I started the infrastructure for this kind of thing a while ago. It's BSD licensed.
It is a software implementation of the Viable System Model (VSM), a model for autonomous systems developed by Stafford Beer. It provides structure, communications, auditing and alerting for autonomous systems.
Part of it is base code for dealing with stocks and options, treating securities positions as autonomous systems that have the scaffolding for running simulations on themselves. It's in Smalltalk and runs under Squeak and Pharo. It can be found at:
It is a software implementation of the Viable System Model (VSM), a model for autonomous systems developed by Stafford Beer. It provides structure, communications, auditing and alerting for autonomous systems.
Part of it is base code for dealing with stocks and options, treating securities positions as autonomous systems that have the scaffolding for running simulations on themselves. It's in Smalltalk and runs under Squeak and Pharo. It can be found at:
http://home.rbcarleton.com/rbc/software/smalltalk/VSA/
I won't try to advertise it as a complete solution, but it might be the start of one.