Hedge

Simple example showing how a value neutral hedge is determined for the UK power (electricity) markets.HedgeControl Function for power hedging of Balance of Month, Monthly and Seasonal products based on value forward preservation hedging, i.e. uses the forward curve to determine the value neutral... Platforms: Matlab

Classical optimal hedge ratio concentrates on risk reduction and neglects strategic value maximization. In this study, the authors use stochastic-optimization theories to formulate an optimal, short-term hedging scheme to mitigate risks while maximizing portfolio value. Stochastic spot and... Platforms: Matlab

Hedge is a simple, easy-to-use backup script.It makes a compressed, encrypted tarball, either full or differential-by-date and sends it to one or more remote hosts via ssh. It sends you a report, and cleans up old backup images. Platforms: Windows, Mac, Linux

The Optimal Hedging Strategy template is a simple tool, which automatically calculates the optimal percentage of exposure to hedge and the resulting net economic savings. The template utilizes a risk aversion factor to determine the percentage of exposure to not to hedge, potentially saving... Platforms: Windows

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 day is coming to an end, and they are anxious to get home before it is too dark to find the way. Alice Amazed is a one switch game for one or two players. That is, each player uses only a single button or switch for character control. This makes the game more accessible to disabled... Platforms: Windows

Adaptive Modeler is an application for creating agent-based market simulation models for price forecasting of real world stocks, ETFs or other securities. Thousands of trading agents are provided with real world market data and use their trading rules to compete and adapt on a simulated market.... Platforms: Windows

The Freeware edition of Forex Raptor with major improvements and more features not included in the original. A better probability engine with stream market quotes showing on the trade panel. More control over the pending trade with additional filters to prevent mulitple eroneous trades from... Platforms: Windows

It is known that there is no sufficient Matlab program about neuro-fuzzy classifiers. Generally, ANFIS is used as classifier. ANFIS is a function approximator program. But, the usage of ANFIS for classifications is unfavorable. For example, there are three classes, and labeled as 1, 2 and 3. The... Platforms: Matlab

This function performs the classical pairs trading framework in a given set of prices From Wikipedia, the free encyclopedia:d-deDUThe pairs trade was developed in the late 1980s by quantitative analysts and pioneered by Gerald Bamberger while at Morgan Stanley. With the help of others at Morgan... Platforms: Matlab