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Questions tagged [opensource]

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6
votes
2answers
487 views

Multithreading Monte-Carlo pricing in QuantLib for a single product

I've been actively using QuantLib for structured product pricing using Monte Carlo. Due to the fact that at a great deal of paths are often needed and one needs to speed up the calculation and all ...
1
vote
0answers
48 views

Market Profiling open source packages or tools

after reading the book Mind Over Market by Dalton I was wondering if there are any open source packages for Market Profiling (the technique developed by J. Peter Steidlmayer for representing price ...
2
votes
1answer
45 views

Historical Neighborhood Level Housing Data Source?

Quandl has neighborhood level housing data and a good API. Is there a way to use their API to get the same data from 2009? If not, is there another source for historical neighborhood level housing ...
3
votes
1answer
1k views

Quantmod alternative for pandas?

I love quantmod package in R but now I am slowly moving towards python using pandas for my trading experiments. I have searched a lot for quantmod alternative for python but sofar I was unsuccessful. ...
5
votes
3answers
7k views

Open source software for stock screening and scanning using technical analysis?

I am looking for open source software which can download stock data (yahoo/google finance etc) and used for screening/scanning stocks using technical analysis, for example: return stock list if ...
-1
votes
1answer
79 views

Open source code based on quandl for security analysis and options priming

Quandl seems to be an excellent source of wide range of free/open financial data. But is there an open source code or platform that uses the quandl datasets to perform security analysis and option ...
3
votes
1answer
704 views

Best way to do multithread Monte-Carlo in QuantLib

QuantLib has great facilities for Monte-Carlo pricing engines, classes McSimulation and MonteCarloModel do a lot of work. But they do it in a single thread. What is best way to introduce parallel run ...
5
votes
1answer
274 views

Opensource marketdata reference data for retail market

I'm not sure if this is the correct place to post this - but here goes: I have been working on a project for the last few years, during which I have come up with a set of components with the ...