Information About

Activequant





Software Information

  Name activeQuant Project
  Developer ActiveStocksde Finance Group
  Operating System Cross-platform
  Genre Finance / Trading
  License GPL
  Website http://wwwactivestocksde/q=node/210


activeQuant is a Free Software Derivatives trade application written in Java . activeQuant is issued under the GNU General Public License . A growing community supports this project through forums, mailing lists and by comitting code.


HISTORY

ActiveQuant is the rewrite of the CCAPI2 project, which has been available since 2004 and which has been listed on freshmeat.net since 1st of August 2004 1. CCAPI2 itself was based on CCAPI, a project that shared it's name with an ISDN API called CCAPI. CCAPI2's precessor, CCAPI was written in early 2002 and did among other tasks broadcast stock quotes over XMPP /Jabber through a well defined protocol extension 2.


FEATURES

  • Asset basket trade systems3

  • InteractiveBroker support

  • Basic charting

  • BIRT based reporting 4

  • OTSA compliant trade systems



BUILDING BLOCKS

When browsing the source code of activeQuant is clearly visible that the software is built out of building blocks, these are:

  • data retrieval: functionality related to data fetching for example from yahoo or interactive broker, and functionality for receiving live quote feed from IB

  • trade system: classes and functionality for developing, backtesting and running trade systems

  • core: most elemental classes like kernel domain model. This includes base classes for candles, candle series, quotes, etc.

  • algorithm: algorithmic classes, computational classes like indicator calculations or time series data rescaling methods



REFERENCES