AlgoQuant

AlgoQuant

AlgoQuant is a library of integrated trading research tools. Algo Quant is a lot more than just an application of backtesting. It is an actively developed and ever more comprehensive library of reusable components that you can use to build your own trading tools from research, backtesting and data analysis to actual automatic order execution. Algo Quant is particularly designed for quantitative and algorithmic trading because it is backed by a very powerful math library (SuanShu), which allows very quick prototyping very complicated quantitative strategies. Among other things that Algo Quant does are in-samples calibration and optimization, out-samples backtesting, performance analysis and strategy generation.

 

Unified Mathematical Analysis and Modeling Library

AlgoQuant differentiates itself from other trading system by focusing on quantitative trading strategy research (not execution). (However, there is nothing to prevent you from replacing our mock market with a real market execution/brokerage API.) Built on SuanShu, you can do all the data analysis and sophisticated mathematics based strategies all in Java, without the need to resort to external math software like Excel, R, or Matlab. Additionally, AlgoQuant comes with some well established models published in academic journal papers.

 

Features Highlight

  • Backed by a math library SuanShu, which allows you to prototype mathematical/quantitative models very quickly
  • Strategy optimization
  • Read historical data from various sources such as Bloomberg, CompuStat, Gain Capital, Yahoo.
  • Optional quantitative trading models

 

Source Code

AlgoQuant comes with source code. You may not distribute in any form the binaries and/or source code of AlgoQuant. You may distribute your own work such as add-ons or patch files.

  • For free trial, you can download our release version here (after registering with this blog):

      algoquant-0.8.0.zip (17.9 MiB, 553 hits)You do not have permission to download this file.

 

Tutorials

 

Licensing

AlgoQuant is licensed to use, not sold. Permission to modify the software is granted, but NOT the right to distribute the code (modified or not) in either source or binary format.

THE COPYRIGHT HOLDERS DISCLAIM ALL WARRANTIES WITH REGARD TO THIS SOFTWARE, INCLUDING ALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS, IN NO EVENT SHALL THE COPYRIGHT HOLDERS BE LIABLE FOR ANY SPECIAL, INDIRECT OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE.

Full Licensing Terms