Java API to PortfolioEffect Quant service for high frequency trading (HFT) strategy backtests, intraday portfolio analysis and portfolio optimization.
PortfolioEffect platform employes high frequency microstructure model pipeline, cloud computing and server-side market data to enable classic portfolio analysis at intraday horizons.
To build the jar from source You need to have Maven installed.
After that in the folder with pom.xml run:
mvn packageThis library is released under the GPLv3 license. See the file LICENSE.
Usage of this package with PortfolioEffect services shall be subject to the Terms of Service.
Copyright © 2016 PortfolioEffect