RAPID (Rapid Analysis Program for Investment Decisions) for Linux and Win32
A GPLed Technical Analysis System
I find that it's a little too pretty and not quite functional enough for my purposes.
KStock "Stock Ticker"
I've written a script called valueportfolio in Perl that uses Lynx to query a variety of web servers on the Internet for price information for my stock portfolio. It knows how to handle several stock exchanges and looks up currency exchange rates as needed to provide common translation into a single currency. (I use $CDN.) I probably ought to modify it to read portfolio data from configuration files, and post the sources. Rework in progress...
There is a companion utility called hilo written as an exercise in Python that calculates various portfolio statistics based on the daily price statistics collected by valueportfolio.
MAS is a client/server application that provides tools for analysis of financial markets using technical analysis, with the goal of helping its user make better buying and selling decisions and to help save time by automating some tasks that would otherwise be done by hand. MAS includes facilities for charting, as well as for automated batch processing of market data.
The FFTS is a front-office trading and risk management system for Linux. It is an open source program, released under the GNU Public License. Its current implementation is geared toward the equity derivatives market, though the architecture is general enough to be applied to many different markets.
The FFTS includes the effects of the implied volatility surface when pricing and risk-managing options and exotic derivatives.
Nevada is an investment analysis and risk analysis system, especially geared towards hedge fund operators and fund-of-funds managers. Nevada is available under a free license to encourage discussion with, and contributions from, other developers and users.
SequelBasis is a set of SQL queries for the PostgreSQL database that calculate the cost basis and capital gain for mutual funds using the FIFO method or the Average Cost Basis Single Category method.
It seems particularly interesting in its inclusion of a tool called sequelpivot which is used to create SQL database VIEWs that are called Pivot Tables. A pivot table is a table of data that contains not only the data, but subtotal and grand-total lines at appropriate places, or other aggregate function data. Rows which contain aggregate data, as opposed to simple data, will have a NULL value in the column(s) which are being summed over. The subtotals will be in new columns created by the view.
It consists of a set of Perl scripts that may be used to construct rule-based trading systems. They include technical analysis " indicators", various sorts of filters, as well as portfolio/money management controls.
It also includes simulator software so that you can throw sample prices at the rules you construct to assess profitability, as well as the risk of sequences of bad trades leading you to ruin...