Login
Login

Algo Quant vesion 0.0.7 has been released.

Home 21090308 Forums General Category General Discussion Algo Quant vesion 0.0.7 has been released.

  • This topic is empty.
Viewing 1 post (of 1 total)
  • Author
    Posts
  • #1891
    hessinemaaoui
    Keymaster

    This is a trial version of Algo Quant, an integrated quantitative trading strategy research and back testing system.
    http://www.numericalmethod.com/wiki/numericalmethod/wiki/AlgoQuant

    This release contains bug fixes and the following new features.

      • data adapter for Compustats data files

     

      • CAPM

     

      • Fama-Macbeth regression

     

      • Markowitz portfolio optimization

     

      • general portfolio optimization using Sequential Quadratic Programming

     

      • an intra-day volatility arbitrage strategy

     

      • Bloomberg API to download historical tick data

     

    • strategy templates for easy coding and simulation

    This version is not backward compatible with all previous releases.

Viewing 1 post (of 1 total)
  • You must be logged in to reply to this topic.