idylfin

Quantitative Finance Library for Java by Idylwood Technologies

Goal: To provide a wrapper to Yahoo Finance API as well as a library consisting of financial, statistical and numerical methods to analyze the data.

Features: Thread safe design Lightweight API to Yahoo Finance Download SEC filings Get fund holdings for ETFs NASDAQ/NYSE/AMEX listings from nasdaq.com Sharpe Ratio, VAR/CVAR and other financial statistics Split and dividend adjustment

Linear algebra library which is: (Note: The linear algebra library is being moved to IdylBLAS) Pure 100% Java implementation which is fast and numerically stable Fast -- e.g. matrix vector multiplication which is significantly faster than OpenGamma's Java BLAS implementation. Numerically stable -- no other Java numerics library is implemented with numerical stability in mind

Dependencies: IdylFin currently depends on Apache Commons Math, GRAL, jsoup, and sections of OpenGamma, forks of which are included in this source tree. In future versions the dependencies may be removed so that the code is self contained.

License: Apache 2.0. You can view the terms of the license at http://www.apache.org/licenses/LICENSE-2.0.html. Idylwood Technologies is not responsible for any damages resulting from the use or misuse of this code.

Lead Contributor: Charles Cooper

Contributors: Harry C Kim Chantal Murthy Feynman Liang