Statmetrics
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Statmetrics is a free cross-platform software application providing an integrated solution for analysis and modelling of financial markets. Statmetrics combines innovative quantitative finance technology's with the traditional technical and econometric analysis methods. Statmetrics can be mainly used on diverse fields as econometric analysis, technical analysis, risk management, portfolio management and asset allocation.
Statmetrics Features:
Charting
1. Intuitive Charting Technology
2. Dynamic Chart Scaling
3. Several Chart Types
4. Intelligent Drawing Tools
5. Interface Customization
6. Charting Window Management
Technical Indicators
1. Standard Technical Indicators
2. Custom Indicators (Based on Java Script)
3. Back Testing
4. Strategy Analyzer
5. Strategy Optimization
6. Trading Signals
7. Trading Alerts
Trading Platform
1. Real-Time Market Simulator
2. Real-Time Time Trading
3. Automated Trading
4. Broker Interface
Option Analysis
1. Black-Scholes Model
2. Monte Carlo Solution
3. Cox-Ross-Rubinstein (Binomial) Model
4. Bourtov's Model
5. Garman-Kohlhagen Model
6. Merton Model
7. Barone-Adesi-Whaley Quadratic Model
Portfolio Analysis
1. Modern Portfolio Theory
2. Black-Litterman Model
3. Capital Asset Pricing Model
Financial Risk Analysis
1. Value-At-Risk
2. Conditional Value-At-Risk
Statistical Analysis
1. Univariate Analysis
2. Bivariate Analysis
3. Fractal Analysis
Time Series Analysis
1. General exploration
2. Description
3. Prediction
4. Forecasting
Data Management
1. External Data Import/Export
2. SQl Integration
3. Data Hibernation
4. Data Editing
Data Provider
1. Open Data Provider API
2. Yahoo! Finance
3. Deutscher Bundesbank
Requirements:
* Java
The license of this software is Freeware, you can free download and free use this stock software.