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There are 419 files in our database

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Category: C++ View Full Details
Download Now!Order Book Test
Submitter: dhruvmadeka Date: 2014/2/19
Description:
An OrderBook Simulation for understanding and viewing.

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Downloaded 66 times  66  File Size 0 bytes  Supported Platforms   Home Page Order Book Test
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Category: R View Full Details
Download Now!pure R intraday trading framework - PartB
Submitter: swilkening Date: 2014/2/19
Description:
I designed and implemented this pure R intraday trading framework.

It is lightweight, manages IBrealtimeBars >= 5sec smoothly and works well for Fx, futures and stocks.

(requires IBrokers, quantmod, mmap and blotter packages, but nothing else)

Updated version are available in the download section here:

http://censix.com/download

To get partA send me an email.

Happy prototyping

Soren

http://censix.com

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Downloaded 47 times  47  File Size 0 bytes  Supported Platforms linux  Home Page http://censix.com
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Category: Excel View Full Details
Download Now![web:reg] GARCH(1,1)
Submitter: curtis Date: 2014/1/1
Description:
ve programmed a GARCH(1,1) a Microsoft Excel Worksheet that is designed to estimate GARCH(1,1) models of stock prices which will be imported from yahoo finance directly. At the moment the user can select between three distributions (Gaussian, Student's t & GED). The tool is written in VBA.

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Downloaded 178 times  178  File Size 0 bytes  Supported Platforms EXCEL, VBA  Home Page www.web-reg.de
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