MCarloRisk for Stocks & ETFs 19.7

differential enterprises – Freeware – iOS
z 5 głosów

Najnowsza wersja
19.7 Sejf do zainstalowania

To nie jest formularz do pobrania!

Baza danych programu UpdateStar prowadzona jest przez użytkowników dla użytkowników.
Twój udział pomoże innym użytkownikom utrzymać najwyższą sprawność systemu dzięki zawsze aktualnemu oprogramowniu. Wypełnij pola, które są nieprawidłowe lub nieaktualne. Sprawdzimy te dane jak najszybciej.
Dziękujemy za wspieranie UpdateStar!

Tytuł:

Kategoria:

Wymagania:

Android

iOS

Windows

Mac

Linux

Licencja:

Wydawca:

Adres wydawcy:

Opis:

Stock price / probability risk analyzer & optimizer for the common man. See also our new support for top cryptocurrencies. Now with portfolio support, pairwise correlation/regression analysis of daily returns, and portfolio optimization. Computes forward (price, probability) for your share-weighted portfolio.
Unlike other folio optimizers, this code does not assume normality of returns, nor does it require you to enter volatility estimates...these are computed from public historical return data, and you can specify how far back to look to compute the volatility. Try some optimizations and compare the results with other tools!
Main data feed is the innovative IEX.
Why rely on the tea leaves of chart reading when you can apply real statistics and historical resampled data to your analysis? While charting tools such as Bollinger bands, moving averages, and candlesticks are generated only on historical data, this application takes past data and remixes it via Monte Carlo methods to generate thousands of possible future price walks, then computes the probabilities of those price outcomes. Also suitable for stock-like ETFs and short ETFs (e.g. SH = short SPY).
Estimates future price distribution using random walk theory, where random samples are chosen from the history of the stock in question.
Users can specify how far back in time to use historical data to capture only the current "epoch" or take into account long-term historical behavior.
Built-in backtesting, verification, and model tuning tools.
This application models daily stock returns as a stable stochastic process and estimates a future price distribution by Monte Carlo re-sampling from an "empirical distribution" of a user-specified subset of prior (known) daily returns.
Be sure to press the Run Monte button on the Monte Carlo tab after changing settings or downloading a new dataset.
This app downloads historical data from IEX as base data to resample. Prices are converted to daily returns [P(t)/P(t-1)] before resampling. Users can choose how far back to resample. By estimating a probability distribution of future prices at the user-specified investment horizon in this manner, risk-of-loss estimates can be provided in a thumb-rule fashion, as an initial approximation.
Reports estimated price and % loss estimates at commonly used levels of 1st percentile and 5th percentile (1% and 5% risk). Also reports median (50th percentile) price estimates at the given number of days forward. Calculations are based on daily Closing price data. An artificial shock filter is provided, which can be used to reject the resampling of prior returns that are artificially large (due to splits or other artificial re-evaluations that do not affect the underlying value of the asset). Detailed operation theory is available under the Theory tab.
The stochastic model may be tuned or calibrated by adjusting the maximum number of days backward to sample and/or a back in time linear weighting.
Stochastic Model Validation (backtest) features:
<ul>
<li>On the Monte Carlo tab, you can withhold any number of recent days from the model and then plot the results of the stochastic risk forecast as lower-bound envelopes at 1% and 5% and all other estimated probability (risk) levels dynamically after the model run is completed.</li>
</ul>
Validation tab:
<ul>
<li>This allows you to perform an exhaustive validation on your model by withholding several points, computing the model, comparing the forward prediction of the model versus the actual reserved data, and repeating this over time for all withheld points.</li>
</ul>
The app provider makes no claims regarding the suitability of this app for any purpose whatsoever and users should consult an investment advisor before making investment decisions.

Etykiety:

Krótki opis:

Nieznana wersja zainstalowana?

Aktualna wersja:

Adres pliku:

Bezpośredni adres:

Adres sprzedawcy:

Adres ikony:

Adres zrzutu ekranu 1:

Adres zrzutu ekranu 2:

Adres zrzutu ekranu 3:

Adres zrzutu ekranu 4:

Adres pliku PAD:

Komentarz:

Twój adres e-mail:

Biuletyn:

Jeśli nie masz nic przeciwko temu, byśmy się z Tobą skontaktowali jeśli będziemy mieć jakieś pytania dotycząceTwojego wkładu w serwis, podaj swój adres email. Nie udostepnimy go osobom trzecim.

Zrzuty ekranu (kliknij aby obejrzeć powiększenie)

Powiązane produkty

OptionPosition+

OptionPosition+ Version 4.1 OptionPosition+ is a financial analysis application designed to estimate the value of shares, put options, and call options for a specific stock.

Penny Stocks Pro - screener

The Penny Stock Screener Pro version offers additional essential data for professional users by providing real-time share quotes for the penny stocks section.

Retirement Investing Simulator

When considering retirement, there are several important questions to address. From determining when you can retire to ensuring your retirement investment portfolio will last, it's crucial to have a comprehensive plan in place.

Stockfuse Lookback – Backtest Stock Portfolios

The adage, "Those who cannot remember the past are condemned to repeat it," resonates deeply in the world of trading, where historical performance can offer invaluable insights.

TINOIQ Stock Trading Ideas

The stock market is known for its volatility, with prices fluctuating up and down seemingly without reason. News channels often try to provide explanations for these movements, but it can often be difficult to understand why stocks behave …

tradewith

Tradewith is a data-driven sharing and exploration application designed for stock and ETF investment concepts and portfolios.

Trading Companion and Screener

Stock Screener Screen stocks by sector, industry, exchange, country, market cap, volume, dividend, and beta. Top Active Stocks Top Gainer Stocks Top Loser Stocks Sectors Performance Live Markets Include: Nasdaq EuroNext NYSE …

Wagyu: Track Cryptos & Stonks

Introducing wagyu.app - a reliable crypto and stonks companion designed to enhance your tracking capabilities. With wagyu.app, effortlessly monitor the performance of your ETH validators and receive real-time notifications alerting you …

▼ ▲

Najnowsza wersja
19.7

Darmowe bezpieczne pobieranie plików sprawdzonych przez UpdateStar

Bądź na bieżąco
z UpdateStar freeware.

Najnowsze recenzje

	PureVPN Zwiększone bezpieczeństwo online dzięki PureVPN!
	TV Player Classic Niezawodne przesyłanie strumieniowe za pomocą TV Player Classic
	Nero Cover Designer Twórz oszałamiające okładki płyt CD i DVD za pomocą Nero Cover Designer!
	CoffeeCup HTML Editor Usprawnij tworzenie stron internetowych dzięki edytorowi HTML CoffeeCup
	Mailbird Usprawnij korzystanie z poczty e-mail dzięki Mailbird by Maryssael.
	MOVAVI Video Suite Ulepsz swoją grę w edycję wideo dzięki pakietowi MOVAVI Video Suite!

Najpopularniejsze pobierane

	UpdateStar Premium Edition Aktualizowanie oprogramowania nigdy nie było łatwiejsze dzięki UpdateStar Premium Edition!
	Microsoft Visual C++ 2015 Redistributable Package Zwiększ wydajność swojego systemu dzięki pakietowi redystrybucyjnemu Microsoft Visual C++ 2015!
	Microsoft Edge Nowy standard przeglądania stron internetowych
	Google Chrome Szybka i wszechstronna przeglądarka internetowa
	Microsoft Visual C++ 2010 Redistributable Niezbędny składnik do uruchamiania aplikacji Visual C++
	Microsoft Update Health Tools Microsoft Update Health Tools: Upewnij się, że Twój system jest zawsze aktualny!