Career Portfolio
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 |
Job-seekers' guide to better resumes, cover leters, and other career related documents
Platforms: Windows
License: Freeware | Size: 100 KB | Download (555): Resume Workbook & Templates 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 |
Value-at-Risk calculation for portfolio stocks using variance-covariance, historical and MonteCarlo methods. Portfolio can be larger as you want including either the risk factor (stock index, currency, etc.)
Platforms: Matlab
License: Freeware | Size: 276.48 KB | Download (52): PortVaR Download |
In this set of files, I propose a simple CPPI (Constant Proportion Portfolio insurance) implementation. One can run the backtesting of such a strategy, playing with the parameters of the strategy such as Multiplier (Risk Exposure), or Smoothing factor.A set of slides brifly reminf the basics of a...
Platforms: Matlab
License: Freeware | Size: 4.15 MB | Download (46): A simple CPPI strategy in MATLAB Download |
Wall Street Analyzer is an advanced technical analysis charting system for financial markets, that will help you trading and take beter investment decision. It provides a broad set of technical analysis indicators (up to 30), customizable environment, it includes backtesting capabilities on your...
Platforms: Windows
License: Freeware | Size: 1.92 MB | Download (891): Wall Street Analyzer Download |
SteadyTrading is a decision-making support software designed for
professional traders. SteadyTrading helps you reduce your risk, manage your
securities portfolio and reach profit level of up to 150% annually.
What are the unique ideas that will allow you to get this?
- SteadyTrading...
Platforms: Windows
License: Freeware | Size: 15 MB | Download (254): SteadyTrading Download |
Personal Stock Streamer is a complete stock streamer and trading platform for the active US investor. With PSS, investors can track hundrds of streaming stock tickers; manage multiple accounts and portfolios; see intraday and historical charts with candle, line and OHLC types and technical...
Platforms: Windows
License: Freeware | Size: 10.08 MB | Download (740): Personal Stock Streamer Download |
FREE Quote Watchlist Software for over 50 exchanges worldwide. Keep track of your trades with this easy to use quote watchlist tool, data feeds are free so you can monitor your trades with zero cost. Quick Quote enables you to monitor your trading/investment portfolio with auto-refresh...
Platforms: Windows
License: Freeware | Size: 1.3 MB | Download (806): FREE Quick Quote Download |
ProStockMaster helps thousands of stock photographers in preparing and uploading their images on leading microstock sites: iStockPhoto,ShutterStock,DreamsTime,123rf,BigStockPhoto,CanStockPhoto,LuckyOliver,Fotolia and sharing portfolio on myspace.
1-click uploads , automated keywording, earnings...
Platforms: Mac, Java
License: Freeware | Size: 3.26 MB | Download (249): ProStockMaster for Mac Os X Download |