Bond Portfolio
James Bond Racing brings the awesome racing with cars full of gadgets and weapons to your home!
Platforms: Windows, Mac, Linux
License: Freeware | Size: 20.87 KB | Download (44): James Bond Racing Download |
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.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 330.44 KB | Download (48): Java Portfolio Management Components Download |
This is a package to easily create bond graph figures in LaTeX documents. This package is based around the graph layout tools TikZ and PGF.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 67.97 KB | Download (48): LaTeX Bond Graph Class Download |
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
License: Freeware | Size: 690.77 KB | Download (53): Portfolio Allocation/Simulation Download |
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
License: Freeware | Size: 7.71 KB | Download (49): Portfolio Tracker Download |
License: Freeware | Size: 43.94 KB | Download (55): R-Portfolio Download |
Abstract:A customizable add-on library with a small number of blocks for the graphical programming of Bondgraphs is provided.Why Bondgraphs?Energy domain independently Bondgraphs are excellent power flow diagrams for process models [see A. Bouscayrol et al 'Different energetic descriptions of...
Platforms: Matlab
License: Freeware | Size: 2.94 MB | Download (40): Bond graph add-on block library BG Download |
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
License: Freeware | Size: 522.24 KB | Download (48): Portfolio Optimizer Tool Download |
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
License: Freeware | Size: 10 KB | Download (41): Linear versus Compounded Returns: Common Pitfalls in Risk and Portfolio Management Download |
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
License: Freeware | Size: 10 KB | Download (44): Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model Download |
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
License: Freeware | Size: 10 KB | Download (45): Fast Computation of the Expected Tranche Loss of CDO Credit Portfolio Download |
An interactive, visual Bond valuation demonstration.
Platforms: Mac
License: Freeware | Size: 629 B | Download (41): Bond Valuation Download |
Create a portfolio with this spreadsheet for Excel 97 or better. Enter your past and present stock holdings. See your gains and losses at a glance. Get on-line quotes from: CNN.com, Quicken.com, Quote.com, NASDAQ.com, MoneyCentral.com, Toronto (Yahoo), Yahoo India, Yahoo Hong Kong, Yahoo Deutschland
Platforms: Windows
License: Freeware | Size: 3.75 MB | Download (391): StockWatch Download |
Venice is a stock market trading programme that supports portfolio management, charting, technical analysis, paper trading and experimental methods like genetic programming. Venice runs in a graphical user interface with online help and has full documentation. Venice runs on UNIX, including Mac...
Platforms: *nix
License: Freeware | Size: 2.7 MB | Download (160): Merchant of Venice 0.7 Download |
Finance::BeanCounter is a Perl module for stock portfolio performance functions. Finance::BeanCounter provides functions to download, store and analyse stock market data. Downloads are available of current (or rather: 15 or 20 minute-delayed) price and company data as well as of historical...
Platforms: *nix
License: Freeware | Size: 73.73 KB | Download (96): Finance::BeanCounter Download |
PortfolioTracker helps you 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. Portfolio changes are easy maintained in a text file. Example of generated output:...
Platforms: *nix
License: Freeware | Size: 8.19 KB | Download (121): PortfolioTracker Download |
DAXA-Chart Privat is a freeware German program for analyzing and charting shares and portfolio management. Powerful yet easy to use, it is supplied with an initial database of 120 German stocks. Download further stockmarket price updates from our homepage for free.
Platforms: Windows
License: Freeware | Size: 1.05 MB | Download (58): DAXA-Chart Privat Download |
A .zip file contains a series of scripts that were used in the MathWorks webinar "Using MATLAB to Develop Portfolio Optimization Models." The scripts generate 3D efficient frontiers for a universe of 44 stocks with time as the third axis. Additional scripts perform various ex-ante and ex-post...
Platforms: Matlab
License: Freeware | Size: 204.8 KB | Download (51): Using MATLAB to Develop Portfolio Optimization Models Download |
The self-contained script demonstrates excess, volatility driven growth, in a rebalanced portfolio.Based on the paper "Benchmarking and Rebalancing" by Gabay and Herlemont, yats.com, 19 Septembre 2007, this script reproduces example 1, showing the long-term rebalancing excess growth rate g*.There...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Example of Volatility Pumping Download |
The report tries to provide both investors and fund manager with statistical technique to manage there investment and portfolio to creat long term benefits.
Platforms: Matlab
License: Freeware | Size: 829.44 KB | Download (46): Statistical Analysis OF IDFC Mutual Funds Download |