routes

We have created a bugzilla server so we can tracks and requests on development.

The server is found at http://open.olsen.ch/bugzilla

Using directional changes to detect seasonality patterns in FX data: look here in the Routes wiki.

I have found an interesting open source project hosted by Sun and created by Stergios (https://jlab.dev.java.net/) which implements a full Matlab/Scilab type of Math engine in Java. The project is also very interesting given it is very easy to create new math operators both using matlab syntax or by implementing them in Java, the latter option very interesting if we are looking at performance.

The development is still in progress and I had to rework a few things in order to make it suit Routes framework. Especially global variables were extensively used and it was then not possible to run two separate math engines. The original implementation also assumes the engine was run in a graphical environment (java swing), which is not the case for routes. So I had to create an intermediate layer of software to abstract GUI interfaces.

I have contected Stergios to see if he agrees with the modifications I have done and hopefully he will insert them in the main development tree of his project. Looking forward to his answer! This is also my very first real contribution to an open source project!

More comments to come soon!

Olsen Routes is next generation open source framework which enables more effective research for trading algorithms. We will use this blog to comment the development of the project and to collect ideas.

Welcome on board!