FinAnalysis

Features

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
• 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:

• 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
• PVI/NVI
• PVT
• R2
• ROC
• RSI
• RWI
• Slope
• SMA
• Stochastic
• TR
• Ultimate Osc.
• Value Area
• VWAP
• William's %R
• ZScore  Introduction

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.

Functionality

• 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

Documentation

Read the detailed description of FinMath library online.

FinAnalysis

High performance math libraries for real-time computing.

“The FinMath library provides a comprehensive set of tools for our research and its execution efficiency impressed us. Excellent product, highly recommended.”
Huabin Shen,
Bond Trust Customer Quotes
“Excellent product, highly recommended” 