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Category: Java View Full Details
Download Now!High frequency trading Library
Submitter: ppe-hft-2015 Date: 2015/5/17
Description:
High frequency trading is a form of algorithm trading that uses powerful computers to transact a large number of orders at very fast speeds.

The number of competitors in the market is very limited: only international banks, which already have great influence in the world of finance, are present many questions arise about the fairness of banks and trading players fa cing this technology. Do these methods help to form a two-speed market and two "classes" of traders?

Our product is an innovative program which will be able to help professionals, retails and organisms trading on a market and that although the dominant presence of high frequency trading. In fact, our program deals with milliseconds data in order to help the user to see precise market indicators, in real time. The main difference between existing technologies and our prototype is first the analysis in milliseconds and then the flexibility and adaptability: according to the market data, our system will calculate indicators; the user is free to select the one he wants.

So our system is not just the implementation of the statistical and probabilistic laws applied to an order book. Our system is a real decision support: according the market data, our system shows the different indicators and proposes the best time to buy or sell.

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Category: R View Full Details
Download Now!pure R intraday trading framework
Submitter: swilkening Date: 2015/5/4
Description:
I designed and implemented this pure R intraday trading framework.

It is lightweight, manages IBrealtimeBars >= 5sec smoothly and works well for stocks, FX and futures.

(requires IBrokers, quantmod, mmap and blotter packages, but nothing else)

Updated version and related machine learning/data mining tools are available in the download section here:

http://censix.com

or directly on github

https://github.com/censix

Happy prototyping

Soren

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Category: Java View Full Details
Download Now!The Bubble Index
Submitter: ttrott Date: 2015/3/16
Description:
The Bubble Index, a Java (TM) application to measure the level of financial bubbles. Published with GNU General Public License version 2 (GPLv2).

**A Java (TM) application designed to monitor Log-Periodic Power Law (LPPL) oscillations in financial markets. All results can be viewed at: https://www.thebubbleindex.com**

For information on the algorithm see: http://arxiv.org/abs/cond-mat/0201458

Feel free to comment, suggest changes, or point out bugs/problems.

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