RSS 9 projects tagged "trading"

Download Website Updated 16 Apr 2014 twstools

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Pop 85.29
Vit 71.35

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 248.00
Vit 9.33

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 75.45
Vit 4.63

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 65.27
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 No website Updated 02 Feb 2013 QuantComponents

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Pop 18.76
Vit 21.00

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.

No download Website Updated 19 Jan 2013 libtrading

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Pop 18.08
Vit 22.95

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 15 Apr 2012 Naev

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Pop 78.35
Vit 2.72

Naev is a 2D space trading and combat game, in a similar vein as Escape Velocity. Naev is played from a top-down perspective, featuring fast-paced combat, many ships, a large variety of equipment, and a large galaxy to explore. The game is highly open-ended, letting you proceed at your own pace.

Download Website Updated 15 Oct 2010 JShorter

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Pop 31.18
Vit 38.64

JShorter is simple tool which fetches the daily short data from FINRA's main site while allowing you to extract the short data for the symbol you choose.

Download Website Updated 28 May 2010 FinMetrics

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Pop 36.12
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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