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"Time Series API" snapshot
Time Series API is a professional C++ class library for simulating (backtesting) and deploying financial trading strategies as well as general purpose time series modelling. The library is a stand-alone, component based, time series engine.
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35% of users liked this software
July 21, 2009
Description from the Publisher
Time Series API is a professional C++ class library for simulating (backtesting) and deploying financial trading strategies as well as general purpose time series modelling. The library is a stand-alone time series engine that can be extended via a component object model. Models are defined using an easy to use 'formula syntax and semantics' made possible by a set of lightweight interface classes that supersede the component framework.
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