List of sliding window statistics:

  • Min
  • Max
  • Sum
  • Sum Of Squares
  • Sum Of Absolute Values
  • First Raw Moment
  • Second Raw Moment
  • Third Raw Moment
  • Fourth Raw Moment
  • Second Central Moment
  • Third Central Moment
  • Fourth Central Moment
  • Arithmetic Mean
  • Harmonic Mean
  • Quadratic Mean
  • Geometric Mean
  • Range
  • Midrange
  • Expected Value
  • Skewness
  • Standard Deviation Population
  • Standard Deviation Sample
  • Median
  • Coefficient Of Variation
  • Quantile
  • Order Statistic
  • Cumulative Distribution
  • Variance Population
  • Variance Sample
  • Kurtosis

List of available indicators:

  • AD
  • ADF
  • ADXR
  • Aroon
  • ATR
  • Autocorrelation
  • Autocorrelogram
  • Bollinger
  • CCI
  • CMA
  • Correlation
  • Correlogram
  • DeMarker
  • EMA
  • Envelope
  • Force Index
  • KAMA
  • Keltner
  • KPSS
  • LSMA
  • LSMI
  • MACD
  • Mass Index
  • Maximum
  • MCC
  • MESA Sinewave
  • MFI
  • Minimum
  • MMA
  • Momentum
  • OBV
  • Parabolic SAR
  • PFE
  • Price Oscillator
  • PVT
  • R2
  • ROC
  • RSI
  • RWI
  • Slope
  • SMA
  • Stochastic
  • TR
  • Ultimate Osc.
  • Value Area
  • VWAP
  • William's AD
  • William's %R
  • ZScore


FinAnalysis library provides object-oriented components for financial applications: a large number of Technical Indicators and number of special collections useful for algorithmic trading strategies implementation

FinAnalysis is a comprehensive .NET and Java libraries 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.


  • Great simplicity. Indicators' API specially designed to make simple operations in purely intuitive way:
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    Code example
  • All indicators use optimized algorithms and formulas that allow to perform fast recalculation in minimal time.
  • A high precision mode has been added to prevent the growth of a computation error during data processing.
  • Various options for technical indicators usage: point based sliding windows, time based sliding window, offline data processing.
  • All indicators support large amount of options: input validation, resampling factors, cloning and copying of its internal state, accessing history of previous values, stability indicator.
  • All indicators equipped with special attributes and interfaces making integration with any automated system as charting or pattern fetching frameworks fairly simple.
  • Base classes provide an easiest way to extend library with your own indicators, which will automatically support all indicators' library features.
  • Special collections make custom indicators implementation straightforward and intuitive. Custom collections maintain sliding windows and support statistics calculation.
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    Code example


Read the detailed description of FinMath library online.

Online Guide


High performance math libraries for real-time computing.

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