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.