AlgoQuant

AlgoQuant is a toolbox for building automatic trading bots. It has a large collection of tools, mathematical modules and algorithms that you can use to create your quantitative trading strategies.

Features

• SuanShu, a comprehensive math programming library
• Historical Data & Processing
• Strategy Optimization
• Backtesting
• Monte Carlo Simulation & Bootstrapping
• Sensitivity Analysis
• Performance Attribution
• Portfolio Optimization & Asset Allocation
• 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.

The original site offered a free trial of algoquant-2.2.0 to registered users. Downloads are not available on this version of the site; please contact us.

Using AlgoQuant with Maven

AlgoQuant distributions are deployed at Numerical Method’s repository. To let maven be aware of this repository, add the following repository definition to the pom.xml in <repositories> section:

<repository>
    <id>nm-repo</id>
    <name>Numerical Method's Maven Repository</name>
    <url>http://repo.numericalmethod.com/maven/</url>
    <layout>default</layout>
</repository>

To use AlgoQuant, in <dependencies> section, add:

<dependency>
    <groupId>com.numericalmethod</groupId>
    <artifactId>algoquant-core</artifactId>
    <version>2.2.0</version>
</dependency>

Getting started

• set up AlgoQuant
• run the demos
• code a trading strategy
• wiki
• svn

Licensing

Academic License

If you meet our criteria for “Qualified Academic Users”, you may purchase an academic license. I am a student!

Commercial License

A commercial license lets you run selected modules on a machine permanently. For inquiries, please contact sales. I am a professional!

Licensing Terms

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