I came across ChaosKit more than year ago, when I was searching something on chaotic time series analysis.
This product analyzes chaotic time series, like financial markets, and forecasts some point in advance. The better use is short time frame like 5 min time series.
I tried to use ChaosKit, but was difficoult in real time due to the unhappy way for upload the time series, after I talked with developer, he programmed a basic interface to facilitate the uploading of time seies, but anyway was unsuable for real time usage. So I gave up.
If some programmer is interested there is the souce code for develop interface for real time use, maybe that interacts directly with a trading platform to take the data.
This are the links ChaosKit Interface ( and ChaosKit - Chaotic time series analysis and prediction (.