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Last update: Apr 1, 2000

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A381

R-Quant - An Object Oriented Framework for Financial Data Analysis

Anton Fokin
 TSL, Uppsala University

Speaker: Anton Fokin

  Rapidly growing financial markets bring a wide range of specific problems to a new generation of practical investors which are responsible for the management of billions dollars on behalf of banks, mutual funds and other financial institutions and private money holders. Quantitative methods becomes deadly important for the selection and further management of an appropriate investment portfolio in situations where the final choice has to be made out of hundreds of assets and other financial instruments presented on the national or international financial markets. On-line data taking, database management, intensive computer modeling, networking and data visualization are distinctive features of the modern quantitative research in finance. R-Quant is a software toolbox, which provides a researcher or quantitative investor with an advanced object oriented data analysis framework. R-Quant is a stand-alone extension of the ROOT and it is especially designed to work with financial objects. A number of projects starting from a simple portfolio evaluation or technical analysis of financial indicators up to a full-scale automatic trading system utilizing neural networks, genetic technologies and fuzzy logic can be handled within this framework.

Presentation:  PowerPoint Long Paper:  Adobe Acrobat pdf 



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