7 projects tagged "trading"
Updated 12 Mar 2013
Credit Analytics
| Pop | 141.46 |
|---|---|
| Vit | 6.77 |
CreditAnalytics is a financial fixed-income credit analytics, credit risk, bond analytics, and bond risk library, developed with a special focus towards the needs of the credit trading and bond trading community (CDS, CDX, CDO, and bonds of all types and variants).
Updated 24 May 2013
twstools
| Pop | 90.62 |
|---|---|
| Vit | 79.28 |
twstools is a simple set of command line tools around the Interactive Brokers TWS API with the purpose of having a powerful scriptable toolbox to automate "jobs" like downloading historical data, tracking account info or submitting orders, etc.
Updated 27 Mar 2013
twsapi
| Pop | 86.29 |
|---|---|
| Vit | 4.85 |
twsapi is a portable C++ API for Interactive Brokers TWS. It is almost identical to the original IB C++ Posix API. It contains several bugfixes and usage improvements, and uses the autotools build system.
Updated 23 Aug 2012
CreditProduct
| Pop | 45.37 |
|---|---|
| Vit | 1.00 |
CreditProduct aims to define the functional and behavioral interfaces behind curves, products, and different parameter types (market, valuation, pricing, and product parameters). To facilitate this, it implements various day count conventions, holiday sets, period generators, and calculation outputs.
Updated 19 Jan 2013
libtrading
| Pop | 25.88 |
|---|---|
| Vit | 14.09 |
Libtrading is a C library for trading securities, foreign exchange, and financial derivatives electronically. It implements market data, order entry, drop copy, and related communications protocols used by exchanges and alternative trading venues across the world. The library is designed for high performance and robustness. Although latency is very important in trading today's markets, achieving it it must not jeopardize trading reliability.
Updated 02 Feb 2013
QuantComponents
| Pop | 25.40 |
|---|---|
| Vit | 10.62 |
QuantComponents is a framework for financial time-series analysis and algorithmic trading, based on Java and OSGi, with an Eclipse front-end. It is highly modular: usable as a plain Java API, OSGi components, or integrated into Eclipse. It works standalone or with a client-server architecture, depending on performance and reliability needs, and is integrated with Interactive Brokers through the IB Java API. Its generic broker API means that it can easily be extended to work with other brokers. A backtesting facility and an extensible SWT charting library are provided.
Updated 08 Jun 2012
Statmetrics
| Pop | 24.23 |
|---|---|
| Vit | 18.92 |
Statmetrics is a software application providing an interactive environment for computational finance. It combines innovative quantitative finance technologies with traditional technical and econometric analysis methods. Statmetrics can be used in diverse fields to perform econometric analysis, technical analysis, risk management, portfolio management, and asset allocation.
