Open Source Simulation Software

CCruncher is a project for quantifying portfolio credit risk using the copula approach. It is a framework consisting of two elements: a technical document that explains the theory, and a software program that implements it. CCruncher evaluates the portfolio credit risk by sampling the portfolio loss distribution and computing the Expected Loss (EL), Value at Risk (VaR) and Expected Shortfall (ES) statistics. The portfolio losses are obtained simulating the default times of obligors and simulating the EADs and LGDs of their assets.

Structuring & Modelling of Collaterized Debt Obligations (CDOs)

The econ theory is the value of buy and sell are usually equal, at whatever free market price at the time, so if we trade between 2 things, holding the total of those 2 equal eachother, then you can buy without anyone selling, or sell without anyone buying. Just change from one equal valued type to the other, and the total of all the A's and all the B's are scaled instantly to be the same amounts. Those who change to the majority side lose, and those who change to the minority side win, since it is scaled to the average. Its the same math as Matching Pennies and Odds And Evens game which are Rock Paper Scissors with 2 choices instead of 3 (buy vs sell). You see this in the size of balls changing depending where they move. Think of it as a 2d seesaw surface that never tilts because the masses of balls are adjusted to always balance. This is the early start of a game based on that econ theory. Econ is boring in number and symbol form, but as a realtime game its more like dancing.

FreeMarket is a software package for running simple virtual prediction futures markets that uses the renowned PHP scripting language and MySQL database tools. It is designed for educational and medium-scale research applications.

It is a sofware to admin al things about a sportive club, from the trainig to the economy. The first step will take care of individual sports: athletics and cycling. Later we will support team sports like football, basket, handball or rugby.

A simple ICA model for UK non life insurance

The main goal of this project is the development of an IFX Transaction Switch that handle particular devices like an ATM (J/XFS compliant), POS in the future, and other devices that speak a common language: IFX

KInvestSim is an investment simulator for KDE4. It provides facilities for manipulating price and indicator data, writing and testing timing strategies, managing simulated portfolios, and measuring the performance of the simulated portfolios.

MADS (Multipurpose Agricultural Data System) is a free open-source tool for modelling and analysis of agricultural activities - crops, livestock, forestry and others - in developing countries, at sector, regional or project level.

MonteCarlo portfolio simulation - it can be used as stand-alone command line application - it takes simple XML file needed data as entry and creates simple XML file with output, also this stuff have JNI and ISAPI interface.

A MATLAB toolbox for time series analysis using state space models. Supports fully interactive model construction with MATLAB objects and efficient Kalman filter backend implemented in c.

Java application to display market data and technical indicators, and let developer implement custom trading strategy. It can be used as tool to combine different technical indicators (EMA + Bollinger Bands + RSI) to create a winning trading strategy.

Opensource, webbased Stock analysis with support for AI algorithms and simulation. Current development state is very early and only supports viewing of stock quotes at the moment.