... to perform econometric analysis, technical analysis, risk management, portfolio management and asset allocation. Statmetrics Major Features: Technical ... Real-Time Market Simulator Quantitative Financial Models: - Modern Portfolio Theory - Capital Asset Pricing Model - Black-Scholes Model ...

... investment professionals. Simple and intuitive, it contains superior portfolio optimization techniques based on the latest achievements in portfolio theory: - Find the most appropriate asset allocation according ... history and subjective market views; - Analyze investment portfolio risks from various perspectives: volatility, Value-at-Risk, target shortfall probabilities; - Select the most adequate portfolio rebalancing strategy to minimize rebalancing transaction costs; - ...

... Scanner: Pick winning stocks or funds with the Portfolio Scan feature based on your criteria and neural ... *Estimate predictability with the Hurst Exponent *Diversify your portfolio with Beta Coefficient Analysis. *Portfolio Risk Management with Modern Portfolio Theory. ...

... COM and XML Web service implementation of Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility ... CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods ...

... "safe withdrawal rate" (SWR) from their volatile, equity-based portfolios that would minimize the risk of outliving their ... -- alternative: funding one's retirement years with a portfolio of laddered Treasury Inflation Protected Securities ("TIPS"), fortified by a longevity annuity. TIP$TER (Testing Investment Portfolio Strategies Toward Early Retirement) is a free, U.S.-patent-pending ... projects the annual, inflation-adjusted retirement expenditures that a portfolio fully invested in TIPS, and fortified by a ...

... COM and XML Web service implementation of Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility ... CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods ...