AlgoQuant 2.2.0 is now 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-2.2.0.zip can be downloaded here: http://numericalmethod.com/algoquant/ This release has major changes, improvements and bug fixes. The highlights are as the following.

* Support live monitoring for IB trading * Added control web server for IB trading to allow starting/stopping strategy * New module ‘bundle’ generate Netbeans projects of AQ * New ‘data/historicaldata/coin’ package for managing coin data * Added MVOptimizerSOCP for lai2010 model to allow SOCP constraints * Added TraderContext.isTradable() for defining whether an asset is tradable at a given time * Added LinearShrinkageMeanEstimator, LinearShrinkageCovarianceEstimator and NonlinearShrinkageCovarianceEstimator for portfolio optimizers * Some 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