Yield Curve Spread Trading
Finance::BDT is a Perl module that implements BDT yield curve model. SYNOPSIS use Finance::BDT; use Data::Dumper my @y = (0, 0.0283, 0.029, 0.0322, 0.0401, 0.0435, 0.0464, 0.0508, 0.0512); ## YTM on strips my $vol = 0.20; ## constant volatility my $epsilon = 0.01; my ($r, $d, $A) =...
|License: Freeware||Size: 4.1 KB||Download (90): Finance::BDT Download|
This online course shows you how to build an automated spread trading model using MS Excel. The System captures the price difference between security pairs of any type - indexes, stocks, futures, options, LEAPs, currencies. The System uses three proven technical indicators - exponential moving...
|License: Commercial||Cost: $79.95 USD||Size: 195 KB||Download (32): Build an Automated Spread Trading System Download|
Bootstrap the yield curve, discount curve and the forward curve from market data***************** BOOTSTRAPPING RESULTS **********************Time (Years)| Yield Curve | Discount Curve| Forward Curve |----------------------------------------------------------------------- 0.51 | 1.2404% | 0.9938...
|License: Freeware||Size: 40.96 KB||Download (21): Bootstrapping Yield Curve Download|
The fitting of smooth curve through a set of data points and extention to this is the fitting of 'best fit' spline to a large set of data points which show the cerrent trend but which do not all lie above the curve. The method involves cluster analysis, that is, grouping the crude data into...
|License: Freeware||Size: 10 KB||Download (26): Natural Cubic Splines Yield Curve Download|
Functions NELSONFUN and NELSONFIT evaluate and fit (with non-linear least-squares) the Nelson-Siegel function, a popular yield-curve approximation device.
|License: Shareware||Cost: $0.00 USD||Size: 10 KB||Download (18): Evaluate Nelson-Siegel function Download|
Barclays CFD and Financial Spread Trading App for iPad The CFD and Financial Spread Trading App is an essential tool for managing your trading account, while providing full, secure access to trade global markets wherever, whenever. The Barclays CFDs and Financial Spread Trading app for iPad...
|License: Freeware||Size: 5 MB||Download (7): Barclays CFD&FST Trader for iPad Download|
These files introduce how Symbolic Math Toolboxd-OC?D? can be used to evaluate Nelson Siegel and Svensson models, which are 2 widely used techniques for modeling yield data. We demonstrate how you can define the models in the MuPAD notebook interface and perform some basic analysis and...
|License: Freeware||Size: 307.2 KB||Download (18): Using MATLAB(R) and Symbolic Math Toolbox(TM) to Develop and Analyze Financial Models Download|
CapeTools QuantTools Developer (C++, java, .NET, ActiveX) is a financial instrument modelling toolkit. The libraries contain more than 2100 functions used for managing, pricing and risk management of financial derivatives.Over 120 categories of financial functions are supported :Markets (Indexes,...
|License: Shareware||Cost: $2899.00 USD||Size: 58.99 MB||Download (28): CapeTools QuantTools Developer Download|
CapeTools QuantTools XL (Excel Addin) is a financial instrument modelling toolkit. The library contains more than 2100 functions used for managing, pricing and risk management of financial derivatives.
Over 120 categories of financial functions are supported :
Markets (Indexes, Calendar, FX...
|License: Commercial||Cost: $1610.00 USD||Size: 58.99 MB||Download (29): CapeTools QuantTools XL Download|
Forex at ForexGen is an Online Forex Trading Service Provider offering online forex currency trading to FOREX brokers and traders, instant order execution, lowest FOREX spreads, flexible starting capital, fast deposits and withdrawal, local support, and most of all, solid funds security. We give...
|License: Freeware||Size: 3.36 MB||Download (217): ForexGen Trading Station Download|
Forex PIPZen is the best forex robot software for online currency trading. Take the 100% FREE Forex Challenge. Test ForexPIPZen for yourself First then decide! No Creditcard - No registration required to try! Gain Confidence in Chaos! ForexPIPZen LITE is an Metatrader Automated Expert Advisor...
|License: Freeware||Download (50): Automated Currency Trading Robot Download|
4xSpread is a free graphic and numeric spread indicator that works in real time so you can stop guessing your current spread and concentrate on trading.
* Graphic and numeric
* Works in real-time
* Can be used in multiple charts
|License: Freeware||Size: 10.24 KB||Download (35): Metatrader Spread Indicator Download|
This function performs the classical pairs trading framework in a given set of prices From Wikipedia, the free encyclopedia:d-deDUThe pairs trade was developed in the late 1980s by quantitative analysts and pioneered by Gerald Bamberger while at Morgan Stanley. With the help of others at Morgan...
|License: Freeware||Size: 112.64 KB||Download (20): Classical Pairs Trading Using MatLab Download|
Personal Stock Monitor Gold enables the active investor to quickly research, track, chart, and trade stock market securities including stocks, bonds, ETFs, options and mutual funds within the privacy of a personal desktop Windows application.
Personal Stock Monitor Gold can monitor...
|License: Shareware||Cost: $49.95 USD||Size: 9.52 MB||Download (775): Personal Stock Monitor GOLD Download|
The LAB Fit is a software for Windows developed for treatment and analysis of experimental data. At LABFit program you are able to: 1) Treat similar data; 2) Treat non-similar data; 3) Determine propagated error; 4) Plot 2D and 3D graph; 5) Execute math calculations (system of equations, roots of...
Platforms: Windows, Windows CE
|License: Shareware||Cost: $60.00 USD||Size: 2.96 MB||Download (389): LAB Fit Curve Fitting Software Download|
Curve Pilot designed for teaching the basics of color corrections of images created by a digital camera or scanner. The traditional image editors use the curve method for color correction. The drawback of this method is that you don't always understand in which direction you should move certain...
|License: Demo||Cost: $49.95 USD||Size: 897 KB||Download (116): Curve Pilot for Mac Download|
Trading Strategy Tester for FOREX is a software simulator of the Foreign Exchange Market - Forex. It allows you to gain and improve trading skills without risking your money. It is an excellent instrument that will help you to: study trading in a fast and convenient way, save your money and time....
|License: Shareware||Cost: $99.00 USD||Size: 4.97 MB||Download (251): Trading Strategy Tester for FOREX Download|
Advanced Curve Creator is add-on software to AutoCAD, MAP or Civil3D. The Advanced Curve Creator (ACC) allows you to plot 2D mathematical functions in the AutoCAD environment as polylines. Mathematical expressions can be set in three forms: explicit (Cartesian), explicit (polar) and parametric...
|License: Commercial||Cost: $24.00 USD||Size: 609.83 KB||Download (166): Advanced Curve Creator Download|
The Bond Yield Calculator for Excel or OpenOffice Calc enables the automatic generation of scheduled bond payments and the calculation of resulting yield to maturity. The model is equipped to handle odd first time periods and is ideal to speed up bond payment and yield calculations. Key features...
Platforms: Windows, Mac
|License: Freeware||Size: 90 KB||Download (497): Bond Yield Calculator Download|
Data Curve Fit Creator Add-in is an easy-to-use data analysis add-in for Microsoft Excel. It adds curve fitting, interpolation, and data smoothing functions to Excel. Curve fitting functions include polynomial fits and a versatile local regression (loess) function. Interpolations include...
Platforms: Windows, Windows 8, Windows 7, Windows Server
|License: Shareware||Cost: $79.95 USD||Size: 6.92 MB||Download (337): Data Curve Fit Creator Add-in Download|