Open source analytics and market risk library from OpenGamma

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model

The foundational library of the Morpheus data science framework

A Java API for Alpaca, the commission free, algo friendly, stock trading broker. https://alpaca.markets

Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API

Java 实盘量化框架

Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies

Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.

Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.

chameleonQuant was born as an open-source Java framework to help enthusiast quants to implement system trading strategies and dynamic portfolio trading systems using advanced optimization techniques, machine learning, and deep learning techniques.

Excel bindings for OpenGamma's Strata library

Examples demonstrating the nAG Library for Java

Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.

Portfolio Optimization is an important part of investment no matter what you are investing. It is a feature that many trading apps and platform offer, but at what cost. This is a program that takes two sets of indices and calculates optimum portfolio for either maximizing return or minimizing risk.

A program for analyzing closing prices for stocks

Order book implementation with fully thread-safe mechanisms, supporting efficient (limit&market) order matching and event handling.

This is the implementation of a processor to get Yahoo financial data from apache nifi

If you even wonder about what kind of return you should expect out of a portfolio, try this. This is a program that estimates the expected return of a given index based on historical data of two selected market indices by CAPM function.