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Trading Strategies >> Research >> Open source research tools
https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1214912768

Message started by Algo Designer on 07/01/08 at 12:46:07

Title: Open source research tools
Post by Algo Designer on 07/01/08 at 12:46:07

I am inviting the forum members to share the knowledge about the open-source research tools available out there.

Title: Re: Open source research tools
Post by Algo Designer on 07/01/08 at 12:58:43

Gnu Regression, Econometrics and Time-series Library (gretl)

http://gretl.sourceforge.net/

gretl is a cross-platform software package for econometric analysis, written in the C programming language. It is is free, open-source software.

Features

Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque and Portuguese as well as English)
A wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methods
Time series methods: ARMA, GARCH, VARs and VECMs, unit-root and cointegration tests, etc.
Output models as LaTeX files, in tabular or equation format
Integrated scripting language: enter commands either via the gui or via script
Command loop structure for Monte Carlo simulations and iterative estimation procedures
GUI controller for fine-tuning Gnuplot graphs
Link to GNU R for further data analysis

Title: eclipse Trader bloter station + code source
Post by Maltamir on 07/10/08 at 16:25:22

eclipse trader is a basic bloter console developed with Eclipse open source plateform in Java. Quite easy to use , just import the complete code-source libraries in your Eclipse and enjoy development of your personal trading bloter !

http://eclipsetrader.sourceforge.net/downloads.php?PHPSESSID=4e41f9197eba2d75a9765b2772d421e9

Title: Re: Open source research tools
Post by Algo Designer on 07/11/08 at 05:33:14

The interesting thing about the Eclipse Trader is that, unlike many other similar products, it is written in Java using the Eclipse technology which in turn uses SWT. The latter is a good alternative to Swing as it takes advantage of mapping to the native OS widgets.

I have used SWT library in a number of projects in the past. It is rock-solid and has a very friendly API.

Title: Re: Open source research tools
Post by Yury Rojek on 07/11/08 at 17:28:29

ActiveQuant.org is another JAVA-based framework for mechanical trading.

Title: Re: Open source research tools
Post by Algo Designer on 07/14/08 at 14:53:55

qroach wrote on 07/11/08 at 17:28:29:

ActiveQuant.org is another JAVA-based framework for mechanical trading.

Interesting. I did not come across this product before. Thank you for sharing the info. Have you tried using it? I might give it a go in the next few days.

The documentation is somewhat limited, so I will have to browse through the source code.

Title: Re: Open source research tools
Post by Max F Dama on 07/18/08 at 03:33:10

Marketcetera is another one:

http://www.marketcetera.com/

It looks very active but I don't think they plan on providing the strategy development framework, just the tools for execution and logging trades. They have an excel interface so you can develop strategies that way i guess.

EDIT: I was recently recommended JSystemTrader-
http://code.google.com/p/jsystemtrader/
It looks like the development team has been active for a long time.

Title: Re: Open source research tools
Post by Yury R on 07/18/08 at 10:36:56

Algo Designer wrote on 07/14/08 at 14:53:55:

qroach wrote on 07/11/08 at 17:28:29:

ActiveQuant.org is another JAVA-based framework for mechanical trading.

Yes, I have tried it and even spoke to the developers. The guys are trying to do a good design and robust structure and inviting everybody to contribute. But there are some problems which might not be problems for you:

1) Documentation is virtually absent. Little bits that are available quickly become irrelevant because of item 2:

2) Project is constantly evolving and I don't quite get their idea about inter-version compatibility. They released 1st version then re-factored the core components completely. While I worked on it and found some bugs they said the bugs are fixed already in the main trunc. But the main trunc got re-designed completely. So, I had to fix it on my local copy and make it work just for me.

3) Newbies are welcome to contribute on some sideline features but they are not allowed to check in their changes to the source code on the main projects. You have to spend some time and get credit in order to be allowed to do anything serious. But you can make a suggestion even for some drastic changes - they are happy to discuss it.

4) The short intro that you can use might be relevant to the 1st version only. But the 2nd etc. versions have totally different domain models. The same about sample applications, unit tests, spring XML config files etc... In short, their thurst to re-factor everything is quite a distraction.

Actually, I haven't looked at the project web-site for quite a while and few thing could have changed since then.

Title: Re: Open source research tools
Post by Maltamir on 07/18/08 at 10:48:27

I 've just found this stuff for Coolcat a Open source CEP software :

http://esper.codehaus.org/

Title: Re: Open source research tools
Post by Yury R on 01/29/09 at 15:26:11

Supervised machine-learning libraries:
C++: http://www.sgi.com/tech/mlc/ - SGI MLC++
Java: http://www.cs.waikato.ac.nz/ml/weka/ - WEKA 3

Title: Re: Open source research tools
Post by willc on 02/14/10 at 02:37:59

Hey, I'm just wondering if anyone out there would like to work on an open source project for trading. I mean I am kind of new but I would like to gain some experience in building and developing a program to enhance trading.

I have some experience in Java and Excel. PM me if anyone is interested! Thanks!