Statmetrics is a interactive environment for computational finance.
Statmetrics is a free cross-platform software application providing an interactive environment for computational finance. Statmetrics combines innovative quantitative finance technologies with traditional technical and econometric analysis methods. Statmetrics can be used in diverse fields to perform econometric analysis, technical analysis, risk management, portfolio management and asset allocation.
Statmetrics provides an integrated platform for technical analysis. The interactive environment of Statmetrics allows for an intuitive technical charting and development of trading strategies by using robust mathematical methods.
Statmetrics provides functions for analysis and modeling economic data. Statmetrics includes all important techniques for statistical analysis, time series analysis, simulation and forecasting. The interactive environment offers a simple way for statistical computing and visualization.
Statmetrics provides numerical methods to solve common mathematical problems. Statmetrics includes elementary and special mathematical functions, linear algebra procedures, algorithms for numerical calculus and optimization.
Statmetrics provides an Groovy based scripting environment for statistical computing and statistical visualization. The scripting language supports access to Java objects and libraries from a scripting environment. The synergy between the Java platform and scripting language produce an environment in which developers can extend the abilities of Statmetrics.
The API (Application Programming Interfaces) provides a set of object-oriented interfaces that support a high-level programming model allowing to access the Statmetrics functionalities.
Statmetrics is a 100% pure Java package which can be run similarly on any hardware/operating-system platform. Statmetrics application can used on Microsoft Windows, Mac OS X, Linux, and Solaris operating systems.