AlgoQuant 1.2.0 has been released

We have released an updated snapshot of AlgoQuant, an integrated quantitative trading strategy research and back testing system: http://numericalmethod.com/up/algoquant/

algoquant-1.2.0.zip can be downloaded here: http://numericalmethod.com/algoquant/

This release has major changes, improvements and bug fixes. The highlights are as the following.

• added regime classification algorithms based on “A simple framework for analysing bull and bear markets, Pagan & Sossounov, 2003”
• refactored the demo for Dai’s 2011 optimal trend following strategy
• fixed bugs in the limit order mechanism
• now support market order
• print out config information on startup
• refactored the demo for vol arb
• fixed bugs in SimpleStrategyPlotter

The source code can be browsed here: http://redmine.numericalmethod.com/projects/public/repository/svn-algoquant

AlgoQuant demos are here: http://numericalmethod.com/algoquant-demos/