| Nhà phát triển: | differential enterprises (12) | ||
| Giá bán: | Miễn phí | ||
| Xếp hạng: | 0 | ||
| Đánh giá: | 0 Viết đánh giá | ||
| Danh sách: | 2 + 2 | ||
| Điểm: | 9 + 0 ¡ | ||
| Mac App Store | |||
Mô tả
Now including portfolio features...available in a separate sub-window of this app!
- construct portfolios of stocks, ETFs, and popular crypto assets
- examine historical returns distributions for one asset at a time, with distribution metrics computed automatically such as mean return, volatility, skew (bullish/bearish), kurtosis (fat tail metric), and tail ratio (fat tail bias: bullish or bearish)
- generate monte carlo forecast models for a full portfolio, accounting for for inter-portfolio historical return correlations
- backtest these models, either in single pass batch mode or exhaustive backward-stepwise validation
- tune models to backtests using a variety of tuning parameters, including sample window size adjustment, adding black swan events of various magnitude and probability, and accounting for longer term memory in historical data
- choose strike price and estimate over/under probability at various future times (of portfolio or individual assets)
- use multi core CPUs for faster validation
- get simple metric reports and detailed graphs of validation results
- example pairwise correlation of historical returns in your portfolio
- optimize a portfolio for various targets, with user settable weights on probability-based targets
- construct multiple regression models (alpha / multi-beta) on regular assets or ETFs which stand in as surrogates for the full market (SPY) or sub-sectors (e.g. tech sector, low cap stocks, high cap stocks, growth, value, etc)
- compute novel beta metrics such as "beta to Bitcoin"
- backtest your beta models to check for robustness, and plot beta stability
Resamples from empirical daily returns to generate forward-in-time monte carlo paths (random walks), with user-adjustable long memory modifications such as the Hurst exponent, serial resampling, and fractional differencing.
No distribution shape assumptions needed, works with empirical returns distribution. This is especially useful for new assets such as crypto or more exotic equities such as TSLA that may not conform to normal or lognormal return assumptions, especially in shorter time periods.
Brownian motion becomes Empirical motion in this app, since we use an empirical distribution.
Similarly, fractional Brownian motion becomes fractional Empirical motion in this app, for one of the long memory options.
Aggregates monte carlo paths into a (price, time, probability) surface. Allows user to move sliders to slice thru and examine this surface (e.g. price over time versus probability) and visualize the surface in 3D and with shaded contour plots.
Allows user to set up bulk backtests or exhaustive backtests to validate model.
Quick summary metrics of exhaustive backtests are computed to estimate model quality.
Many model tuning parameters to adjust model to observed backtests:
- add black swan events (symmetric or non symmetric)
- tune skew and volatility of historical empirical distribution
- add long memory capability to the monte carlo paths (as noted above)
Set strike price to slice thru probability surface along time axis to estimate probability over/under strike at a given time forward, or cumulatively up to a given time.
Estimate put/call prices using the model you build and verify (not limited to market expiry or strike).
Compare modeled put/call prices w/ market put/call prices at published market expiry dates and strikes.
Bubble grid plot of market put/call open interest, open interest * price, and raw put/call price at all published market expiry dates and strike prices (IEX Cloud-supplied data): to visualize where investors are putting their money on the options grid. Compare market option prices at a grid point to your modeled prices.
Detailed training and examples available online in Help tab.
Raw price data from IEX Exchange or cryptocompare.com
Ảnh chụp màn hình
Tính năng mới
- Phiên bản: 19.4
- Cập nhật:
- Add slider on validate backtest for portfolios to allow less than full investment horizon to be checked without re-running validate code.
