Open source analytics and market risk library from OpenGamma
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Updated
Sep 2, 2024 - Java
Open source analytics and market risk library from OpenGamma
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
The foundational library of the Morpheus data science framework
A Java API for Alpaca, the commission free, algo friendly, stock trading broker. https://alpaca.markets
Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
Java 实盘量化框架
Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies
Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.
Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.
chameleonQuant was born as an open-source Java framework to help enthusiast quants to implement system trading strategies and dynamic portfolio trading systems using advanced optimization techniques, machine learning, and deep learning techniques.
Excel bindings for OpenGamma's Strata library
Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.
Portfolio Optimization is an important part of investment no matter what you are investing. It is a feature that many trading apps and platform offer, but at what cost. This is a program that takes two sets of indices and calculates optimum portfolio for either maximizing return or minimizing risk.
A program for analyzing closing prices for stocks
This is the implementation of a processor to get Yahoo financial data from apache nifi
If you even wonder about what kind of return you should expect out of a portfolio, try this. This is a program that estimates the expected return of a given index based on historical data of two selected market indices by CAPM function.
calculating various statistical analysis estimates
This is core library for financial data access components in Apache Nifi
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