Thursday, September 29th, 2016

what will be a good idea for investment management software?

so. . . Basically I Happen To Have $ 50k and About Being a software developer and a trader (amateur…) – I am thinking to create and advertise a software professional investment management. Obviously I am planning to include features That Can not Be found free online (or at least hard to find…). Like: Calculating last, Rarely Used Zommer and other options greeks. Demo trading strategy based test on random (stochastic / Monte Carlo) data. Demo test high frequency strategies (nasdaq Against realtime data say…). Backtest trading strategy together With A utility function (Kelly, square root, etc.).. use asymptotic analysis to approximate sabr etc. LIBOR market model copulascalculating Calculating Personally I Would Need ================================= Such Thing as I find the historical Useful Kelly Criterion Calculations Greeks testing + exotic + testing in real time HF Strategies based on set of Programmed rules. I Will Most Likely Never Needed to do anything Closely related to asymptotic analysis or copulate. . . Others do But Probably. Things like that. . . I know There Are Many Programs to back test resources and Some Strategies to calculate Sharpe ratio – but I do not think That There Are Many Other Features About the Mentioned. Now. . . the problem is if people will be interested at all. I mean – How many people are interested in. quantitative trading anyway? And What Will Be the right price to September if any – $ 3000. . . $ 300?? 10x!


One Response to “what will be a good idea for investment management software?”
  1. exactduke says:

    And there is great demand out there for what you are proposing?? These days of free sites & free software, that would surprise me. Maybe hardcore traders would be interested in this, but the current software packages they have, cover their basic needs. Most average joe/jane sixpack investors, I suspect would have no interest.

    What languages would you write this system in? Seems like this would also take a lot of analysis, design & coding to do this. I am a pgmr/analyst, and I am not sure I would want to tackle this. Lots of work here.

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