Giá bán
- Hôm nay: Miễn phí
- Tối thiểu: Miễn phí
- Tối đa: $9.99
Theo dõi giá
Nhà phát triển
- differential enterprises
- Nền tảng: iOS Ứng dụng (7) macOS Ứng dụng (3) Windows Ứng dụng (2)
- Danh sách: 4 + 2
- Điểm: 63 + 19 ¡
- Xếp hạng: 0
- Đánh giá: 0
- Giảm giá: 0
- Video: 0
- RSS: Đăng ký
Điểm
-
- 341 Rashad Mohammed bakar
- +1
-
- 1,240 Anthony
- +1
-
- 595 Raphael Pinheiro
- +1
-
- 77 Alessandro
- +1
-
- 42 nick ruag
- +1
-
- 529 dl
- +1
Xếp hạng
0 ☹️
Danh sách
Đánh giá
Hãy là người đầu tiên đánh giá 🌟
Thông tin bổ sung
- Phiên bản: 19.4
- Danh mục:
macOS Ứng dụng›Tài chính - HĐH:
macOS,macOS 10.15 trở lên - Kích thước:
2 Mb - Ngôn ngữ được hỗ trợ:
English - Xếp hạng nội dung:
4+ - Mac App Store Xêp hạng:
0 - Cập nhật:
- Ngày phát hành:
MCarloRisk3D URL ngắn: Đã sao chép!- 🌟 Chia sẻ
- Mac App Store
Bạn cũng có thể thích
-
- CoinStats: Crypto Portfolio
- macOS Ứng dụng: Tài chính Bởi: COINSTATSAPP LLC
- Miễn phí
- Danh sách: 1 + 1 Xếp hạng: 0 Đánh giá: 0
- Điểm: 0 + 80,765 (4.8) Phiên bản: 5.26.2 Track & manage your crypto, DeFi & NFT portfolio on the leading cryptocurrency portfolio manager app. Discover, research, stay on top of your portfolio & more with the CoinStats App. ... ⥯
-
- Crypto Pro: Live Coin Tracker
- macOS Ứng dụng: Tài chính Bởi: Crypto Inc.
- Miễn phí
- Danh sách: 1 + 1 Xếp hạng: 0 Đánh giá: 0
- Điểm: 4 + 46,388 (4.7) Phiên bản: 8.1.0 Crypto Pro is the #1 privacy-focused, ad-free crypto tracker on the AppStore since 2015. Stay ahead in the cryptocurrency world with a comprehensive and intuitive experience. CryptoPro ⥯
-
- Copilot: Track & Budget Money
- macOS Ứng dụng: Tài chính Bởi: Copilot Money, Inc.
- Miễn phí
- Danh sách: 0 + 2 Xếp hạng: 0 Đánh giá: 0
- Điểm: 3 + 25,484 (4.8) Phiên bản: 7.1.1 Apple Design Award Finalist, 2024 "An app that I love and use." - MKBHD "The future of personal finance" - Apple App Store Clear, beautiful, trusted. Copilot Money is the app that ... ⥯
-
- Loan Calculator - Debt Planner
- macOS Ứng dụng: Tài chính Bởi: ChuChu Train Productions
- Miễn phí
- Danh sách: 0 + 0 Xếp hạng: 0 Đánh giá: 0
- Điểm: 0 + 21,791 (4.6) Phiên bản: 3.7.0 Welcome to the Loan and Mortgage calculator. A simple, intuitive, yet extremely powerful tool to assess loans and mortgages. This app has over 20,000 reviews, averaging over 4.6/5 ... ⥯
-
- Spending Tracker
- macOS Ứng dụng: Tài chính Bởi: MH Riley Ltd
- Miễn phí
- Danh sách: 0 + 0 Xếp hạng: 0 Đánh giá: 0
- Điểm: 0 + 18,586 (4.8) Phiên bản: 3.2 Spending Tracker is the easiest and most user friendly Personal Finance App in the store. And best of all, it's free! The simple fact is, by tracking your spending you will be able to ... ⥯
-
- Financial Calculator: Percent
- macOS Ứng dụng: Tài chính Bởi: Applorium Ltd
- Miễn phí
- Danh sách: 1 + 0 Xếp hạng: 0 Đánh giá: 0
- Điểm: 0 + 13,955 (4.7) Phiên bản: 3.0.3 Try out the best Financial Calculator available! Handle everything from investment analysis to everyday percentage calculations all in one clean, easy-to-use app. Quickly compute with ... ⥯
