RTMath Set of components for real time math
RTMath
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.
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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.
Additional Information
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
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
How many licenses do I need to purchase?
Posted on April 5, 2021 by Max
How can I include the library into my project?
Posted on March 31, 2021 by Frank G
I read about Intel® Math Kernel Library integration. Do I need to worry about native code
Posted on March 15, 2021 by Mark
Can I try it?
Posted on March 3, 2021 by Irvin Norman
Tech Requirements
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Windows® Vista/Windows® 7/Windows® 8/Windows® 10
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x86 processor 32 or 64 bit
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.NET Standard 1.3 for FinMath
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.NET Framework 4.0 and .NET Standard 2.0 for FinAnalysis
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We support Java (min v.8)
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Version
Updated on Aug 13, 2020
Documentation
Links
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