Search Results for "java rad framework"

An open-source framework for financial time-series analysis and algorithmic trading, based on Java and OSGi, with an Eclipse front-end. * Highly modular: usable as plain java API, OSGi components, or integrated into Eclipse * Standalone or client-server architecture, depending on performance and reliability needs * Integrated with Interactive Brokers through IB Java API * Generic broker API, it can easily be extended to work with other brokers * It works with historical and/or realtime market data * Backtesting facility * Extensible SWT charting library

Stock exchange analysis system, featuring shares pricing watch, intraday and history charts with technical analysis indicators, level II/market depth view, news watching, automated trading systems, integrated trading. Based on Eclipse RCP framework.

ActiveQuant is an entire framework to backtest and run automated trading systems. More details are available at http://aq2o.activequant.org Thanks

***** MOVED TO GITHUB: http://github.com/frgomes/jquantlib ***** JQuantLib provides a free, open-source and comprehensive framework for quantitative finance. It's a 100% Java translation of QuantLib, which is written in C++. JQuantLib provides pricing valuation of a wide range of asset classes, methods and models.

OpenQuant is an open source backtesting and quantitative / technical analysis platform for time series financial data. It offers a simple tradesystem development framework using open financial data from Yahoo.

JHTrading is a new Java framework providing many trading utilities. It is aimed to help people to get more familiar with quantitative finance concepts.

JAFF: Just Another Financial Framework. Technical Analysis (studying the price and trading history) of some stock quotes from internet. Neural Network analysis for non-linear prediction and forecasting.

PricingNexus is a Java-based framework thats main purpose is to collect fincancial data - at the moment especially prices - from all over the Internet, to store it in a database and make it via JMS/DB/RMI available using a well defined framework.

P: Using neural nets and looking at intraday data, can we model the future price of a security? S: Using neural nets in java via the JOONE framework. Data from the opentick API. Map a set of delayed observations to the predicted return at a future time