QuantLET is an open source, event-driven framework for rapid development and deployment of real-time analytical models intended to be executing in large scale, in terms of data intensiveness or computing power (your spreadsheet can’t do that).
You can see a few examples of the framework outlining the use of signals in a moving average cross-over strategy or how to define and use 'infinite spreadsheets'.
This project has been moved to GitLab.
The nature of a quantitative framework require a number of quite heavy auxiliary library and resources. You can pick and choose a specific module based on what you intend to do with the framework.
Core elements of the framework: streams, reactives, graphs and concurrency. This is the minimum you will need for basic use cases.
Elements of numeric processing, data analysis, plotting and tabular transformations (filtering, aggregations, time series, data frames, etc)
Synchronous and assynchronous agents for discrete-event simulation.
Support for usecases that must reply on very large data: infinite reactive graphs (infinite spreadsheets) and NOSQL repositories.
Support for interactive use and elaborate visualization resources