Yes. There is a free 30-day trial version.

I read about Intel® Math Kernel Library integration. Do I need to worry about native code

The product source code already contains all native code, so you don't need to worry about it.

How can I include the library into my project?

Just add it as a reference into your project.

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RTMath Set of components for real time math

(28 ratings)

RTMath

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Overview

Benefits

Features

Reviews

Overview

Benefits

Features

Reviews

Solution Overview

RTMath (Real-Time Math) is a set of .NET and Java components and libraries for numerical calculations, time-series data analysis developed by RTC Lab (Deltix) team. Based on very efficient integration with Intel® Math Kernel Library (MKL) and Intel® Integrated Performance Primitives (IPP), RTMath components are highly optimized, extensively threaded math routines that provide outstanding performance. Real time data analytics software RTMath components offer both ultra-fast execution and efficient memory usage. All RTMath components provide excellent computational efficiency and memory utilization, are easy to use and are well documented. The installation includes API references with the description of classes and class members combined with detailed code samples.

RTMath components are successfully used in research and production by many high-frequency statistical arbitrages and algorithmic trading organizations working in the global equity, futures, foreign exchange (forex) and options markets.

RTMath components enable you to express your ideas faster, optimize your code and increase the overall productivity of your research with modern, user-friendly interfaces.

1/4

Benefits

Performance

Low friction cost and native performance without losses

Real-Time Computing

Quick re-estimate of quantitative models based on the latest observations

Cost-Efficiency

Save time and effort with a single library

Easy-to-Use APIs

Simple object-oriented APIs, identical in C# and Java

Powerful Interfaces

Fast prototyping and efficient streaming, processing updates and recalculations

Features

RTMath provides access to FinMath, a highly optimized numerical library that provides components for the development of mathematical, scientific and financial applications on Java and the .NET platform. It offers classes for working with vectors and matrices, solving optimization problems, random number generation, statistical analysis, option valuation and other uses. FinMath combines a broad range of functionality, outstanding efficiency and a modern, easy-to-use, object-oriented interface.
RTMath also runs using FinAnalysis, comprehensive Java and .NET libraries of technical indicators, predicates and generic-purpose classes for real-time data analysis. It includes 40+ advanced technical indicators and 15+ logical predicates for expressing relationships between two or more time-series data sets. FinAnalysis is optimized for performance classes for processing large quantities of real-time and historical time-series data with built-in correlation analysis and calculations of descriptive statistics.
In the context of the Machine Learning you can use RTMath functionality with SVMs, decision trees, genetic algos, neural networks.

Customer Ratings & Reviews

4.5

Based on 28 votes

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Most recent reviews

April 12, 2022

The FinMath library provides a comprehensive set of tools for our research and its execution efficiency impressed us. Excellent product, highly recommended.

Author: Huabin Shen, Bond Trust

March 5, 2022

Overall, I'm very happy with RTMath! This would be my list of pros and cons:

Pros:

ultra-fast execution and efficient memory usage
well documented
user-friendly interface
increased overall productivity

Cons:

need to pay for the licence

Author: Kali Nelson

Questions & Answers

Can I use libraries in commercial software and distribute it as a part of the product?

Posted on May 20, 2021 by Alex C

Yes. For end-user applications, there are no royalties, leaving you free to distribute them as a part of the product.

Posted on May 22, 2021 by SolutionsHub Support

Can I distribute RTMath software as a part of a software development kit (SDK) or code library?

Posted on April 28, 2021 by Orville Bowers

Distributing the software as part of an SDK or code library is not covered by the standard license.

Posted on April 29, 2021 by SolutionsHub Support

How many licenses do I need to purchase?

Posted on April 5, 2021 by Max

You need one license per each developer who compiles the code referencing our libraries.

Posted on April 6, 2021 by SolutionsHub Support

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RTMath Set of components for real time math

Solution Overview

Benefits

Features

Customer Ratings & Reviews

Most recent reviews

Questions & Answers

Get solution in 3 simple steps

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