// Product / AQ

AlgoQuant

A large Java library of financial analytics — the core and foundation of all NM FinTech products. Call its APIs to build trading systems: swap the simulator for real exchange APIs and go live. Ships with source code — no black box.
// Ecosystem

The foundation of our products

// Features

Everything a quant desk needs

Historical Data
01

Historical Data

Loading, cleaning and processing of market data.

Backtesting
02

Backtesting

Fast event-driven simulator, swappable for live exchange APIs.

Strategy Optimization
03

Strategy Optimization

Search parameter spaces for robust strategies, walking in-sample optimization forward into out-of-sample backtests.

Monte Carlo & Bootstrap
04

Monte Carlo & Bootstrap

Batch simulation across resampled paths.

Sensitivity Analysis
05

Sensitivity Analysis

Measure how results move with every input.

Performance Attribution
06

Performance Attribution

Decompose returns and risk, with pretty reports.

Portfolio Optimization
07

Portfolio Optimization

Beyond Markowitz: robust estimators, SOCP solver for millions of constraints, regime and extreme-risk models.

Trading Models
08

Trading Models

Trend following, mean reversion, pairs trading, market making, technical analysis.

// Research → Code

Quantitative trading models

Academic papers hold powerful ideas — Markowitz, cointegration — but are written for peer reviewers, not traders. Most practitioners lack the time to re-derive and reproduce them.

We do the heavy lifting: fix the math, clean the data, reproduce the results and test profitability. You read the introduction and conclusion, then call the model on your own data.

Browse the models →
// Pricing

Licenses & services

Academic
$100/yr

Registered full-time students. Includes NM Dev Basic, Optimization and Statistics.

Individual
$500/yr

Yearly subscription with NM Dev Basic, Optimization and Statistics.

Corporate
$1,000/yr

Yearly subscription with NM Dev Basic, Optimization and Statistics.

Minor-release update

Free

Cumulative patches within the same major version (1.x.y → 1.x.z) at no charge.

Model update

$100

Cumulative updates for one model or add-on to its latest version.

Consultation

$300

Per hour. We help you develop a quantitative strategy or model.

AlgoQuant is licensed, not sold. You may modify the software but not distribute the code, modified or not, in source or binary form; you may distribute your own add-ons or patches. The copyright owner disclaims all warranties, including merchantability and fitness, and is not liable for any damages arising from use of the software.

Read the full AlgoQuant software license agreement →
// Install

Maven

Add the following repository and dependency to your project's pom.xml. This downloads the AlgoQuant JAR and its runtime dependencies.

pom.xml · <repositories>
<repositories>
    <repository>
        <id>github-nm-packages</id>
        <url>https://maven.pkg.github.com/nmltd/maven-packages</url>
        <snapshots>
            <enabled>true</enabled>
        </snapshots>
    </repository>
</repositories>
pom.xml · <dependencies>
<dependencies>
    <dependency>
        <groupId>tech.nmfin</groupId>
        <artifactId>algoquant-dist</artifactId>
        <version>3.3.0-SNAPSHOT</version>
    </dependency>
</dependencies>

Configure Maven authentication

The package is public, but GitHub requires authentication for Maven downloads. Create your own GitHub personal access token (classic) with the read:packages scope. Access to NM's private source repositories is not required.

settings.xml · <servers>
<settings>
    <servers>
        <server>
            <id>github-nm-packages</id>
            <username>YOUR_GITHUB_USERNAME</username>
            <password>YOUR_GITHUB_TOKEN</password>
        </server>
    </servers>
</settings>

Add the following to your Maven settings.xml:

  • Windows · %USERPROFILE%\.m2\settings.xml
  • macOS/Linux · ~/.m2/settings.xml

Replace the placeholders with your credentials. If you already have a settings file, merge the <server> entry into its existing <servers> section. Keep your token outside source control.

Build your project and download the latest snapshot:

Terminal
mvn -U clean package

A valid NM license is required for licensed functionality. Contact sales@nmfin.tech for a trial license.

// Custom development

An experienced quant IT team behind you

Our team of financial engineers, computer scientists and mathematicians can help you build your own trading strategies and infrastructure on top of the platforms and techniques we already have.

  • →AI and machine learning technologies
  • →Customized financial infrastructures and simulation engines
  • →Factor models and optimization models
  • →Self-calculated indices and risk factors
  • →Chinese market access and data sources