nicknicknick
Newbie
- Messages
- 8
- Likes
- 0
so...basically i happen to have about $50k and being a software developer and a trader (amateur...) - I am thinking to create and advertise a professional investment management software. Obviously I am planning to include features that can't be found free online (or at least hard to find...). Like:
calculating ultima,zomma and other rarely used options greeks.
Demo test trading strategy based on random(stochastic/monte carlo) data.
Demo test high frequency strategies (say against nasdaq realtime data...).
Backtest trading strategy together with a utility function (kelly, square root,etc.).
use asymptotic analysis to approximate sabr etc.
calculating copulas
calculating LIBOR market model
=================================
Personally I would need such thing as I find useful the historical Kelly criterion testing + exotic Greeks calculations + testing HF strategies in real time based on set of programmed rules. I will most likely never need to do anything closely related to asymptotic analysis or copulas...but others do probably.things like that...I know there are many programs to back test strategies and some resources to calculate Sharpe ratio - but I don't think there are that many about the other features 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 set if any - $3000...$300??
10x!
calculating ultima,zomma and other rarely used options greeks.
Demo test trading strategy based on random(stochastic/monte carlo) data.
Demo test high frequency strategies (say against nasdaq realtime data...).
Backtest trading strategy together with a utility function (kelly, square root,etc.).
use asymptotic analysis to approximate sabr etc.
calculating copulas
calculating LIBOR market model
=================================
Personally I would need such thing as I find useful the historical Kelly criterion testing + exotic Greeks calculations + testing HF strategies in real time based on set of programmed rules. I will most likely never need to do anything closely related to asymptotic analysis or copulas...but others do probably.things like that...I know there are many programs to back test strategies and some resources to calculate Sharpe ratio - but I don't think there are that many about the other features 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 set if any - $3000...$300??
10x!
