GitHub - larytet/JQuant

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
FMR		FMR
FMRSim.WinForms		FMRSim.WinForms
FMRSim		FMRSim
IB		IB
addon		addon
doc		doc
python		python
tradelink		tradelink
www		www
AlgorithmMachine.cs		AlgorithmMachine.cs
BoxArb.cs		BoxArb.cs
CommadLineInterface.cs		CommadLineInterface.cs
ConnectionParameters.xml		ConnectionParameters.xml
CyclicBuffer.cs		CyclicBuffer.cs
DataValidation.cs		DataValidation.cs
Feed.cs		Feed.cs
Forms.cs		Forms.cs
Http.cs		Http.cs
IProducer.cs		IProducer.cs
Locks.cs		Locks.cs
Logger.cs		Logger.cs
Mailbox.cs		Mailbox.cs
MailboxThread.cs		MailboxThread.cs
MarketSimulation.cs		MarketSimulation.cs
MarketSimulation_Maof.cs		MarketSimulation_Maof.cs
Order.cs		Order.cs
PerformanceMonitor.cs		PerformanceMonitor.cs
Pool.cs		Pool.cs
README		README
Resources.cs		Resources.cs
Security.cs		Security.cs
TA.cs		TA.cs
ThreadPool.cs		ThreadPool.cs
Timers.cs		Timers.cs
Utils.cs		Utils.cs
maof_data_log_tiny.csv		maof_data_log_tiny.csv
yahoo_feed_data.csv		yahoo_feed_data.csv

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Automated quantitative trading framework targeting Tel Aviv Stock Exchange. High frequency data including order book for Maof 25 index options and Rezef securities is available. The framework provides market simulation and back testing facilities. The frameworks requires TaskBar? of FMR. Framework runs in Windows and Linux and written in C#.

מערכת מסחר אוטומטית מיעודת לבורסה של תל אביב. אופציות מעו"ף, מניות ושאר ני"ע הנחסרים ברצף. טאסקבר של פ.מ.ר. נתונים היסטוריים וסימולציה אסטרטגיות מסחר אוטומטיות