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Yes, there are. For pure technical indicator libraries I would first check out: http://www.ta-lib.org/ Its open source and they provide APIs for both C# and Java among others. Let me know if you look for commercial ones but this one is definitely the most comprehensive in terms of open source code.


I'm not aware of an industry-standard Quant Finance library in the F# space, but there are plenty of high-quality commercial and open source alternatives. See the F# Software Foundation's Math Stacks page. F# is used in a wide range of finance scenarios.You can read some experience reports from the F# Software Foundation home page.


In my opinion F# will never ever take off in ways C++ or C# has become popular. There are way too many competitive functional languages out there and if you program functionally why would you ever want to lock yourself into a MS product, at least that is an argument I have heard multiple times. There is no comprehensive F# library out there right now that ...


F# is a relatively recent programming language: it was only included with Visual Studio since the 2010 version. Therefore, there is little chance that programmers had the time to agree on a common library, especially given the fact that Quantitative Finance is a broad field and hence different libraries might be better in specific areas. I still think the ...


I work with time series intensively, and I am experienced in Java and scripting languages such as MATLAB and R. I strongly suggest that you should cook up your own implementations in Java, and stop hunting for and relying on any off-the-shelf implementations. They are not reliable. One should be able to write std, corr, cov, ma, etc., easily by hand. Coding ...


I currently use a combination of matplotlib and Oanda's FX API. Their API is REST based, and would essentially allow for any type of library to handle calculations. A python wrapper for the Oanda API is on github


You might have a look into the CRAN's "Empirical Finance" task view. It lists a whole bunch of R packages for time-series analysis and construction of automatic trading rules. Link: http://cran.r-project.org/web/views/Finance.html


I believe the R library quantmod has some pre-packaged tools.

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