Search Results for "c-sharp"

A real-time financial derivatives calculator supporting 168+ models from QuantLib, Financial Numerical Recipes in C++ and MetaOptions. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Spread engine with spread views. Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump...

... a little inspired from MT4 allowing a fairly easy portability of programmed indicators from MT4 to QChartist. It is now faster and much more professional thanks to the use of a C++ layer (used mostly for calculations) over the standard Basic layer (used mostly for the GUI interface). You can use astro indicators and functions from a library for astronomical calculations. You can get real time quotations thanks to Yahoo Finance, Alpha Vantage, Tiingo, Stooq, Finnhub and Twelvedata data sources.

RAPID Graphing Software for Technical Analysis of Stocks and Commodities

QuickFIX is the worlds first Open Source C++ FIX (Financial Information eXchange) engine, helping financial institutions easily integrate with each other. The SVN repository is now locked. Latest code is hosted at github. https://github.com/quickfix/quickfix

PortOpt [Portfolio Optimizer] is a C++ program (with Python binding) implementing the Markowitz(1952) mean-variance model with agent's linear indifference curves toward risk in order to find the optimal assets portfolio under risk. You have to provide PortOpt (in text files or - if you use the api - using your own code) the variance/covariance matrix of the assets, their average returns and the agent risk preference. It returns the vector of assets' shares that composes the optimal...

Beta Framework with a bespoke Fintech design pattern for Investment Banks and Fund Managers provides structure and real-time components for pricing, trade processing, P&L and risk applications. Investment Banks and Fund Managers have numerous applications, our objective is to normalize these applications providing a real-time Technical Debt free, highly Scalable, Agile framework with better Project Silos. Remove costly fixed layers with a Template Driven Design in-memory queryable...

MorphOS and AmigaOS 68k program that connects to Yahoo and downloads Market Quotes (MUI)

This project is no longer supported. We are working on a new algorithmic trading platform with extreme fast execution speed and lots of cool features. Please visit http://www.algospace.com/ for more detail.

This software imports BTC-e.com Market data into SierraChart software for real-time charting of prices and indicators.

A suite of libraries and applications using genetic algorithms and AI for financial analysis and simulation. Currently the focus is to route FIX messages to an exchange simulator and use genetic algorithms to explore algorithmic trading strategies.

GNUEA stand for GNU Universal Expert Advisor. Used in MetaTrader platform as an Automatic Trading System. With GNUEA, we can use every default MetaTrader's indicators as automatic enter and exit trading strategy. For forex (or other futures market).

Multiple platform C language API for users of the TWS application by Interactive Brokers

This project is intended to calculate publicly traded companies' valuations from free financial data provided by the SEC.