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7

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.


4

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.


4

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 ...


3

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 ...


2

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


2

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 ...


1

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


1

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



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