-
- Budget Planner App - Fleur
- macOS Ứng dụng: Tài chính Bởi: Akash Jain
- Miễn phí
- Danh sách: 0 + 1 Xếp hạng: 0 Đánh giá: 0
- Điểm: 2 + 10,363 (4.8) Phiên bản: 2.9.8 Fleur is a cute and simple budget planner and tracker app. The app allows you to easily add daily expenses and income. You can also set a monthly budget, create multiple accounts and ... ⥯
-
- CardPointers for Credit Cards
- macOS Ứng dụng: Tài chính Bởi: CardPointers LLC
- Miễn phí
- Danh sách: 0 + 0 Xếp hạng: 0 Đánh giá: 0
- Điểm: 0 + 8,740 (4.7) Phiên bản: 7.0.7 CardPointers will save you money and earn you more cash back, points, and miles every day by maximizing credit card spend bonuses, offers, and welcome bonuses. Most users save $750+ ... ⥯
-
- Zerion: Crypto Wallet & DeFi
- macOS Ứng dụng: Tài chính Bởi: Zerion LLC
- Miễn phí
- Danh sách: 0 + 0 Xếp hạng: 0 Đánh giá: 0
- Điểm: 1 + 4,720 (4.8) Phiên bản: 4.9.0 One Wallet For All Your Crypto On Solana, Ethereum and 50+ Chains. Zerion is your mobile-first, self-custodial wallet to manage, track, and discover crypto anytime, anywhere. From ... ⥯
-
- Cake Wallet
- macOS Ứng dụng: Tài chính Bởi: Cake Technologies, LLC
- Miễn phí
- Danh sách: 0 + 0 Xếp hạng: 0 Đánh giá: 0
- Điểm: 0 + 3,859 (4.7) Phiên bản: 5.6.5 Cake Wallet let's you easily and safely store, send, receive, and exchange your cryptocurrency. We've been making the hard things easy since 2018 so you can focus more on what matters ... ⥯
-
- Chronicle - Bill Organizer
- macOS Ứng dụng: Tài chính Bởi: LittleFin LLC
- Miễn phí
- Danh sách: 1 + 1 Xếp hạng: 0 Đánh giá: 0
- Điểm: 2 + 3,387 (4.8) Phiên bản: 14.9.3 The easiest, fastest bill manager in the App Store. A universal app for iPhone & iPad, with multitasking on iPad. Cloud sync works across all iOS devices plus Mac with the available ... ⥯
-
- MoneyCoach: Budget Planner
- macOS Ứng dụng: Tài chính Bởi: MoneyCoach UG
- Miễn phí
- Danh sách: 0 + 2 Xếp hạng: 0 Đánh giá: 0
- Điểm: 2 + 2,625 (4.5) Phiên bản: 11.1.2 MoneyCoach is a budget planner, money tracker and financial planner helping millions of people with their spending habits and finances. MoneyCoach creates healthy financial habits that ⥯
-
- MoneyWiz 2026 Personal Finance
- macOS Ứng dụng: Tài chính Bởi: SILVERWIZ LLC
- Miễn phí
- Danh sách: 0 + 1 Xếp hạng: 0 Đánh giá: 0
- Điểm: 1 + 2,020 (4.6) Phiên bản: 2025.50.2 Organize your day to day accounts, loans, savings, investments and even crypto in a convenient and secure way with MoneyWiz. MoneyWiz is the only personal finance app that can help you ⥯
-
- Chand
- macOS Ứng dụng: Tài chính Bởi: farzad nazifi
- Miễn phí
- Danh sách: 0 + 0 Xếp hạng: 0 Đánh giá: 0
- Điểm: 1 + 1,564 (4.3) Phiên bản: 2.5 Chand provides real-time exchange rates for 44+ currencies, cryptocurrencies, and gold prices on your iPhone and iPad. With a refreshed layout and customizable widgets, you can easily ... ⥯