Java Tools

Connect to PortfolioEffect from Java


High Frequency Portfolio Analytics for Java

Java interface to PortfolioEffect service for backtesting high frequency trading (HFT) strategies, intraday portfolio analysis and optimization. Includes auto-calibrating model pipeline for market microstructure noise, risk factors, price jumps/outliers, tail risk (high-order moments) and price fractality (long memory).

Source Code

PortfolioEffectHFT for Java source code is publically available under the GPL v3 license.
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Latest Build

2016-10-04 13:02:55