Statmetrics is a free cross-platform software application providing an integrated solution for analysis of financial markets using the technical and statistical analysis.
Here are some key features of "Statmetrics":
Charting:
· Intuitive Charting Technology
· Statmetrics also offers support for dynamic chart scaling
· Several Chart Types
· Intelligent Drawing Tools
· Interface Customization
· Charting Window Management
Technical Indicators:
· Standard Technical Indicators
· Custom Indicators (Based on Java Script)
· Back Testing
· Strategy Analyzer
· Strategy Optimization
· Trading Signals
· Trading Alerts
Trading Platform:
· Real-Time Market Simulator
· Real-Time Time Trading
· Automated Trading
· Broker Interface
Option Analysis:
· Black-Scholes Model
· Monte Carlo Solution
· Cox-Ross-Rubinstein (Binomial) Model
· Bourtov's Model
· Garman-Kohlhagen Model
· Merton Model
· Barone-Adesi-Whaley Quadratic Model
Portfolio Analysis:
· Modern Portfolio Theory
· Black-Litterman Model
· Capital Asset Pricing Model
· Fama-French Three Factor Model
Financial Risk Analysis:
· Value-At-Risk
· Conditional Value-At-Risk
· Lower Partial Moments
Statistical Analysis:
· Univariate Analysis
· Bivariate Analysis
· Fractal Analysis
Time Series Analysis:
· General exploration
· Description
· Prediction
· Forecasting
Data Management:
· External Data Import/Export
· SQl Integration
· Data Hibernation
· Data Editing
Data Provider:
· Open Data Provider API
· Yahoo! Finance
· Deutscher Bundesbank
Requirements:
· Java Runtime Environment 1.6.x or newer
· 512 Mbytes RAM (1024 MB RAM recommended)
· 20 Mbytes available disk space
· 1024 x 768 or higher resolution with at least 256 colours
