WebCab Portfolio for .NET - Summary
by WebCab - Product Type: Component / ASP.NET WebForms / .NET Class / .NET Web Service / 100% Managed Code / ActiveX DLL
Summary
WebCab Portfolio for .NET by WebCab
URLs: webcab-portfolio-net, webcab portfolio net, webcabportfolionet, webcab
3-in-1: .NET, COM and XML Web service implementation of Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. WebCab Portfolio for .NET also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
WebCab Portfolio v5.0
Apply Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
This suite includes the following features:
Markowitz Model - Construct optimally diversified portfolios.
Efficient Frontier - Construct the Efficient Frontier with or without constraints on the asset weights.
Utility Function - Discover and set the investors utility function.
Optimal Portfolio - Select the optimal portfolio or set of portfolios by providing the expected return desired, the maximum risk or the investors utility function.
Capital Asset Pricing Model (CAPM) - Construct optimally diversified portfolios with can hold or borrow cash.
Efficient Frontier - Construct the Efficient Frontier with or without constraints on the asset weights.
Market Portfolio - Find the Market Portfolio which offer the greater expected return per unit of risk.
Capital Market Line (CML) - Construct the CML with contains the optimal portfolio with respect to the CAPM.
Selecting Optimal Portfolio - Select the optimal portfolio by given expected return, risk or the Market Portfolio weighting.
Analysis of Optimal Portfolio - Evaluate the risk, expected return or Market Portfolio weighting of the optimal portfolio whenever one of these three properties is known.
Auxiliary Classes
Interpolation - Cubic spline and general polynomial interpolation procedures to assist in the study and manipulation of curves such as the Efficient Frontier which are evaluated at a finite number of points.
SolveFrontier - Solve the Efficient Frontier with respect to the risk, return, or the investors utility function which may be given as a function of the risk or the expected return.
TwoAssetPortfolio - Evaluate of the optimal weighting of a portfolio with two assets. This functionality can be used to analyze the effect of a single purchase or sale from an arbitrary portfolio
AssetParameters - Evaluation of the covariance matrix, expected return, volatility, portfolio risk/variance, ARCH model for expected price.
MaxRange - Evaluates the maximum range of the values of the expected return for which Efficient Frontier should be considered when the historical data set does is not consistent within the assumptions of Markowitz Theory and CAPM.
Performance Evaluation - Offers a number of procedures for accessing the return and risk adjusted return (Treynors Measure, Sharpes Ratio).
This product also has the following technology aspects:
3-in-1: .NET, COM, and XML Web services - Three DLLs, Three API Docs, Three Sets of Client Examples all in 1 product. Offering a 1st class .NET, COM, and XML Web service product implementation.
Extensive Client Examples - Multiple client examples including .NET (C#, VB.NET, C++.NET), COM and XML Web services (C#, VB.NET)
ADO Mediator - The ADO Mediator assists the .NET developer in writing DBMS enabled applications by transparently combining the financial and mathematical functionality of our .NET components with the ADO.NET Database Connectivity model.
Compatible Containers - Visual Studio 6 (incl. Visual Basic 6, Visual C++ 6), Visual Studio .NET (incl. Visual Basic .NET, Visual C#.NET, and Visual C++.NET), Borland's C++ Builder (incl. C++Builder, C++BuilderX, C++ 2005), Borland Delphi 3 - 2005, Office 97/2000/XP/2003.
ASP.NET Web Application Examples - We provide an ASP.NET Web Application example which enables you to quickly test the functionality within this .NET Service.
ASP.NET Examples with Synthetic ADO.NET - we use a ASP.NET service to perform component calculations on SQL database columns from a remote DBMS. We apply a component's function to certain rows from the database and list the output in HTML format. This is a powerful feature since it allows you to perform calculations in a DBMS manner without having to code the C# to SQL database transaction yourself as it is all done by the ASP within the .NET Framework managed server side environment.
Construct optimally diversified portfolios.
Pricing: WebCab Portfolio for .NET V5.0 1 Developer License, WebCab Portfolio for .NET V5.0 4 Developer Team License
Evals & Downloads: WebCab Portfolio for .NET users guide - Requires Acrobat Reader, Read the WebCab Portfolio for .NET help file, Read the WebCab Portfolio for COM help file, Download the WebCab Portfolio for .NET evaluation on to your computer - Expires after 50 uses
Operating System for Deployment: Windows XP, Windows Server 2003, Windows 2000
Architecture of Product: 32Bit
Product Type: Component
Component Type: ASP.NET WebForms, .NET Class, .NET Web Service, 100% Managed Code, ActiveX DLL
Web Services: Supports SOAP 1.2, Supports SOAP 1.1, Supports SOAP 1.0, SOAP Binding Transport HTTP GET, SOAP Binding Transport HTTP POST
Built Using: Visual C# .NET
Compatible Containers: Microsoft Visual Studio 2008, Microsoft Visual Studio 2005, Microsoft Visual Studio .NET 2003, Microsoft Visual Studio .NET, Microsoft Visual Basic 2008, Microsoft Visual Basic 2005, Microsoft Visual Basic .NET 2003, Microsoft Visual Basic .NET, Microsoft Visual C++ 2008, Microsoft Visual C++ 2005, Microsoft Visual C++ .NET 2003, Microsoft Visual C++ .NET, Microsoft Visual C# 2008, Microsoft Visual C# 2005, Microsoft Visual C# .NET 2003, Microsoft Visual C# .NET, Microsoft Internet Explorer 6.0, Microsoft Internet Explorer 5.5, Microsoft Internet Explorer 5.0, CodeGear C++ 5.0 (formerly Borland), CodeGear C++ (formerly Borland), C++Builder 6, C++Builder 5, C++Builder 4, C++Builder 3, Delphi 2005 (9.0), Delphi 8.0, C#Builder, .NET Framework 3.5, .NET Framework 3.0, .NET Framework 2.0, .NET Framework 1.1, .NET Framework 1.0
Product Class: Business Components
Keywords: Porfolio Market shares trading trade
Financial finance bank banking insurance
Part numbers: PC-515408-270221 515408-270221 PC-515408-270222 515408-270222
