Showing 2 open source projects for "algorithmic trading software"

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    Optimizer_sovkov

    Constructing and optimizing general mathematical and physical models

    We present the package Optimizer, aimed at constructing and optimizing general mathematical models of phenomena of versatile nature. It is written in the Matlab algorithmic language and is executed in the Matlab environment with partial functionality in Octave. The convenient visual interface and the detailed manuals are provided. The main benefit of the package is its capability to construct models of any level of complexity in a block-by-block manner. Elementary model blocks can be...
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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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