Quantitative Investment in the Age of Big Data - Optimal Mining

Tonglian Quantitative Laboratory is a financial quantification platform in the era of big data. Providing high-quality financial big data and efficient cloud computing system research, complex trading strategies can also be easily programmed, backtesting, and simulated. There are also growth opportunities to obtain billions of investment management funds.

• One stop quantitative research platform

Massive financial big data+multi asset strategy research+high-performance backtesting and simulated trading+professional risk models+efficient optimizers+rich attribution analysis.

• Massive financial big data

Provide financial, factor, thematic, macro industry characteristic big data for various assets, as well as PIT data in quantitative scenarios, to ensure that the quantification process does not introduce future data.

• Multi asset backtesting framework

Multi asset and multi strategy backtesting for stocks, futures, indices, and on/off market funds. Rich derivative tools ensure rapid implementation of multi factor strategies, event driven approaches, and more.

• Local SDK

Support the interaction between cloud data and local data. The big data used in the cloud, as well as locally customized data, can automatically connect in both directions, achieving seamless integration with the existing local environment.

• Quantitative factor library

Providing a library of over 400 quantitative factors, in addition to traditional investment factors, we also offer unique Alpha factors such as analyst ratings and analyst profit forecasts.

• Risk Model

Adhering to the internationalization risk model algorithm, using high-quality raw data, providing 10 style factors and 28 industry factors, comprehensively revealing market industry risks.

• Combinatorial optimizer

A high-performance portfolio optimizer based on a risk model, allowing you to flexibly choose optimization goals and continuously increase investment value.

• Attribution analysis

Based on a professional risk model, visualization provides 10 categories of style factor attribution and 28 categories of industry attribution.

• Massive factor monitoring and analysis

Provide flexible construction of factors and multi-dimensional analysis frameworks, support automatic monitoring and analysis of various factors, and improve research efficiency.

• Factor stock selection strategy generator

Based on providing a massive number of characteristic stock selection indicators, factor stock selection and strategy backtesting can be achieved through interface clicks, with second level backtesting, fully improving research efficiency.

• Quantitative knowledge base

Our professional metalworking team provides investment research strategies for various assets, reproduced source code for high-quality research reports, and supports one click cloning, making quantitative investment easier and more efficient.

• Local deployment

Customized local deployment solution, providing higher SLA guarantees, more secure information and data, and localized customization based on institutional needs.

• Simulation Trading and Strategy Management Analysis

Provide a high-performance simulation trading engine that visually supports flexible monitoring, analysis, and management of various types of assets and strategies.

• Shared Collaboration

Support information sharing and collaboration within the team, facilitate easy collaboration among multiple people, and assist in quantifying collaborative research within the organization.

• Alpha Model

Build models quickly without programming, provide various factor preprocessing and weight configuration solutions, comprehensively analyze and track the performance of multi factor models.

• Quantitative research client

Provide a local client that supports saving research code locally.