About Site Map Submit Contact Us Log in | Create an account
Create an account Log In
Average Rating
User Rating:
Visitors Rating:
My rating:

Write review
  • License: Freeware
  • Last update: 5 years ago
  • Total downloads: 127
  • Price: Free |
  • Operating system: Linux, Mac OS X, Win All, BSD, Solaris
  • Publisher: Vitaly Kuznetsov
See full specifications

scripts default iconFinMetrics (Scripts) Publisher's description

FinMetrics is MATLAB based, open source quantitative portfolio management environment

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 objects, e.g. positions or portfolios. Data analysis and statistics function, implemented within the environment and native to MATLAB, enable users to conduct scenario analysis, stress testing, performance measurement and attribution, risk measurement and attribution, design hedge strategies, etc. Open architecture of the environment allows users to work with objects of any level, depending on their requirements and expertise. The object structure and data types are specifically designed to make integration with MATLAB and native FinMetrics functions as easy as possible. FinMetrics user interface application and MATLAB scripting may be utilized to facilitate or automate complex and repetitive tasks, as well as extend functionality of the environment.

System Requirements:

MATLAB 7.6 (R2008a)
Program Release Status: New Release
Program Install Support: Install and Uninstall

FinMetrics (Scripts) Tags:

Click on a tag to find related softwares

Is FinMetrics (Scripts) your software?

Manage your software

Most Popular

scripts default icon ASK, OOK, FSK, BPSK, QPSK, 8PSK modulation 1.1
ASK, OOK, FSK, BPSK, QPSK, 8PSK modulation contain several functions for digital modulation simulation
scripts default icon Simulink Communication Labs 1.1
Simulink Communication Labs allows you to learn communication systems in greater depth.
scripts default icon M-QAM modulation and demodulation 1.1
M-QAM modulation and demodulation is the QAM modulation and demodulation tech.
scripts default icon LZW Compression/Decompression 1.1
LZW Compression/Decompression - Updated LZW compressor and decompressor with reasonable performance
scripts default icon InSPIRE utility to plot a 2D displacement field (Scripts) 1.0
This program plots the deformation field (displace vectors) contained in vector.txt.