Search Results for "model-builder"
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Showing 14 open source projects for "model-builder"
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Deploy Red Hat Ansible Automation Platform on Microsoft Azure for a strategic automation solution that allows you to orchestrate, govern and operationalize your Azure environment.
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ProcureDesk is an integrated purchasing and invoicing platform tailored to help small to medium sized businesses streamline their procurement processes. This user-friendly system automates workflows and consolidates purchasing data into a centralized dashboard, allowing companies to control spending and enhance transparency efficiently. Features like automated invoice matching, simple requisition creation, and immediate cash flow insights minimize manual tasks and boost operational efficiency. ProcureDesk is perfect for smaller enterprises leveraging big-business strategies to reduce costs and optimize their purchasing activities. Discover how ProcureDesk can transform your procurement process into a more effective and manageable part of your business.
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OptionMatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
A real-time financial derivatives calculator supporting 168+ models from QuantLib, Financial Numerical Recipes in C++ and MetaOptions. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Spread engine with spread views. Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump... -
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optionscat
European options tool, compound calc, finance manager for traders...
European options tool, compound calc, finance manager for traders... The Black-Scholes model for calculating the premium of an option was introduced in 1973 in a paper entitled, "The Pricing of Options and Corporate Liabilities" published in the Journal of Political Economy. The formula, developed by three economists – Fischer Black, Myron Scholes and Robert Merton – is perhaps the world's most well-known options pricing model. Black passed away two years before Scholes and Merton were... -
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abu
Abu quantitative trading system (stocks, options, futures, bitcoin)
..., such as financial time series loss model, deep pattern quality assessment model, long and short pattern combination evaluation model, long pattern stop-loss strategy model, short pattern covering strategy model, big data K-line pattern Historical portfolio fitting model, trading position mentality model, dopamine quantification model, inertial residual resistance support model, long-short swap revenge probability model, strong and weak confrontation model, trend angle change rate model, etc. -
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PortOpt
A portfolio-optimizer using Markowitz(1952) mean-variance model
PortOpt [Portfolio Optimizer] is a C++ program (with Python binding) implementing the Markowitz(1952) mean-variance model with agent's linear indifference curves toward risk in order to find the optimal assets portfolio under risk. You have to provide PortOpt (in text files or - if you use the api - using your own code) the variance/covariance matrix of the assets, their average returns and the agent risk preference. It returns the vector of assets' shares that composes the optimal... -
Drive amazing product experiences with quality product data.
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The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation and the market microstructure.
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JStoxx
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JStoxx is an equity trading application, which allows you to manage your transactions and positions, calculate profit&loss, compare stocks and show quote graphs. You can automatically download quotes and dividends - also in a realtime model. -
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Various quantitative finance algorithms in areas related to asset allocation and portfolio simulation. Includes Black-Litterman model, State/Preferencem Interior points, and Active Set quadratic optimization.
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Simply create your own strategies graphically and verify them using historical data or connect it to your internet broker for live trading. New members are welcome!
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A graphing calculator implementation of the Black-Scholes Option Pricing Model, with extensions for both American Style Options and Extreme Value Theory.
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Calmerry is beneficial for businesses of all sizes, particularly those in high-stress industries, organizations with remote teams, and HR departments seeking to improve employee well-being and productivity
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Derivatives portfolio modeler XL is a powerful option strategy simulator using what-if scenarios. Requires Microsoft Excel 2003 or OpenOffice 2.0+. Employs Black-Scholes model, well documented code with scientific references.
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A platform for security data analysis.It focus on the quantitative analysis for securities,and research these problem:What and How decided to a trading,and can be believe.So,it include technical analysis,financial model,other to help to profit making.
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TariffEye is a business intelligence software for analysis of banking tariff. It has a builder to construct and digitalize tariff and a reader to simulate portofolios for further analysis and forecasting of banking costs. May be adapted for other sectors
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A collection of portfolio management components. Sharpe Model for selection of an initial portfolio is already implemented. A genetic algorithms package, also written in java, is used for the search of the best portfolio variants.
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P: Using neural nets and looking at intraday data, can we model the future price of a security? S: Using neural nets in java via the JOONE framework. Data from the opentick API. Map a set of delayed observations to the predicted return at a future time
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