Welcome to the Quantlab® Community

We are a growing community of developers, traders and analysts who are passionate about quantitative analytics, Quantlab and its expression language, Qlang. Get started by downloading Quantlab and reading the docs!

Quantlab features

Fast and efficient

Quantlab is powered by Qlang – the programming language specifically built for quantitative financial analytics. Qlang automatically compiles to highly efficient machine code using the LLVM toolchain, and offers the perfect combination of ease of use and high performance.

Easy to learn

Qlang was created for the non-professional programmer – someone with a deep understanding of trading and quantitative analytics, but not necessarily a programming background. It combines the object-oriented nature of languages like C# and C++, with the vector and matrix expansion found in numerical computing.

Financial library

Quantlab comes with an extensive library supporting most areas of quantitative analytical finance. It includes a cross asset financial library supporting pricing, analytics and risk modelling for front-office and middle-office use, as well as general functionality, such as GUI, I/O, http, database, math, concurrency etc.

Real-time driven

Quantlab advocates data-driven programming, with functions seamlessly accessing real-time feeds like Bloomberg and Refinitiv, ensuring robust, easily supported solutions.

For developers

Quantlab's IDE features multi-thread support for programming and debugging. Craft ad-hoc workspaces for daily tasks or large-scale solutions for trading and risk.

And end-users

Quantlab is the dynamic user environment for workspaces, auto-fetching data from your database and connecting to real-time feeds like Bloomberg/Refinitiv upon opening.

Real-time driven

Quantlab encourage a data-driven programming style, with library functions automatically subscribing to real-time feeds such as Bloomberg and Refinitiv, and instrument definitions and time-series data being fetched from the data repository. This makes your solutions robust and easy to support.