Showing 3 open source projects for "algorithmic trading software"

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    OpenOCL Matlab

    OpenOCL Matlab

    Optimal control, trajectory optimization, model-predictive control.

    The Open Optimal Control Library is a software framework in Matlab/Octave for modeling optimal control problem. It uses automatic differentiation and fast non-linear programming solvers. It implements direct methods. In the backend it uses CasADi and ipopt.
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  • 2
    Attitude Estimator

    Attitude Estimator

    A C++ implementation of a nonlinear 3D IMU fusion algorithm.

    Attitude Estimator is a generic platform-independent C++ library that implements an IMU sensor fusion algorithm. Up to 3-axis gyroscope, accelerometer and magnetometer data can be processed into a full 3D quaternion orientation estimate, with the use of a nonlinear Passive Complementary Filter. The library is targeted at robotic applications, but is by no means limited to this. Features of the estimator include gyro bias estimation, transient quick learning, multiple estimation algorithms,...
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  • 3
    Algorithmic Trading implementation
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