S2 Libraries

    S2 IDE offers support for various libraries in addition to the standard Java and Kotlin libraries. Listed below are a few of the libraries we offer for sale and their descriptions. 

    NM Dev

    NM Dev is a numerical library that covers a wide range of algorithms such as linear algebra, calculus, differential equation, unconstrained and constrained optimization, statistics, and extreme value theory.

    Linear Algebra

    See our full collection of Linear Algebra algorithms here or try them out yourself here.

    For example, to do matrix operations, one can simply write

    and the result of println is shown.

    Calculus

    See our full collection of Calculus algorithms here or try them out yourself here.

    For example, to perform a Riemann integration from 0 to 1 on the exponential function of 2x, one would do

    Optimization

    See our full collection of Optimization algorithms here or try them out yourself here.

    Below is an example of how this set of algorithms can solve a linear programming optimization problem.

    Statistics

    See our full collection of Statistical algorithms here or try them out yourself here.

    For example, to find the least squares regression model of a data set, we could do

    and the result is shown

    Time Series Analysis

    See our full collection of Time Series Analysis algorithms here.

    Differential Equations

    Our Differential Equations library contains algorithms for both ordinary and partial differentiation. See our full collection here.

    Digital Signal Processing

    See our full collection of Digital Signal Processing algorithms here.

    Extreme Value Theory

    See our full collection of Extreme Value Theory algorithms here.

    AlgoQuant

    Learn more about AlgoQuant here.

    AlgoQuant

    AlgoQuant is a large library of financial analytics. It has hundreds of functions. It also comes with well cleaned and professionally maintained data for equities (US and China). AlgoQuant has many templates and frameworks for users to do research in portfolio management.

    For example, suppose a user want to study how a simple moving average crossover works for a particular stock, s/he needs only to write the strategy code in a few lines.

    AlgoQuant simple moving average crossover

    The script can be plugged into the AlgoQuant framework for backtesting.

    AlgoQuant backtesting

    AlgoQuant has a suite of analysis and reporting tools.

    Algoquant Reporting

    SuperCurve

    Learn more about SuperCurve here.

    SuperCurve

    SuperCurve is a fixed income data firm in China. They sell high quality bond data and analytics.

    A user can retrieve China bond data in S2 using the SuperCurve API. Here is how s/he can fit a zero-coupon yield curve using those bond data in S2 using only two lines of code.

    SuperCurve zero-coupon curve

    With a yield curve, s/he can price any fixed income instrument on that date in S2.

    SuperCurve bond risks