Optimal Portfolio
The freelance market has tough competition. If you're working in that field, every single aspect of your activity may turn the scales to your advantage. And the design of your website or a personal digital art gallery is far from being the least factor in this race. Each icon, each picture adds a...
Platforms: Mac
License: Freeware | Size: 1.6 MB | Download (45): Large Portfolio Icons for Mac OS Download |
Auge is an easy-to-use financial portfolio management application. Auge will help you monitor and analyze your stock and mutual fund positions, providing powerful insight into your entire investment portfolio.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 15.89 MB | Download (54): Auge - a portfolio management tool 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 |
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 |
[psi gopt] = dfdesign_w_lmi(phi, w, d, n);DFDESIGN_W_LMI computes the H-infinity optimal inverse FIR filter of phi(z).The resulting filter minimizes the H-infinity norm of the error system E_w(z) = [z^(-d) - psi(z)phi(z)]w(z).The LMI method based on KYP lemma is used in this function.[INPUT]phi:...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (51): H-infinity sub-optimal causal FIR inverse filter via LMI Download |
The files in this folder solve the optimization case studies described in the paper "VaR vs CVaR in Risk Management and Optimization" by Sarykalin,S., Serraino,G., and Uryasev,S., in Tutorials in Operations Research, INFORMS 2008 (download www.ise.ufl.edu/uryasev/VaR_vs_CVaR_INFORMS.pdf...
Platforms: Matlab
License: Freeware | Size: 225.28 KB | Download (50): VaR vs CVaR in Risk Management and Optimization 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 |
Solution of Fractional Optimal Control Problems using Rational Approximation[1] C. Tricaud and Y.Q. Chen: Solving Fractional Order Optimal Control Problems in RIOTS_95 - A General-Purpose Optimal Control Problem Solver, Proceedings of the 3rd IFAC Workshop on Fractional Differentiation and its...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (46): Solution of Fractional Optimal Control Problems 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 |
Makes compressed zip files look and act like regular Windows folders! - Launch applications from inside the zip file, drag and drop files from and to the zip file with ease, super fast. Compress zip files and uncompress zip, rar, arj and tar files with Optimal Archive. Convert zip files to multi...
Platforms: Windows
License: Freeware | Size: 1.95 MB | Download (267): Optimal Archive Download |
This is FREE Money Management software designed to calculate trade position sizes according to various money management models. The software is free to use and utilises several highly successful position sizing formula techniques. This software is ideal for all investors and traders who wish to...
Platforms: Windows
License: Freeware | Size: 132 KB | Download (514): FREE Trade Position Size Calculator Download |
Optimal Desktop offers a new and exciting way for everyone to share and publish their internet search results. Optimal Desktop files can organize hundreds of links by project or subject in a single tabbed window with an intuitive user interface. Tabs allow for simultaneous browsing and ready...
Platforms: Windows
License: Freeware | Size: 9.16 MB | Download (119): Optimal Desktop -Standard Edition Download |
Cut 1D X is an Automation Component used for obtaining optimal cutting designs of one dimensional pieces which may have angles different of 90 degrees at their extremities. Cut 1D X can be used for cutting linear pieces such as bars, pipes, tubes, steel bars, or any other material used by...
Platforms: Windows
License: Freeware | Cost: $35.00 USD | Size: 351.56 KB | Download (229): Cut 1D X 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 |
Search smarter! Save and organize favorite web pages in tabs so you don't have to look for them again and again! Optimal Desktop gives you 3 layers of tabs for quick browsing, saving and organizing of favorite web pages and rss feeds. Optimal Desktop Tabs make it possible to get to any of your...
Platforms: Windows
License: Freeware | Size: 12.39 KB | Download (101): Optimal Desktop -Standard Edition 5.0 r220 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 |