Last update:
Apr 1, 2000
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R-Quant - An Object Oriented Framework for Financial Data Analysis
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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.
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