what FOSS software do you use for financial analysis, trading, system development, and testing in a Un*x environment?
I am aware of TA-Lib, QuantLib and libraries implementing the FIX protocol to be used in commercial products and private Un*x trading applications.
Sadly, most people looking for a solid FOSS trading platform will find that they need to roll up their sleeve to get something decent working.
I have found that software in this area seems quite sparse.
Indeed. I closely monitor the FOSS community since 1998 for a trading platform. What I observed was a lot of well intended projects, but even to these days, none did reach satisfying maturity.
I think it relates to under estimation of the complexity. Most project starts with a lot of energy then goes idle because of unattainable short-term goals.
A general purpose platform will not emerge until someone put coherently together existing building blocks instead of starting yet another weak trading platform from scratch.
Example of building block is the FIX protocol. Many FIX libraries have matured. Quantlib is another solid example.
My contribution to the whole picture is TA-Lib. It is a set of functions for people who care about technical analysis (shameless plug).
Check http://www.ta-lib.org/hdr_lnk.html
Most commercial software forces the user into limited testing capability. Often they choose a model that gravitates around the charting/visual features. I took a different approach where the design has no GUI. I did put my energy into building a good back testing (walk-forward) engine with my own optimizer and money management.
I found TA-Lib useful for providing efficient technical analysis functions and data access. It's not an application by itself, but a good starting point for almost any type of TA apps.
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what FOSS software do you use for financial analysis, trading, system development, and testing in a Un*x environment?
I am aware of TA-Lib, QuantLib and libraries implementing the FIX protocol to be used in commercial products and private Un*x trading applications.
Sadly, most people looking for a solid FOSS trading platform will find that they need to roll up their sleeve to get something decent working.
I have found that software in this area seems quite sparse.
Indeed. I closely monitor the FOSS community since 1998 for a trading platform. What I observed was a lot of well intended projects, but even to these days, none did reach satisfying maturity.
I think it relates to under estimation of the complexity. Most project starts with a lot of energy then goes idle because of unattainable short-term goals.
A general purpose platform will not emerge until someone put coherently together existing building blocks instead of starting yet another weak trading platform from scratch.
Example of building block is the FIX protocol. Many FIX libraries have matured. Quantlib is another solid example.
My contribution to the whole picture is TA-Lib. It is a set of functions for people who care about technical analysis (shameless plug).
\Mario
Check http://www.ta-lib.org/hdr_lnk.html Most commercial software forces the user into limited testing capability. Often they choose a model that gravitates around the charting/visual features. I took a different approach where the design has no GUI. I did put my energy into building a good back testing (walk-forward) engine with my own optimizer and money management. I found TA-Lib useful for providing efficient technical analysis functions and data access. It's not an application by itself, but a good starting point for almost any type of TA apps.