QuantComponents
Free Java components for Quantitative Finance and Algorithmic Trading
An open-source framework for financial time-series analysis and algorithmic trading, based on Java and OSGi, with an Eclipse front-end.
Features:
- Highly modular: usable as plain java API, OSGi components, or integrated into Eclipse
- Standalone or client-server architecture, depending on performance and reliability needs
- Integrated with www.interactivebrokers.com through IB Java API
- Generic broker API, it can easily be extended to work with other brokers
- It works with historical and/or realtime market data
- Backtesting facility
- Extensible SWT charting library