QuanTAlib - Quantitative Technical Indicators Without Compromises

TA libraries face a fundamental choice: accept approximations for simplicity OR enforce math rigor. We chose rigor.

Quantitative TA library (QuanTAlib) is a C# library built on the premise that you shouldn't have to choose. Modern CPUs process 4-8 FLOPS per cycle via SIMD. Modern .NET exposes memory layouts making hardware acceleration trivial. QuanTAlib exploits both. Result: mathematically rigorous indicators at speeds making real-time multi-symbol analysis practical on ordinary hardware.

Key Features

• Zero Allocation: Hot paths are allocation-free. No GC pauses during trading.
• SIMD Accelerated: Uses AVX2/AVX-512 for 8x throughput on modern CPUs.
• O(1) Streaming: Constant time updates regardless of lookback period.
• Platform Agnostic: Runs on .NET 8/9/10, compatible with Quantower, NinjaTrader, QuantConnect.
• Mathematically Rigorous: Validated against original research papers and established libraries.

Quick Start

Install from NuGet:

dotnet add package QuanTAlib

Calculate an SMA in real-time:

using QuanTAlib;

var sma = new Sma(period: 14);
double price = 100.0;

// Update with new price
var result = sma.Update(new TValue(DateTime.UtcNow, price));

if (result.IsHot)
{
    Console.WriteLine($"SMA: {result.Value}");
}

Performance Snapshot

QuanTAlib is designed for speed. Here is how it compares calculating a 500,000 bar SMA against other libraries:

Library	Mean Time	Allocations	Relative Speed
QuanTAlib (Span)	318.3 μs	0 B	1.00x (baseline)
TA-Lib	356.4 μs	34 B	1.12x slower
Tulip	359.3 μs	0 B	1.13x slower
Skender	71,277 μs	50.8 MB	224x slower

See Benchmarks for full details and methodology.

Documentation

• Architecture: Learn about SoA layout, SIMD, and design philosophy.
• Indicators: Full catalog of available indicators and their mathematical families.
• Usage Guides: Detailed patterns for Span, Streaming, Batch, and Eventing modes.
• Integration: Setup guides for Quantower, NinjaTrader, and QuantConnect.
• Benchmarks: Detailed performance evidence and test methodology.