Home

Software

Software

• SVM_dark in C for Win32
• winSVM in C++ for Win32
• formatlibsvm in C++
• Fisher kernel in C++
• Order book reconstruction in C#
• Rescaled Range Analysis in C++

Excel/VBA

• Rescaled Range Analysis
• Monte Carlo portfolio optimization
• Portfolio performance measurement
• Kelly criterion
• Cumulative Prospect Theory Calculator
• Performance Metric Analysis
• Runs test

Web-based scripts (PHP)

• Buy/Sell Investment Tool
• Money Management
• Cumulative Prospect Theory Calculator
• Return and Volatility Converter
• Portfolio Performance Measurement Calculator
• Significance Test
• Scholar Tools