Search Results for "model-builder"

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...

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...

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.

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.

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!

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.

A graphing calculator implementation of the Black-Scholes Option Pricing Model, with extensions for both American Style Options and Extreme Value Theory.

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.

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

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.