Time Series API 2.1.0 - Time series simulation library for C++

Program ID:

45282

Author:

PERITECH     All programs by this author

Downloads:

54

License:

Commercial [?]

Cost:

$238.00 US

Operating Systems:

Size:

26727K

Release Status:

new

Last Updated:

2009-07-16

Our Rating:

Users Rating:

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Time Series API is a professional C++ class library for simulating (backtesting) and deploying financial trading strategies as well as general purpose time series modelling. The library is a stand-alone time series engine that can be extended via a component object model.

Models are defined using 'formula syntax and semantics' made possible by a set of lightweight interface classes that supersede the component framework. The library supports the modelling of even the most complex ideas, is easily extended, and supports deployment in any timeframe (variable or fixed, with intervals as short as one millisecond). The library also benefits from a set of highly optimized database classes for reading and writing millions of records in seconds.

As a general purpose tool for modelling time series, Time Series API has applications in many domains, such as:

* Trading and investment strategy simulation and deployment:
o Individual market and inter-market models
o Iterative evaluations on baskets
o Evaluation on aggregates (e.g. custom indices)
o Fundamental company data models
* Economic modelling
* Time series normalization and processing:
o Normalizing neural training data
o Data transformations
o Timeframe conversions
* Data monitoring (e.g. financial, scientific):
o Event Notification
o Pattern recognition
o Filtering applications, (e.g. noise reduction)
* Computational modelling
o Genetic algorithms

Keywords: c++, backtesting, Time Series, Financial modelling, financial simulation, trading simulation, trading strategies, backtesting, automated trading, black box trading, system trading, historical simulation, walk forward simulation, trading system, Commercial, Development, C / C++ / C#, PERITECH, Time Series API

Recent Changes: - Support for variable length time intervals (e.g. tick-bars, volume-bars).
- Comprehensive reports and logs allow for in-depth inspection of all aspects of a simulation.
- Advanced memory management allows simulations to operate on decades of tick-by-tick data without straining resources.

Install Support: Install Only

Supported Languages: English

Additional Requirements: Win32, Win64

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