Time Series API 2.1.0 free download 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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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.

Updated Dec 26, 2011 12:06:33
Size6003 kb
LicenceCommercial
StatusMajor Update
LanguagesEnglish
OSWindows ME, Windows NT, Windows 2000, Windows XP, Windows 2003, Windows Vista, Windows CE
Homepagetimeseriesapi.com
AuthorPeter Ritter
Time Series API 2.1.0 free download 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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Description:
   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 'formula syntax and semantics' made possible by a set of lightweight interface classes that supersede the component framework. The library supports the modelling of even the most complex ideas, is easily extended, and supports deployment in any timeframe (variable or fixed, with intervals as short as one millisecond). The library also benefits from a set of highly optimized database classes for reading and writing millions of records in seconds.

   As a general purpose tool for modelling time series, Time Series API has applications in many domains, such as:

   * Trading and investment strategy simulation and deployment:

   o Individual market and inter-market models

   o Iterative evaluations on baskets

   o Evaluation on aggregates (e.g. custom indices)

   o Fundamental company data models

   * Economic modelling

   * Time series normalization and processing:

   o Normalizing neural training data

   o Data transformations

   o Timeframe conversions

   * Data monitoring (e.g. financial, scientific):

   o Event Notification

   o Pattern recognition

   o Filtering applications, (e.g. noise reduction)

   * Computational modelling

   o Genetic algorithms
Short tags:
Financial modelling, c++, backtesting, trading system, trading simulation, backtesting, walk forward simulation, Time Series, automated trading, historical simulation, financial simulation, trading strategies, system trading, black box trading
System Requirements:
Win32, Win64
Change Info:
- Support for variable length time intervals (e.g. tick-bars, volume-bars).

   - Comprehensive reports and logs allow for in-depth inspection of all aspects of a simulation.

   - Advanced memory management allows simulations to operate on decades of tick-by-tick data without straining resources.
      Freeware alternatives Time Series API 2.1.0
Free Download now  Free Download Time Series API 2.1.0 from timeseriesapi.com

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