4 projects tagged "Finance"
Updated 28 May 2010
FinMetrics
| Pop | 36.77 |
|---|---|
| Vit | 1.00 |
FinMetrics is a MATLAB-based 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 higher level objects, e.g. positions or portfolios. Data analysis and statistics functions, 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. The 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. The FinMetrics user interface application and MATLAB scripting may be utilized to facilitate or automate complex and repetitive tasks, as well as extend the functionality of the environment.
Updated 16 Oct 2012
Unofficial HAMP Loan Modification Calculator
| Pop | 30.71 |
|---|---|
| Vit | 3.09 |
The Unofficial HAMP Loan Modification Calculator estimates loan modification calculations using JavaScript. The code is part of an independent effort to analyze the HAMP program created by the US government to find a way to make home loans more affordable. This calculator uses the loan modification procedures disclosed in public documents such as Treasury Supplemental Directive 09-01 and the MHA Servicers Handbook v4. It includes the calculations for HAMP Tier 1 and 2, with or without principal reduction. The user can easily run one calculation, watching each step in the process in detail, or quickly obtain graphs of multiple scenarios.
Updated 04 Dec 2010
SAINP
| Pop | 26.42 |
|---|---|
| Vit | 30.02 |
SAINP is a Web application to perform the fundamental analysis of the stocks and options from the Bovespa stock exchange. It aims to be similar to Economatica, but free and online with the Bovespa database.
Updated 08 Jun 2012
Statmetrics
| Pop | 24.29 |
|---|---|
| Vit | 18.84 |
Statmetrics is a software application providing an interactive environment for computational finance. It combines innovative quantitative finance technologies with traditional technical and econometric analysis methods. Statmetrics can be used in diverse fields to perform econometric analysis, technical analysis, risk management, portfolio management, and asset allocation.
