AlgoQuant

AlgoQuant is a library of advanced financial analytics. It has a large collection of tools, mathematical modules and algorithms that you can use to create your quantitative trading strategies. It covers a lot of popular financial models, to name a few, portfolio optimization, trend following, mean reversion, pairs trading, technical analysis. It comes also with a suite of tools to do backtesting, simulation, risk analysis and pretty reporting. AlgoQuant is the base of our other products such as NM Risk Management System (NMRMS) for US/China equity portfolio management, and supercurve for China fixed income derivative pricing. AlgoQuant is powered by NM DEV.

Features

Historical Data and Processing

Strategy Optimization

Backtesting

Monte Carlo Simulation and Bootstrap

Sensitivity Analysis

Performance Attribution

Portfolio Optimization and Asset Allocation

Quantitative Trading Models

Source Code

AlgoQuant comes with source code. You may not distribute in any form the binaries and/or source code of AlgoQuant. You may distribute your own work such as add-ons or patch files. By downloading the software, you agree with all our terms and conditions.

For free trial, you can download our release version here (after registering with this blog).

[download id=”3″]

Please email info@nmfin.tech to obtain a trial license.

AlgoQuant distribution is deployed in NM’s repository. By downloading the software, you agree with all our terms and conditions. To let maven be aware of this repository, add the following repository definition to the pom.xml in the <repository> section:

[pastacode lang=”markup” manual=”%3Crepository%3E%0A%20%20%20%20%3Cid%3Enm-repo%3C%2Fid%3E%0A%20%20%20%20%3Cname%3ENM%20Maven%20Repository%3C%2Fname%3E%0A%20%20%20%20%3Curl%3Ehttp%3A%2F%2Frepo.nm.dev%2Fmaven%2F%3C%2Furl%3E%0A%20%20%20%20%3Clayout%3Edefault%3C%2Flayout%3E%0A%3C%2Frepository%3E” message=”NM Repository” highlight=”” provider=”manual”/]

To use AlgoQuant, in the <dependency> section, add:

[pastacode lang=”markup” manual=”%3Cdependency%3E%0A%20%20%20%20%3CgroupId%3Edev.nm%3C%2FgroupId%3E%0A%20%20%20%20%3CartifactId%3Ealgoquant-core%3C%2FartifactId%3E%0A%20%20%20%20%3Cversion%3E3.0.0-SNAPSHOT%3C%2Fversion%3E%0A%3C%2Fdependency%3E” message=”AlgoQuant dependency” highlight=”” provider=”manual”/]

Licensing

Academic License

If you meet our “Qualified Academic Users” standard, you can purchase an academic license. The Academic License allows you to use three packages: BASIC, OPTIM, and STATS

Commercial License

A commercial license lets you run selected modules on a machine permanently. For inquiries, please contact sales.

Licensing Terms

AlgoQuant is licensed to use, but not sold. Permission to modify the software is granted, but NOT the right to distribute the code (modified or not) in either source or binary format.

The copyright owner disclaims all warranties with respect to the software. These warranties include all implied warranties of merchantability and fitness. In no event shall the copyright holders be liable for any special, indirect or consequential damages or any damages whatsoever resulting from loss of use, data or profits, whether in an action of contract, negligence or other tortious action, arising out of or in connection with the use or performance of this software.

NM FinTech Limited Software Agreement, version 2.0