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Using QuantBoost Instructions

This library envisions the creation of BOOST based algorithms and multithreading support, based on Wiley C++ Derivatives as well as quant fund methodologies, and finaly will include live stock quotes and historical data retreival.

The end result will be a graphical interface, allowing to price derivatives, build strategies, manage portfolios.

The end result may be distributed in academia, competing with other software that are not currently free of charge.... read more

Posted by raphael rubin 2009-01-08