the reported publication time plus a specified delay. It is not verified point-in-time history. |
Imported data
Supported vendor workflows include TickData, Databento BBO / MBP-1, and cTrader CSV. Inspect the exact format, clock declaration, symbol, and bar construction. Quote-derived bars do not on their own simulate spread, queue position, or tick-level fills.
Optimization
Set parameter ranges from a valid research configuration. Select Grid, Random, or Genetic search, and define a bounded search budget appropriate to the size of the experiment.
Keep the ranking period distinct from later validation. A search selects from the configurations it examined; it does not establish that the chosen parameters will generalize.
The active setup and a saved experiment are different records. Review the source, dataset, dates, and cost assumptions before comparing optimization results.
Validation, OOS, and walk-forward research
Use chronological training, validation, and out-of-sample periods. Parameter decisions should use the training history; later windows provide a separate evaluation.
A walk-forward plan repeats this process through successive periods. Review the window boundaries before launching the study and retain the plan with its results.
Inspecting a holdout and then changing the strategy makes the holdout part of the research process. Keep that history of decisions in mind when interpreting a later result.
Ubuntu headless operation
The Ubuntu runtime supports command-line research and optimization for four built-in bar strategies. It is not a Linux version of the entire Windows desktop.
Custom C# / ATS strategies, native raw-tick workflows, and broker integrations are outside the portable runtime’s supported scope. Follow the manual’s instructions for supported inputs and command-line operation.
Execution integrations
Broker integration is a separate setup task. Credentials, permissions, instrument mapping, provider SDKs, and account configuration must be validated for each connection.
Adapter work covers Interactive Brokers TWS, Trading Technologies, Saxo OpenAPI, and kabu Station. Lightspeed Connect remains blocked and is not a ready live-execution option. Broker integrations are not supported by the Ubuntu runtime.
A successful historical backtest does not validate a live account or its order-routing setup.
Manual and downloads
QuantDeveloper Studio
User manual · PDF · English
Installer availability
The Windows distribution is in Technical-Staging pending third-party redistribution rights and commercial release preparation. A customer installer is not offered here yet. The manual and product pages are available for evaluation.
License activation
The current product uses signed, expiring offline license files. A renewal requires importing a newly issued file. Payment, issuance, delivery, and supported scope must be confirmed before subscriptions open.
For questions about a planned setup, use the contact form. Do not include API keys or account credentials.