Open Source Windows Investment Management Software

Technical analysis library with indicators like ADX, MACD, RSI, Stochastic, TRIX... includes also candlestick pattern recognition. Useful for trading application developpers using either Excel, .NET, Mono, Java, Perl or C/C++.

QChartist is a free and open source technical analysis charting software. Its purpose is to provide a complete set of tools to perform technical analysis on charts and data. It helps to make forecasts mainly for markets but can also be used for weather or any quantifiable data. The program is flexible and its functionalities can be easily extended. You can draw geometrical shapes on your charts or plot programmable indicators from your data. It is also possible to filter or merge data. I got a little inspired from MT4 allowing a fairly easy portability of programmed indicators from MT4 to QChartist. It is now faster and much more professional thanks to the use of a C++ layer (used mostly for calculations) over the standard Basic layer (used mostly for the GUI interface). You can use astro indicators and functions from a library for astronomical calculations. You can get real time quotations thanks to Yahoo Finance, Alpha Vantage, Tiingo, Stooq, Finnhub and Twelvedata data sources.

Algorithmic Trading implementation

oj! Algorithms - ojAlgo - is Open Source Java code that has to do with mathematics, linear algebra and optimisation; particularly (but certainly not exclusively) suitable for the financial domain.

CCruncher is a project for quantifying portfolio credit risk using the copula approach. It is a framework consisting of two elements: a technical document that explains the theory, and a software program that implements it. CCruncher evaluates the portfolio credit risk by sampling the portfolio loss distribution and computing the Expected Loss (EL), Value at Risk (VaR) and Expected Shortfall (ES) statistics. The portfolio losses are obtained simulating the default times of obligors and simulating the EADs and LGDs of their assets.

The econ theory is the value of buy and sell are usually equal, at whatever free market price at the time, so if we trade between 2 things, holding the total of those 2 equal eachother, then you can buy without anyone selling, or sell without anyone buying. Just change from one equal valued type to the other, and the total of all the A's and all the B's are scaled instantly to be the same amounts. Those who change to the majority side lose, and those who change to the minority side win, since it is scaled to the average. Its the same math as Matching Pennies and Odds And Evens game which are Rock Paper Scissors with 2 choices instead of 3 (buy vs sell). You see this in the size of balls changing depending where they move. Think of it as a 2d seesaw surface that never tilts because the masses of balls are adjusted to always balance. This is the early start of a game based on that econ theory. Econ is boring in number and symbol form, but as a realtime game its more like dancing.

Math-fi library written in C++ and boost library. This contains a C++ library with severals financial models (Monte carlo, Binary Tree, Black and Schools formulas) and a managed C++ wrapper that allows end user to use library within Excel.

GNUEA stand for GNU Universal Expert Advisor. Used in MetaTrader platform as an Automatic Trading System. With GNUEA, we can use every default MetaTrader's indicators as automatic enter and exit trading strategy. For forex (or other futures market).

A web-based prediction market (Idea Futures) system. In prediction markets, the commodities traded are claims about future events; the market price gives a consensus probability about the event's likelihood of coming true.

A very simple Equity Investment Stragety Analyser tool. What it does : - Maintain Stock portfolios - Simulate Investment using NSE Historical bhav data files - Analyze different investment strategies against index performance - Graph the results

KInvestSim is an investment simulator for KDE4. It provides facilities for manipulating price and indicator data, writing and testing timing strategies, managing simulated portfolios, and measuring the performance of the simulated portfolios.

Complete technical analysis & trading system, full set of features: retrieve, analyze EOD stocks data; manage multiple portfolios; technical analysis & graphical rendering; neural networks for generation of trading signals; support trader community

PortOpt [Portfolio Optimizer] is a C++ program (with Python binding) implementing the Markowitz(1952) mean-variance model with agent's linear indifference curves toward risk in order to find the optimal assets portfolio under risk. You have to provide PortOpt (in text files or - if you use the api - using your own code) the variance/covariance matrix of the assets, their average returns and the agent risk preference. It returns the vector of assets' shares that composes the optimal portfolio. In order to minimise the variance it internally uses QuadProg++, a library that implement the algorithm of Goldfarb and Idnani for the solution of a (convex) Quadratic Programming problem by means of an active-set dual method. This solution is very efficient as it allows to solve hundred of thousand of portfolio problems in seconds. PortOpt runs as a text/console tool so it can be easily used in your own scripts.

QtStock allows to do fundamental analysis of companies and companies shares according to the National Association of Investors Corporation (NAIC). It is completely written in C++ with Qt.

Quantifa is an F# open-source library for quantitative finance and risk management. Quantifa can be viewed as a functional programming version of QuantLib and QLNet. Currently, the Quantifa Team is looking for developers.

QuoteBlizzard provides a platform for technical analysis of trading and historic data backtesting of trading strategies.

Automated trading system extracts stock quotes from Forex, MetaTrader and tries to detemine points to open/close orders. Using moving average. Implemented in Java. Future versions will use such cool stuff as data mining and artificial inteligance.

This project is intended to provide Git access to the code of the original project, TA-Lib, which uses Subversion. It is intended for system integrators wishing to use TA-Lib in their Git-managed project through Git submodules or subtrees. No actual development is being done here; all development happens in the original project.

Java application to display market data and technical indicators, and let developer implement custom trading strategy. It can be used as tool to combine different technical indicators (EMA + Bollinger Bands + RSI) to create a winning trading strategy.

A lightweight C++ library for quantitative finance applications. Visit our page at http://terreneuve.sourceforge.net/