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.
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.
Statmetrics is a software application providing an interactive environment for computational finance. It combines innovative quantitative finance technologies with traditional technical and econometric analysis methods. Statmetrics can be used in diverse fields to perform econometric analysis, technical analysis, risk management, portfolio management, and asset allocation.
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.
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.
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.