The following third-party libraries can be used for development of your trading algorithms. In case you need any other libraries, let us know in the comments.
The Accord.NET Framework is a .NET machine learning framework combined with audio and image processing libraries completely written in C#. It is a complete framework for building production-grade computer vision, computer audition, signal processing and statistics applications. A comprehensive set of sample applications provide a fast start to get up and running quickly, and an extensive documentation and wiki helps fill in the details.
AForge.NET is a C# framework designed for developers and researchers in the fields of Computer Vision and Artificial Intelligence - image processing, neural networks, genetic algorithms, machine learning, robotics, etc.
ALGLIB is a cross-platform numerical analysis and data processing library. It supports several programming languages (C++, C#, Pascal, VBA) and several operating systems (Windows, Linux, Solaris). ALGLIB features include:
- Data analysis (classification/regression, including neural networks)
- Optimization and nonlinear solvers
- Interpolation and linear/nonlinear least-squares fitting
- Linear algebra (direct algorithms, EVD/SVD), direct and iterative linear solvers, Fast Fourier Transform and many other algorithms (numerical integration, ODEs, statistics, special functions)
Math.NET Numerics aims to provide methods and algorithms for numerical computations in science, engineering and every day use. Covered topics include special functions, linear algebra, probability models, random numbers, interpolation, integration, regression, optimization problems and more.
TA-Lib is an open-source software library of technical analysis indicators. The library provides about 125 functions like ADX, RSI, MACD, Stochastics, Bollinger Bands, candlestick pattern recognition.
Many of the indicators used at Quantler are linked with TA-LIB allowing for an easier integration of TA-LIB.