Project Plan

Open source quant platform

* OpenGamma risk analytics (http://www.opengamma.com/)
* CyanSpring algo trading platform (http://www.cyanspring.com)
* Eclipse Trader trade execution (http://www.eclipsetrader.org)
* Quantlib quant analytics (http://www.quantlib.org/)
* Mageia (http://www.mageia.org/)
* R

Features:

* Combine algo, quant, discretionary trading in one package
* Focus is on quant visualization and research
* Other functionality – barely usable (but if someone else wants to add)
* Allow individual subscriptions in cloud
* Usable for academic market research

Technology:
* All open source
* java as a glue language with bits of C++
* Hope to add python as jypi matures

——-
Development – Q4 2013

* Get business set up (visa and corporation)
* Get everything installed on the cloud
* Convert OG to RPM’s
* Headless build of CyanSpring and EclipseTrader
* Connect OG and CyanSpring to real data
* Get CS and ET to work with thin client RAP

Milestone: log into workstation, display data execute trade through
interactive brokers

——
Alpha – Q1 2014
* Integrate OG with quantlib
* Display quantlib curves with data
* Minimal UX improvements

Milestone: Able to use system for research purposes. Hello world 3-d plots
——
Beta – Q2/Q3 – 2014
* Stability and UX improvements.
* Line up possible customers

Milestone: Something actual usable for production

—–
Target Release Q4 – 2014

Milestone: Something someone else will use in production
—–

Target Release Q1 – 2015
* Coincide with Mageia 5 release

Technologies to watch for:
* Java/Python integration