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The accidental merging of Marketcetera and Quantlib seem to complement each other’s weaknesses brilliantly

(Last Updated On: June 4, 2010)

The accidental merging of Marketcetera and Quantlib seem to complement each other’s weaknesses brilliantly
Ok. I started thinking if I was going to start working on Java based strategies, would it not make sense to use ActiveQuant? I started researching to see where this framework was at. I always would have used Quantlib since it was developed in faster C++ but Java looks like it will be for the time being. Thus, we have ActiveQuant. It seems they have made some great strides at both sites of activequant.org and activestock.eu. Some nice features that will be very useful:
1. Download market history from both Open Tick, Yahoo and Interactive Brokers. I should be able to leverage Marketcetera’s features and technical trading strategies with this quite nicely.
2. Some very decent documentation and wiki support for this framework. I do like Quantlib but it lacks here. There is not much example stuff out there compared to JQuantlib or ActiveQuant. I do think Quantlib is still the ultimate in terms of functionality. It is just their Quantlib SWIG blows with scant documentation and assumptions they make the developer will be up and running fast. Bah humbag.
3. Tonnes of new upcoming features including the ability to integrate with Hibernate or Ibatis to connect to other commercial databases including Oracle or Microsoft SQL Server.
4. Also, but awesome idea of Forwardtesting on Interactive Brokers (Paper Account)
I am quite excited to integrate ActiveQuant and Marketcetera somehow. I do think there will be some efficiency limitations as I scale up. I shall work on that in the future. That is not a major limitation right now but could be.
I will let you know how this goes but I have no hold off on anything Quantlib for now. I just wish I could get up and running faster than before. We shall see and I will keep you up to date.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
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