SmartQuant Discussion

A couple of links to actively developed open source Numerical libraries written in C#/.NET and/or capable of integrating with .NET (and so OpenQuant by extension).

Feel free to add any others...

ILNumerics.Net - the .NET library for numerical computations

"ILNumerics.Net is a class library for .NET software developers. It greatly simplifies the implementation of all kinds of numerical algorithms."
http://ilnumerics.net/

QuantLib A free/open-source library for quantitative finance
"The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life."
http://quantlib.org/index.shtm

Numerical Recipes in C#
It used to be here: http://won.hongik.ac.kr/~mhchung/index_ ... ftware.htm
but looks like its been taken down since. Let me know if someone finds a live link to it...

Altaxo plotting mathematical core

AForge.NET open source framework
Open source C# framework for researchers in the areas of Computer Vision and Artificial Intelligence - image processing, neural networks, genetic algorithms, etc.
Overview, howto and code access:
http://www.codeproject.com/KB/recipes/aforge.aspx

Commercial Offerings:

Extreme Optimization Numerical Libraries for .NET
"Build financial, engineering and scientific applications faster"
http://www.extremeoptimization.com/default.aspx


Other useful references::

IBNet
This project aim to provide an open source, full implementation of IB's Trader Workstation (TWS) API protocol.

The library is writeen in c# 3.0, although it is fully compatible with the .NET 2.0 framework at runtime.

The library provides: Client API (The ability to connect to TWS servers) Server API (The ability to mimic TWS servers for other client) Record/Playback (The ability to record the incoming network stream and play it back at a later date for strict simulation purposes)
http://code.google.com/p/ib-net/

Subversion Version Control System for OpenQuant strategy code:
Why Use it: BetterExplained A Visual Guide to Version Control
OpenQuant strategy code and version control:
http://www.smartquant.com/forums/viewto ... 8856#18856

Cool, perhaps it would be a good idea to add these links to FAQ section.

Regards,
Anton

Sure. Your the boss

There is also the MATH.NET Project:

http://mathnet.opensourcedotnet.info/


Don't the Smartquant guys have any suggestions? They should be well ware of .Net tools and add-ons out there that might be useful depending on the application. Availability of such tools increases the value of Open Quant.