QuantComponents

An open-source framework for financial time-series analysis and algorithmic trading, based on Java and OSGi, with an Eclipse front-end.
* Highly modular: usable as plain java API, OSGi components, or integrated into Eclipse
* Standalone or client-server architecture, depending on performance and reliability needs
* Integrated with Interactive Brokers through IB Java API
* Generic broker API, it can easily be extended to work with other brokers
* It works with historical and/or realtime market data
* Backtesting facility
* Extensible SWT charting library

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