Quantitative Finance Library for Java by Idylwood Technologies
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Quantitative Finance Library for Java by Idylwood Technologies

To provide a wrapper to Yahoo Finance API as well as a library consisting of financial, statistical and numerical methods to analyze the data.

Thread safe design
API to Yahoo Finance
Download SEC filings
Get fund holdings for ETFs
NASDAQ/NYSE/AMEX listings from nasdaq.com
Sharpe Ratio, VAR/CVAR and other financial statistics
Split and dividend adjustment

Linear algebra library which is:
(Note: The linear algebra library is being moved to IdylBLAS)
Pure 100% Java implementation which is fast _and_ numerically stable
Fast -- e.g. matrix vector multiplication which is significantly faster than OpenGamma's Java BLAS implementation.
Numerically stable -- no other Java numerics library is implemented with numerical stability in mind

IdylFin currently depends on Apache Commons Math, GRAL, jsoup, and sections of OpenGamma, forks of which are included in this source tree. In future versions the dependencies may be removed so that the code is self contained.

Apache 2.0. You can view the terms of the license at http://www.apache.org/licenses/LICENSE-2.0.html. Idylwood Technologies is not responsible for any damages resulting from the use or misuse of this code.

Lead Contributor:
Charles Cooper

Harry C Kim
Chantal Murthy
Feynman Liang