RSS 7 projects tagged "trading"

Download Website Updated 16 Apr 2014 twstools

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Pop 90.47
Vit 46.16

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.

Download Website Updated 24 Jan 2014 Credit Analytics

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Pop 248.68
Vit 9.24

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).

Download Website Updated 23 Jan 2014 CreditProduct

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Pop 75.68
Vit 4.58

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.

Download Website Updated 27 May 2013 twsapi

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Pop 64.77
Vit 3.11

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.

No download Website Updated 19 Jan 2013 libtrading

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Pop 18.08
Vit 22.99

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.

Download Website Updated 08 Jun 2012 Statmetrics

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Pop 25.92
Vit 26.21

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.

Download Website Updated 28 May 2010 FinMetrics

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Pop 36.29
Vit 1.00

FinMetrics is a MATLAB-based quantitative portfolio management environment. Built on concepts of bottom-up approach to application design, it allows users to define most basic, low level building blocks, e.g. assets and transactions, to be further pieced together in higher level objects, e.g. positions or portfolios. Data analysis and statistics functions, implemented within the environment and native to MATLAB, enable users to conduct scenario analysis, stress testing, performance measurement and attribution, risk measurement and attribution, design hedge strategies, etc. The open architecture of the environment allows users to work with objects of any level, depending on their requirements and expertise. The object structure and data types are specifically designed to make integration with MATLAB and native FinMetrics functions as easy as possible. The FinMetrics user interface application and MATLAB scripting may be utilized to facilitate or automate complex and repetitive tasks, as well as extend the functionality of the environment.

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