What is the difference between EXPO and math packages?
While math packages provide some of the tools that EXPO makes available, they were never intended to be used in a “develop and deploy” environment. Nor were they designed to deal with the unique problems of financial time series data, such as missing data, holidays and market closings, and the random nature of tick data. Most math packages assume regular arrays of data. In contrast, EXPO has been expressly designed to elegantly deal with all of the problems of financial markets data so that users dont have to. In addition to not being designed to handle financial markets data, math packages do not provide the data distribution platform and data source interfaces that come built in to EXPO. EXPO comes fully equipped with pre-built interfaces to every major data distribution platform as well as all of the major sources of real-time and historical financial time-series data. EXPOs open data API makes it easy for firms to use EXPO with virtually any internal or external source of data. Mat
