Hot answers tagged library
5
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 ...
1
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
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