Portfolio Performance Calculations

OPM is a portable benchmark tool with a uniform performance unit across various platforms. Platforms: Mac, BSD, Linux

Oracle Performance Monitor, provides a graphic interface with drill down menus to quickly identify and isolate performance problems. Based on Quests Instance Monitor (Imon, I/Watch). Platforms: Windows, Mac, Linux

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. Platforms: Mac

Track and manage your stock portfolio of Euronext shares in realtime (15' delay). Assess your stock positions (price, daychange, gain, gain%, value, weight%) with one command. Easy portfolio description in a text file. Twin project of QuotesViewer. Platforms: Windows, Mac, Linux

R-Portfolio - breakeven optimally diversified investment portfolio. Platforms: Mac

SPA - Streaming Performance Analyzer is a utility to load Windows Media and Quicktime streaming server logs into an Oracle or MySQL database. A WEB based interface is provided from which reports may be viewed. Platforms: Windows, Mac, Linux

zpm(c) is a Java client cooperating with database tables created by zpmd (z/VM Performance Monitor Daemon) software. It presents system usage and actual events. Platforms: Windows, Mac, Linux

DNS Performance Test can test the performance of your dns server and show the results in a handy chart. It will resolve the ip addresses in random order of the included list of 10,000 domain names inside the domains.txt file. You can edit this file if you wish to test different domains. Platforms: Mac

aMirrorVault Performance is a 64-Bit Snow Leopard Application that performs: - Single-Threaded Sequential Read Test - Single-Threaded Random Read Test - Dual-Threaded Sequential Read Test - Eight-Threaded Random Read Test aMirrorVault Performance provides a standard battery of tests for quickly... Platforms: Mac

Holiday Calculations is a script that allows you to calculate holidays. You can easily define your own holidays. The script includes the number of weeks in a month containing a specific day. You can implement it in a calendar to improve the calendar functionality.  Platforms: Windows, Mac, *nix, PHP, BSD Solaris

This script implements the instance method for performing currying. Instance method provides a way to perform currying such that the curried function runs much faster than one produced by closure. Currying is an important technique to build callables on the fly and is well covered in other... Platforms: Windows, Mac, *nix, Python, BSD Solaris

In the programs, we perform flash calculations of a mixture of hydrocarbons (ethane, propane, n-butane and n-pentane) using the Rachford-Rice equation. The phi-phi method, based on the SRK equation of state, is used to compute the equilibrium constants. We also find the True Vapor Pressure. All... Platforms: Matlab

This being a very basic program for the demonstration of bubble and dew point calculations of a ideal binary VLE mixture obeying Raoult's. The basic purpose of this program is to demonstrate VLE P-T-x-y calculations of a ideal binary mixture and to get related data in graphical form for any such... Platforms: Matlab

Most PID tuning rules are based on first-order plus time delay assumption of the plant hence cannot ensure the best control performance. Using mordern optimization techniques, it is possible to tune a PID controller based on the actual transfer function of the plant to optimize the closed-loop... Platforms: Matlab

Files used in the Webinar: Build a Portfolio Analysis Production Application in MATLAB using Object-Oriented Programming Techniques.The focus of this demo is to introduce the design and development of a complete MATLAB application from concept through to completion. The GUI-based tool provides... Platforms: Matlab

This function calculate the performance, based on Bayes theorem, of a clinical test. The input is based on a 2x2 matrix (true positive, false positives; false negative, true negatives).The Outputs are:- Prevalence of disease- Test Sensibility with 95% confidence interval- Test Specificity with... Platforms: Matlab

To walk through the code and for a thorough description, refer toA. Meucci, (2010) "Linear versus Compounded Returns: Common Pitfalls in Risk and Portfolio Management",Latest version of code and article available at http://symmys.com/node/141 Platforms: Matlab

FinMetrics is MATLAB based, open source quantitative portfolio management environment. Built on concepts of bottom-up approach to application design, it allows users to define most basic, low level building blocks, e.g. assets and transactions, to be further pieced together in a higher level... Platforms: Matlab

The code is explained in the article: Okunev, Pavel, "Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model" (July 1, 2005). http://ssrn.com/abstract=758505 This implements one factor Gaussian model. [pd]=pdgs(L,w,p,LL,N) L =... Platforms: Matlab

The code is explained in the article P. Okunev, "A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model", LBNL-57676, 2005.http://www-library.lbl.gov/docs/LBNL/576/7.../LBNL-57676.pdfFuther refinments of this algorithm are descibed in Okunev, Pavel,... Platforms: Matlab