Forum General Category General Discussion
AlgoQuant 2.0.0 is now released
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Ken YiuParticipant 2017-09-24 at 9:47 am
We have released an updated snapshot of AlgoQuant, an integrated quantitative trading strategy research and back testing system: http://numericalmethod.com/up/algoquant/ algoquant-2.0.0.zip can be downloaded here: http://numericalmethod.com/algoquant/ This release has major changes, improvements and bug fixes. The highlights are as the following.
- New Strategy interface with TraderContext support, easier to code up strategy.
- New strategy plotter GUI.
- Added new PerformanceMeasure classes.
- Added portfolio optimization models.
- Added multi-factor models.
- Demo programs are now grouped together under ‘demo’ project.
- Major refactoring of classes.
- Many bugfixes.
The source code can be browsed here: http://redmine.numericalmethod.com/projects/public/repository/svn-algoquant AlgoQuant demos are here: http://redmine.numericalmethod.com/projects/public/repository/svn-algoquant/show/demo/src/main/java/com/numericalmethod/algoquant/demo