Projects / Tsinvest

Tsinvest

Tsinvest computes the optimal gains of multiple equity investments. The program decides which of all available equities to invest in at any single time, by calculating the instantaneous Shannon probability of all equities, and using statistical estimation techniques to estimate the accuracy of the calculated Shannon probability. Entropic techniques are used throughout. A tutorial is presented in the man(1) pages and a companion equity market simulation program is included. Additionally, there is a fragment of the US exchange daily closes for demonstration.

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Recent releases

  •  15 Aug 2006 22:42

    Release Notes: This release adds an option for Laplacian density distribution of intraday market dynamics.

    •  10 Mar 2005 04:17

      Release Notes: ISO C89 compliance formalities.

      •  03 Apr 2003 13:00

        Release Notes: An option that optimizes margin buying was added.

        •  25 Jun 2002 08:00

          Release Notes: To be consistent with the "Mathematical Analysis & Numerical Methods" section of the program's home page, an option was added to instruct it to assemble the portfolio with minimum risk instead of optimally (eg. simultaneously maximizing portfolio gain and minimizing risk).

          •  08 Dec 2001 21:00

            Release Notes: Simulation of log-normal distribution has been added for equity values.

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