Models are deployment bundles in Quantlet. The bundle is a “jar” file – defining:
- a set of reusable, lightweight, simplified processing components called Q-Lets;
- abstract endpoints (in EIP sense)
- configuration rules providing routes (DSL and EQL) for stream of events
- configuration of datasets for each of the execution modes (runtime, simulation, back-testing).
The following models have been implemented experimentally:
- Generation of a stream of events simulating a Random Walk (model is here)
- Historical volatility through exponentially weighted moving average (model is here)
- Trading engine using biologically inspired heuristics based on Grammatical Evolution
To learn more about the Quantlet idea, take a look on the process (”The Mill”) defining how analytical units should be conceptualized, implemented, tested and deployed.
Next, check how the runtime framework (aka “The Box” until we find a better name) was designed.
You can have a look at the source code as well (you will need at least Subversion and Maven; an IDE like Eclipse will definitely help).
