calculation engineThe calculation engine of project X allows you to build and calculate complex formulas


Data Retrieval

project X automatically loads data from its database and converts the data in the required format.

The System automatically converts currencies (e.g. conversion of price-histories in USD to CHF), handles the periodicity of timeseries (e.g. geometric linking of monthly relative differences when using only yearly data), calculates the appropriate format according to the type of the timeseries (e.g. conversion of absolute values to a year-over-year timeseries) and adjusts timeseries for corporate actions (e.g. consideration of stock-splits and dividends for historic stock-prices).

The system uses single timeseries, matrices, groups of timeseries and generated arrays as input for the calculator. You can compose groups from single timeseries, you can filter the entire database by attributes and characteristics or you can build your own portfolios by saving transactions.

Calculation Core

calculation structureYou can freely combine all calculation modules and build nested structures

Arrange complex formulas with drag and drop of arbitrary timeseries, groups and calculation modules

At the moment, a comprehensive library is implemented in project X already. The Library contains basic operations, formulas from financial mathematics, statistical tests and many more (visit the online library for a more detailed list).

The built-in optimizer can improve entire models and structures while keeping the parameter values within the freely definable restrictions. The optimizer is based on evolutionary algorithmics and enables you to handle non-linear mathematical problems with multiple local optima. The same algorithm allows you to run montecarlo simulations for entire models.

Luulab Switzerland 2015

miniCMS by LK