Mirror of the TA-Lib project using a Git repository
This project is intended to provide Git access to the code of the original project, TA-Lib, which uses Subversion. It is intended for system integrators wishing to use TA-Lib in their Git-managed project through Git submodules or subtrees. No actual development is being done here; all development happens in the original project.
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
A portfolio-optimizer using Markowitz(1952) mean-variance model
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.
Technical indicators in Python
For now there are:
RSI - Relative Strength Index,
SMA - Simple Moving Average,
WMA - Weighted Moving Average,
EMA - Exponential Moving Average,
BB - Bollinger Bands, Bollinger Bandwidth,
%B, ROC and MA envelopes
When I can I will add more.
If anyone wishes to contribute with new code or corrections/suggestions, feel free.
QuotesViewer is a graphical tool giving you easy and fast access to quotes of all shares on the Euronext stock exchange. Quotes information can be searched and sorted on different criteria, ie. market, ISIN code, mnemonic, name, price, volume.