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If you're looking for an alternative to Q, try R. It's a a great language for modeling and time series analysis. For a DB, try cassandra, which supports partitioned data, high-speed access/queries. Nice thing is that you can quickly produce compelling graphs and charts in R. Also, R has a big community compared to J. And it's all open source, with a ...


QSTK is nice and open source , it is the QuantSciTookKit and it has some good functionality if you are interested in python programming. Here is the link: http://wiki.quantsoftware.org/index.php?title=QuantSoftware_ToolKit


For ultra-low-latency network applications it is mandatory to use a single-threaded, asynchronous, non-blocking network library. You can and should handle multiple TCP connections inside the same reactor thread which will be pinned to a dedicated and isolated cpu core. To give you an idea of TCP latencies you can take a look on our benchmarks using ...


You probably want more than a low "TCP latency". Anyway, what latency is it? The TCP layer to connect to your 10Go (i.e. The implementation of the TCP protocol only)? The implementation of a protocol to read the market data (direct native feed? FIX?)? Or to "move" the content of the feed to a zone of memory shared with your application? And what about the ...


I answered @Anilca's question in SO (and the answer was accepted) I summarize my answer with the working solution: public class Aroon : IndicatorCalculatorBase { public override List<OhlcSample> OhlcList { get; set; } private readonly int _period; public int Period { get { return _period; } } public Aroon(int ...


AROON Indicator is a built-in function in TA-lib, you should try it first rather than implement it yourself.


public class Aroon { public bool AroonDown { get; set; } public double Period { get; set; } public Aroon() { } public Aroon(double period) { Period = period; } public IList<double> ...

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