ScThalesians is an open source financial library designed for systematic traders developed by the Thalesians (http://www.thalesians.com). It is currently in the development phase, source code will appear in here in due team. The objective will be to replicate some of the functionality of PyThalesians. PyThalesians is a Python financial library developed by the Thalesians (http://www.thalesians.com). Whilst elements of the project will remain proprietary (such as our proprietary trading algorithms), we are keen to publish many of the more generic elements to the community, many of whom have encouraged me to publish my code.
You might ask why we should create ScThalesians, when we have already developed a functional library? By utilising Scala, which runs on the JVM, the library should run quicker than our Python based PyThalesians library. Our particular priority is implement those parts of the library which can benefit from this speed up. Furthermore, using Scala will make it easier to run parallel code.
At this stage ScThalesians is still a very small library. Please stay tuned for details and releases of the open source code! Contributors are welcome too both for ScThalesians and PyThalesians!