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We have released an updated snapshot of AlgoQuant, an integrated quantitative trading strategy research and back testing system: http://numericalmethod.com/up/algoquant/
algoquant-2.2.0.zip can be downloaded here: http://numericalmethod.com/algoquant/
This release has major changes, improvements and bug fixes. The highlights are as the following.* Support live monitoring for IB trading
* Added control web server for IB trading to allow starting/stopping strategy
* New module ‘bundle’ generate Netbeans projects of AQ
* New ‘data/historicaldata/coin’ package for managing coin data
* Added MVOptimizerSOCP for lai2010 model to allow SOCP constraints
* Added TraderContext.isTradable() for defining whether an asset is tradable at a given time
* Added LinearShrinkageMeanEstimator, LinearShrinkageCovarianceEstimator and NonlinearShrinkageCovarianceEstimator for portfolio optimizers
* Some bugfixesThe source code can be browsed here: http://redmine.numericalmethod.com/projects/public/repository/svn-algoquant
AlgoQuant demos are here: http://redmine.numericalmethod.com/projects/public/repository/svn-algoquant/show/demo/src/main/java/com/numericalmethod/algoquant/demo
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