Code covered by the BSD License  

Highlights from
FinMetrics

  • fm(varargin) This source file is subject to version 3 of the GPL license,
  • AssetThis source file is subject to version 3 of the GPL license,
  • AssetUniverseThis source file is subject to version 3 of the GPL license,
  • AxlThis source file is subject to version 3 of the GPL license,
  • CashPositionThis source file is subject to version 3 of the GPL license,
  • CashTransactionThis source file is subject to version 3 of the GPL license,
  • Config This source file is subject to version 3 of the GPL license,
  • ConsoleMenuThis source file is subject to version 3 of the GPL license,
  • ConsoleMenuItemThis source file is subject to version 3 of the GPL license,
  • CurrencyAssetThis source file is subject to version 3 of the GPL license,
  • ExchangeTradedAssetThis source file is subject to version 3 of the GPL license,
  • FinMetricsThis source file is subject to version 3 of the GPL license,
  • PortfolioThis source file is subject to version 3 of the GPL license,
  • PositionThis source file is subject to version 3 of the GPL license,
  • StatisticsThis source file is subject to version 3 of the GPL license,
  • StockPositionThis source file is subject to version 3 of the GPL license,
  • StockTransactionThis source file is subject to version 3 of the GPL license,
  • TextUIThis source file is subject to version 3 of the GPL license,
  • TextUILocaleThis source file is subject to version 3 of the GPL license,
  • TextUIQuestionThis source file is subject to version 3 of the GPL license,
  • TextUIQuestionnaireThis source file is subject to version 3 of the GPL license,
  • TransactionThis source file is subject to version 3 of the GPL license,
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4.0

4.0 | 1 rating Rate this file 12 Downloads (last 30 days) File Size: 412 KB File ID: #27778

FinMetrics

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Open source/open architecture quantitative portfolio management environment.

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Description

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.

Required Products Datafeed Toolbox
Financial Toolbox
Statistics Toolbox
MATLAB release MATLAB 7.6 (R2008a)
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Comments and Ratings (1)
25 Jul 2010 Andres Licona

Interesting file!!! you really have to dig in the code to get the real picture.

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