Much of the development of ojAlgo has been motivated by various financial applications. Up until (v44) ojAlgo contained domain (finance) specific code. With v44 this has been moved to its own code repository and is maintained and released as a separate artifact. It contains code that allow you to: 

  • Download historical data from Yahoo Finance, Alpha Vantage, IEX Trading or other
  • Patch, transform and analyse time series data
  • Construct/optimise portfolios
  • Generate future market scenarios
  • Simulate the behaviour of portfolios

Everything necessary to do that is in ojAlgo-finance – it has no dependencies other than ojAlgo (the core/base artifact).

Latest version at Maven Central LGTM Build status of the master branch License
<dependency>
    <groupId>org.ojalgo</groupId>
    <artifactId>ojalgo-finance</artifactId>
    <version>X.Y.Z</version>
</dependency>
Follow @optimatika Watch Star Fork Issue