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Software

Software

• SVM_dark in C for Win32
• winSVM in C++ for Win32
• formatlibsvm in C++
• Fisher kernel in C++
• Order book reconstruction in C#
• Rescaled range analysis in C++
• Fractal image compression in C
• Hypothesis testing in C++
• Multiple linear regression in C++
• Multiple linear regression subset selection in C++

Excel/VBA

• Rescaled range analysis
• Monte Carlo portfolio optimization
• Portfolio performance measurement
• Kelly criterion
• Cumulative prospect theory calculator
• Performance metric analysis
• Runs test
• T.T.W.A. Algorithm

Web-based scripts (PHP)

• Buy/Sell Investment Tool
• Money management
• Cumulative prospect theory calculator
• Return and Volatility Converter
• Portfolio performance measurement calculator
• Significance test