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| Developer(s) | Alex Vinnitschenko |
|---|---|
| Stable release | 0.1 |
| Written in | Java |
| Operating system | cross-platform |
| Available in | English |
| Type | Technical analysis software |
| License | Proprietary EULA |
| Website | www.statmetrics.org |
Statmetrics is a free cross-platform software application providing an interactive environment for computational finance.
Statmetrics is an analytical tool which offers several modeling techniques to analyze selected markets and integrates widely implemented quantitative finance technologies in addition to contemporary econometric analysis methods.
Statmetrics can be used in diverse fields to perform econometric analysis, technical analysis, risk management, portfolio management and asset allocation. [1]
Finance refers to monetary resources and to the study and discipline of money, currency and capital assets. As a subject of study, it is related to but distinct from economics, which is the study of the production, distribution, and consumption of goods and services. Based on the scope of financial activities in financial systems, the discipline can be divided into personal, corporate, and public finance.
This aims to be a complete article list of economics topics:
An economic model is a theoretical construct representing economic processes by a set of variables and a set of logical and/or quantitative relationships between them. The economic model is a simplified, often mathematical, framework designed to illustrate complex processes. Frequently, economic models posit structural parameters. A model may have various exogenous variables, and those variables may change to create various responses by economic variables. Methodological uses of models include investigation, theorizing, and fitting theories to the world.
Financial econometrics is the application of statistical methods to financial market data. Financial econometrics is a branch of financial economics, in the field of economics. Areas of study include capital markets, financial institutions, corporate finance and corporate governance. Topics often revolve around asset valuation of individual stocks, bonds, derivatives, currencies and other financial instruments.
Articles in economics journals are usually classified according to JEL classification codes, which derive from the Journal of Economic Literature. The JEL is published quarterly by the American Economic Association (AEA) and contains survey articles and information on recently published books and dissertations. The AEA maintains EconLit, a searchable data base of citations for articles, books, reviews, dissertations, and working papers classified by JEL codes for the years from 1969. A recent addition to EconLit is indexing of economics journal articles from 1886 to 1968 parallel to the print series Index of Economic Articles.
Business mathematics are mathematics used by commercial enterprises to record and manage business operations. Commercial organizations use mathematics in accounting, inventory management, marketing, sales forecasting, and financial analysis.
The following outline is provided as an overview of and topical guide to finance:
A master's degree in quantitative finance is a postgraduate degree focused on the application of mathematical methods to the solution of problems in financial economics. There are several like-titled degrees which may further focus on financial engineering, computational finance, mathematical finance, and/or financial risk management.
Risk is an English financial industry trade magazine that specializes in financial risk management, regulation, and asset management. Since its establishment in 1987 by Peter Field, it has undergone ownership changes, transitioning from the Risk Waters Group to Incisive Media and now to Infopro Digital. The magazine's editorial team includes Kris Devasabai as editor-in-chief. Additionally, Risk organizes industry events and has a sister publication, Asia Risk. The magazine shifted to a digital-only format in June 2022 and is accessible through its website and app.
Altreva Adaptive Modeler is a software application for creating agent-based financial market simulation models for the purpose of forecasting prices of real world market traded stocks or other securities. The technology it uses is based on the theory of agent-based computational economics (ACE), the computational study of economic processes modeled as dynamic systems of interacting heterogeneous agents.
The following outline is provided as an overview of and topical guide to economics:
A Master of Financial Economics is a master's degree focusing on financial economics. The degree provides a rigorous understanding of theoretical finance and the economic framework upon which that theory is based. The degree is postgraduate, and usually incorporates a thesis or research component. Programs may be offered jointly by the business school and the economics department.
Jianqing Fan is a statistician, financial econometrician, and data scientist. He is currently the Frederick L. Moore '18 Professor of Finance, Professor of Operations Research and Financial Engineering, Professor of Statistics and Machine Learning, and a former Chairman of Department of Operations Research and Financial Engineering (2012–2015) and a former director of Committee of Statistical Studies (2005–2017) at Princeton University, where he directs both statistics lab and financial econometrics lab since 2008.
Quantitative analysis is the use of mathematical and statistical methods in finance and investment management. Those working in the field are quantitative analysts (quants). Quants tend to specialize in specific areas which may include derivative structuring or pricing, risk management, investment management and other related finance occupations. The occupation is similar to those in industrial mathematics in other industries. The process usually consists of searching vast databases for patterns, such as correlations among liquid assets or price-movement patterns.
David Alan Easley is an American economist. Easley is the Henry Scarborough Professor of Social Science and is a professor of information science at Cornell University.
Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field.
The Center for Operations Research and Econometrics (CORE) is an interdisciplinary research institute of the University of Louvain (UCLouvain) located in Louvain-la-Neuve, Belgium. Since 2010, it is part of the Louvain Institute of Data Analysis and Modeling in economics and statistics (LIDAM), along with the Institute for Economic and Social Research (IRES), Louvain Finance (LFIN) and the Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
Peter L. Bossaerts is a Belgian-American economist. He is considered one of the pioneers and leading researchers in neuroeconomics and experimental finance. He is Professor of Neuroeconomics at the University of Cambridge.
High frequency data refers to time-series data collected at an extremely fine scale. As a result of advanced computational power in recent decades, high frequency data can be accurately collected at an efficient rate for analysis. Largely used in the financial field, high frequency data provides observations at very frequent intervals that can be used to understand market behaviors, dynamics, and micro-structures.
