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I suppose it will be difficult to provide a precise response as it is a fairly vague question and the reality is quite diverse. From my personal experience, the Quant I used to work with are using techno as R, Matlab combined with Visual Basic. Regarding more sophisticated tool coded in Java or C#, they are most of the cases inhouse frameworks. So the only ...


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Strata seems like a fairly well designed library, which is an open source library designed by OpenGamma. From their docs Strata allows financial systems developers to build or enhance existing applications with standardized, off-the-shelf market risk components. It provides all the core concepts and market risk functionality at the heart of the ...


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Here is library for time series modelling. There are exponential smoothing models (simple, double, triple) with maximum likelihood estimation and another time series utility classes: https://github.com/hawkular/hawkular-datamining http://www.hawkular.org/docs/components/datamining/index.html


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You can try TimEL, a Java library I've been writing to evaluate expressions for time-series data.



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