Imhotep Master Standard is our key product. It can read large amount of market data of derivative market, generate different trading signals based on these market data, merge many trading signals into single more accurate signal, do simulate trading based on merged signal, provide various ways to measure simulation results, simultaneous simulate trading on different parameters.
You will use an XML file to describe the job to do(example).
Imhotep Master Advanced is an upgrading version of the standard version. It provides hundreds of predefined trading signals, which is easy for you to quickly find out the best combination for specified market. These signals include order imbalance, trade imbalance, order book imbalance, order depth imbalance, price moving, price bolling, reverse price bolling and etc.
You can also use C++ to write an dynamic link library, so as to make some new trading singals(example).
In recent years, US option market has many fundamental change of rules, such as introducing weekly option, even Monday and Wednesday options. Some products have over 20,000 option instruments in the same time. This makes it very hard to do simulation, and impossible to do back trading for long period.
Imhotep US Option Tool can apply new rules to any history base product market data, generating theoretical price and using it do simulation. Our average price accuracy can reach as low as 3%.
All our system can suppoert Windows and Linux operation system. In Windows, Visual C++ is required for signal developing. In Linux, GCC is required
Any one who is interested in these products, please contact wangzhaodong@hotmail.com for further information