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A popular open-source option for the numerics in .NET is Math.NET (https://github.com/mathnet/mathnet-numerics). It has both managed implementations and allows you to use the optimized MKL native libraries. This use of .NET as a front-end to an optimized native library is quite common. Meta.Numerics (http://www.meta-numerics.net) is an alternative ...


The PerformanceAnalytics library reflects several years worth of development by Brian Peterson and Peter Carl, as well as multiple collaborators. It is fairly widely used, tested and debugged. Basic software engineering practices suggest that you should strive to re-use it if possible. Options for that include accessing a remote R instance via RServe ...


Python version of Brian's R code: Brian's code automatically grabs the first expense ratio it finds, which is the one you wanted. This version is a little more explicit. import urllib2, re stockSymbols = [ "VDIGX", "VFIAX" ] expenses = [ [ "Fund", "Most Recent Expense Ratio" ] ] for stockSymbol in stockSymbols: page = ...


Long story short, thanks to Dirk Eddelbuettel's suggestion I played a bit with rredis and indeed it offers quite a number interesting solutions. However, I still decided to start to write my own performance analytics library (albeit obviously smaller and more specific to my use case) in combination with an established Math/Stats library because I need more ...


the usual suspects have .NET/C# bindings or implementations: IMSL, NAG Another interesting alternative is the developers of Excel Solver add-in. They have an advanced package way beyond Excel's add-in. Do I recommend it? Of course, not, but it's an option nevertheless. I would forget C#, and use a proper binary libraray, tried and tested, anything from ...


I use MB Trading SDK for automated trading. It is COM based but easy to integrate with C#. You can setup a demo account and trade on it for free.


Take a look at FIX4.4 protocol, accessible from http://www.dukascopy.com/swiss/english/forex/api/fix_api/ Thread about C# libraries: http://stackoverflow.com/questions/4876279/fix-library-for-net

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