Hot answers tagged library
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
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