Labs to transfer research to Internet applications
1. AlgoTrading feeds: platform as service with SOA*; use REST/XML: sample
2. SOA Value Calculator: Calculate the Financial (business) value of SOA; Calculate the Net Present Value of SOA.
3. Fund Box Chart Widget: Get box charts on your site or blog for 11012 funds with the widget. See Demo 1; Demo 2
4. Stock Box Chart Widget: Get stock chart on your site or blog. See Demo 1
5. visualConfidence(vc): forecast equity performance with realtime investor confidence
6. Customer equity calculator; Elliott Wave detector; Behavioral finance approach.
7. NewspaperStocks. Widget Demo
8. Yes ratio: extending Sharpe ratio with a debiasing algorithm. Which states are better for business? SharpeRatioMap; YesRatioMap
9. Air2tv: a sleek and secure desktop video search engine; Windows version download
10. CRM_ECS system: customer equity, churning, and SOA services.
11. myMapSearch: find anything locally.
12. priceOption with the Black-Scholes model, UI built in Flex; priceBondOption with the Black model; portfolioManager design
13. Some thoughts: Arbitrage algorithm for foreign exchange; real time efficient frontier; riskChart; strategy simulations: fixed income arbitrage vs. quantitative vs. event driven; VaR and GARCH with R-Rmetrics; term structure of interest rates and the Black-Derman-Toy (BDT) model; SP500StrategyChart
14. NewsPortal on twitter; yesTwitter: send data and share as Tweets;
15. What is the best context to use the custom-built APIs for calculating VaR with Garch sigma (ready for REST or RIA)? Realtime option pricing with BSModel and Garch volatility.
16. StockInsights: realtime insights from traders' tweets; plan on making tickers searchable
17. microVIX: a ticker-based investor sentiment indicator that aggregates option positions and community sentiment with text mining technique (YALE) catering for hedge funds and ticker companies; YALE to appear in cloud (Google appEngine)
18. SentimentAssetPricing: calculate asset prices on future dates based on sentiments from very large samples
19. SapeFund: the topTickEngine with SAPE algos determines the portfolio components; compare real-time SAPE fund performance to DJI; compare fund prediction strategy (forward testing)
20. memberServices: need to login; future asset pricing; asset allocation; fund portfolio construction; fund of ETF funds
21. LAOP: real-time empirical data and significance tests on Loss Aversion in Option Pricing
22. Mobile SAPE on Android - sample image; Android twitterSearch; twitterHeadlines on Android
23. About the Wiley book: modeling interest rate swaps; multinomial models and computer algos for bond pricing; SDT algos; VIX forecasting; SDT algos for comparing funds; personalized VaR app with risk propensity of SDT for portfolio managers.
*SOA: Yeswici Web services enable interoperable and repeatable automated access to YesWici scores. Given a fund ticker, the Web services will respond to your client with data in XML format.