What is RTMath?
RTMath provides a set of .NET components and libraries for numerical calculations, time-series data analysis and visualization. Based on very efficient integration with Intel® Math Kernel Library (MKL) and Intel® Integrated Performance Primitives (IPP), RTMath components are highly-optimized, extensively-threaded math routines that provide outstanding performance and scalability. RTMath components offer both ultra-fast execution and efficient memory usage.
FinMath is a highly-optimized numerical library that provides components for the development of mathematical, scientific, and financial applications on the .NET platform. It offers classes for working with vectors and matrices, solving optimization problems, random number generation, statistical analysis, option valuation and other uses. FinMath combines a broad range of functionality, outstanding efficiency, and modern easy-to-use object-oriented interface.
FinAnalysis is a comprehensive .NET library of technical indicators, predicates, and generic-purpose classes for real-time data analysis. It includes 40+ advanced technical indicators and 15+ logical predicates for expressing relationships between two or more time-series data sets. FinAnalysis is optimized for performance classes for processing large quantities of real-time and historical time-series data with built-in correlation analysis and calculations of descriptive statistics.
FinCharts is a comprehensive .NET charting package for the visualization of financial real-time and historical time-series data. It supports simultaneous visualization of thousands of time-series data objects; it offers traditional formats for the visualization of price data (such as bars, candle sticks, lines) and custom styles. FinCharts allows users to draw custom tags, labels, horizontal and vertical lines and dynamically control foreground and background colors, fonts and other attributes of charting objects. The FinCharts library supports full integration with FinAnalysis library of technical indicators and predicates.
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RTMath components are successfully used in research and production by many high frequency stat arb & algorithmic trading organizations working in the global equity, futures, forex and option markets.
RTMath components enable you to express your ideas faster, optimize your code and increase the overall productivity of your research with modern user-friendly interfaces of RTMath. Enjoy its full power and flexibility.
Time To Choose RTMath
Mathematics experts in quantitative finance
All RTMath components provide excellent computational efficiency and memory utilization, they are easy to use, and well documented. The installation includes API references with the description of classes and class members combined with detailed code samples.
Huabin Shen, Bond Trust: The FinMath library provides a comprehensive set of tools for our research and its execution efficiency impressed us. Excellent product, highly recommended.
RTMath vs Competitors:
RTMath computational features ensure an outstanding performance and efficient memory usage due to highly efficient integration with Intel® libraries. RTMath products are benchmarked against competition. Special attention is paid to the ease of integration of RTMath with your applications.
> See the benchmarks, that verify RTMath products performance!