Portfolio Statistics

NumXL is a Microsoft Excel add-in for econometrics and data analysis, designed to make finance modeling and time series easier to manage. You can perform all of your data work right in Excel. NumXL allows you to apply advanced econometric analysis quickly and easily via an intuitive user...

Portfolio Manager is a personal stock portfolio management system with the aim of being a complete stock trading diary. With minimal effort and time you can keep track of which stocks you have bought and sold, along with any associated dividends. The simple, intuitive design makes Portfolio...

Exercises and case studies for a rigorous approach to risk- and portfolio-management. This booklet stems from the review sessions of the six-day ARPM bootcamp.Contents include:Advanced multivariate statistics; copula-marginal decompositionAnnualization/projection (FFT, cumulants,...


Platforms: Matlab

The Portfolio Monitoring model enables the ongoing monitoring and periodic valuation of a portfolio of investments. The model allows the entering of investment transactions during a reporting period to calculate performance. Furthermore, incremental investment transactions undertaken during a...


Platforms: Windows

The Portfolio Optimization model calculates the optimal capital weightings for a basket of investments that gives the highest return for the least risk. The unique design of the model enables it to be applied to either financial instrument or business portfolios. The ability to apply...


Platforms: Windows

ActiveStat - web statistics marketing tool to track and analyse site visits, marketing research, visit tracking software, statistics analyser


Platforms: OS/2, Windows, Mac, *nix, Windows CE

Is your trading portfolio globally diversified and weighted in favor of the strongest industry sectors.? If not then you urgently need this new software. CuteTrader Portfolio Builder/Analyzer makes this tedious but vital trading task very simple ! Now with the aid of this powerful yet easy to use...


Platforms: Windows

Calculate tedious and difficult Statistics and Discrete Mathematics formulas accurately, quickly, and with ease! Combinatorics (permutations and combinations, etc.), probabilities, expected values, confidence intervals, data analysis, hypothesis testing and more. Statistics Pro does more...


Platforms: Windows, Mac

The Portfolio Optimization template identifies the optimal capital weightings for a portfolio of financial investments that gives the desired risk and return profile based on the correlation between individual investments. The design of the portfolio optimization model enables it to be applied...


Platforms: Windows, Mac, Windows 8, Windows 7

The Portfolio Performance Monitoring model enables the ongoing monitoring and periodic valuation of a portfolio of financial investments. The model allows the entering of investment transactions during a reporting period to calculate performance. Furthermore, incremental investment transactions...


Platforms: Windows

Statistics::Forecast is a Perl module that calculates a future value. This is a dummy Oriented Object module that calculates a future value by using existing values. The new value is calculated by using linear regression. SYNOPSIS use Statistics::Forecast; Create forecast object my...


Platforms: *nix

Statistics::Gap Perl module is an adaptation of the Gap Statistic. SYNOPSIS use Statistics::Gap; $predictedk = &gap("prefix", "vec", INPUTMATRIX, "rbr", "h2", 30, 10, rep, 90, 4); OR use Statistics::Gap; $predictedk = &gap("prefix", "vec", INPUTMATRIX, "rbr", "h2", 30, 10, rep, 90, 4,...


Platforms: *nix

Statistics::RankOrder contains algorithms for determining overall rankings from a panel of judges. SYNOPSIS use Statistics::RankOrder; my $r = Statistics::RankOrder->new(); $r->add_judge( [qw( A B C )] ); $r->add_judge( [qw( A C B )] ); $r->add_judge( [qw( B A C )] ); my %ranks =...


Platforms: *nix

Statistics::Descriptive is a Perl module of basic descriptive statistical functions. SYNOPSIS use Statistics::Descriptive; $stat = Statistics::Descriptive::Full->new(); $stat->add_data(1,2,3,4); $mean = $stat->mean(); $var = $stat->variance(); $tm = $stat->trimmed_mean(.25);...


Platforms: *nix

Statistics::ChiSquare - How well-distributed is your data? SYNOPSIS use Statistics::Chisquare; print chisquare(@array_of_numbers); Statistics::ChiSquare is available at a CPAN site near you. Suppose you flip a coin 100 times, and it turns up heads 70 times. Is the coin fair? Suppose...


Platforms: *nix

Statistics::SPC is a Perl module with calculations for Stastical Process Control (SPC). Creates thresholds based on the variability of all data, # of samples not meeting spec, and variablity within sample sets, all from training data. Note: this is only accurate for data which is normally...


Platforms: *nix

Statistics::Smoothing::SGT is a Simple Good-Turing (SGT) smoothing implementation. SYNOPSIS Basic Usage use Statistics::Smoothing::SGT my $sgt = new Statistics::Smoothing::SGT($frequencyClasses, $total); $sgt->calculateValues(); $probabilities = $sgt->getProbabilities(); $newFrequencies...


Platforms: *nix

Free Statistics records and views daily Web site page views (hits) for statistical tracking. This is a Free PHP script to record and view daily website page views (hits) for statistical tracking. Features a chart of daily page views totals displayed with bar graph, total for last x days, most...


Platforms: *nix

Statistics::Contingency is a Perl module to calculate precision, recall, F1, accuracy, etc. SYNOPSIS use Statistics::Contingency; my $s = new Statistics::Contingency(categories => @all_categories); while (...something...) { ... $s->add_result($assigned_categories, $correct_categories);...


Platforms: *nix

Statistics::ROC is a Perl module with receiver-operator-characteristic (ROC) curves with nonparametric confidence bounds. SYNOPSIS use Statistics::ROC; my ($y) = loggamma($x); my ($y) = betain($x, $p, $q, $beta); my ($y) = Betain($x, $p, $q); my ($y) = xinbta($p, $q, $beta, $alpha); my...


Platforms: *nix