WebCab Portfolio Analysis v4.0

We apply the Markowitz and Capital Asset Pricing Model to analyze the construction and qualitative nature of a portfolios risk-return characteristics. Including covariance and correlation, expectation and risk, Efficient frontier, Indifference curves, Capital Market Line, systematic and unsystematic risk, characteristic line, alpha and beta coefficients, security market line and risk adjusted performance measures.

New Features: Self-Deploy, EAR Files

By clicking the self-install package the EJB component will be automatically deployed onto a supported local EJB application server. We also include multiple EAR files designed for each of the most widely used application servers (see details).

Prices
WebCab Portfolio Analysis v4.0
Single CPU Server License
 $499
2 CPU Server License
 $658
4 CPU Server License
 $988
Unlimited Site Wide Server License
 $1,383
Demo License (limited functionality)
 $0
Prices are expressed in USD.
Product Details
This suite includes the following features:
  • Portfolio analysis
    • Markowitz model - Efficient frontier, Indifference curve, Optimal portfolio
    • Capital Market Theory - Equity portfolio, Capital Market Line
    • Characteristic Line -finding the systematic risk
    • Risk adjusted Performance measures - total return, geometric mean return,Sharpes ratio and Treynor's measure
  • Calculation of portfolio parameters
    • General case - calculation of the variance, risk and return for a portfolio with an arbitrary number of assets
    • Two asset portfolio - calculation of the variance, risk and return of the only two assets
    • Optimal diversification of risk for a portfolio with two assets
  • Calculation of a portfolios statistical parameters
    • Single asset - Calculate covariance, variance and expected return of an asset from given parameters or probabilities based on historical rates of return
    • Many assets - Calculated the covariance matrix and repected returns for a collection of assets

This package also contains the following features:

  1. EAR Files - we provide individual customized EAR files for the most widely used application servers including IBM WebSphere 4.0/5.0, BEA WebLogic 6.1/7.0, Oracle 9iAS, Sun ONE AppServer 7, Ironflare Orion 1.5.2/1.6.0, Borland AppServer 5.0, Sybase EAServer 3.6 and JBoss 2.4.4/3.0.0
  2. Self-Deploy - the relevant servers EAR file will be self-deployed onto supported local application servers during the installation of the self-install package. The supported application servers include IBM WebSphere 4.0/5.0Beta, BEA WebLogic 6.1/7.0, Oracle 9iAS, Borland AppServer 5.0, Ironflare Orion 1.5.2/1.6.0 and JBoss 2.4.4/3.0.0
  3. Synthetic JDBC - we use a JSP component to perform EJB calculations on SQL database columns from a remote DBMS. We apply an EJB 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 JDBC manner without having to hardcode the EJB-to-JDBC transaction yourself as it is all done by the JSP within the Application Server.
  4. JDBC Mediator - An server side EJB component which mediates between a EJB component, clients and DBMS. The mediator moves most of a clients JDBC calls to the server and hence greatly increases the speed of JDBC client applications.
  5. GUI Bundle - we bundle a suite of graphical user interface JavaBean components (with a site-wide licence) allowing the developer to plug-in a wide range of GUI functionality (including charts/graphs) into their client applications
  6. UML Models - to assist system architects we include UML diagrams

Prerequisites


Software requirements:
Compatibility
Operating system for deployment:

Built Using:

  • JavaTM 2 SDK Standard Edition 1.3.1/1.4
  • JavaTM 2 SDK Enterprise Edition 1.3
Application Servers:
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