Models and Trendmedium Add-on For Metastock Software for Windows

QuickUML Windows
$295 - Excel Software

QuickUML is a software design tool that tightly integrates a core set of UML models with code generation for several languages. An entire project is presented through a tabbed window that includes use cases, class models, object models, dictionary and code and saved as an XML file. Use cases document user interactions with the system and link to models, code, foreign files or other use cases. Class models may contain classes, interfaces, components, packages and other objects. Sequence diagrams illustrate how objects interact with emphasis on the order in which things occur. QuickUML contains advanced features for multiple language projects, design namespaces, UML stereotype extensions, flexible color support, custom detail fields and automated generation of class models from the dictionary. An integrated code manager enables the designer to navigate through code files linked to use cases and diagram objects.

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TrendMedium add-on for MetaStock
$299 - TrendMedium Group

TrendMedium - is a trading system program which works as an add-on for Equis MetaStock. The program analyzes the past history of tickers to build profiles of the movements. It computes simulations of the current situations using only historical data, and presents models as open systems that you can inspect and understand.
The basis of the TrendMedium core is a revolutionary genetic search algorithm to create "open ephemeral models" that describes the current stock movements and performances. Using that algorithm TrendMedium searches a huge catalogue (3,433,683,820,292,512,484,657,849,089,281) of possible models for the models that fits the states of the stock in the conditions of the stock market right now. It models the tickers during or after the close of trading, and uses these models in subsequent trades. This allows you to be armed with the best information to be able to make decisions that will deliver profit to your bottom line.
Internal Walk Forward Test feature helps to find the best performing models and trading strategies that will work the same way in real life. All data after the test starting day are deleted from the system. As the test going on, the data are added day by day. The test performance truly reflects the one in real life trading with the same settings.
The generated short lived models are exported to MetaStock and work just like other system components do, meaning you can get started quickly and easily. TrendMedium integrates into MetaStock as an Expert Advisor, System Tester, Indicator Builder and Explorer.
TrendMedium is a completely open system based on modern math theory: it shows the calculations and formulas it has created and allows inspecting and modifying these if it's need to. TrendMedium is the result of seven years of research and practical experience gained by the authors in a professional trading capacity as licensed Traders.
TrendMedium works with stock and Forex data and requires Equis MetaStock version 7 or higher.

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WebCab Options and Futures for .NET
$143 - WebCab Components

3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General Monte Carlo pricing framework: wide range of contracts, price, interest and vol models. Price European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference in accordance with a number of vol, price, volatility and rate models.

General Pricing Framework offers the following predefined Models and Contracts:

Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floor, Forward Start stock option, Lookback Option, Ladder Option, Vanilla Swap, Vanilla Stock Option, Zero Coupon Bond, Barrier Option, Parisian Option, Parasian Option, Forward and Future.

Interest Rate Models: Constant Spot Rate, Constant (in time) Yield curve, One factor stochastic models (Vasicek, Black-Derman-Toy (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), Cox-Ingersoll-Ross Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model.

Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model.

Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model.

Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or maximum expected error. Evaluate the standard deviation of the price estimate, and the minimum/maximum expected price for a given confidence level.

This product also has the following technology aspects:

3-in-1: .NET, COM, and XML Web services - 3 DLLs, 3 API Docs,...
Extensive Client Examples (C#, VB, C++,..)
ADO Mediator
Compatible Containers (VS, VS.NET, Office, C++Builder, Delphi)

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WebCab Options and Futures for Delphi
$143 - WebCab Components

3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General Monte Carlo pricing framework: wide range of contracts, price, interest and vol models. Price European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference in accordance with a number of vol, price, volatility and rate models.

General Pricing Framework offers the following predefined Models and Contracts:

Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floor, Forward Start stock option, Lookback Option, Ladder Option, Vanilla Swap, Vanilla Stock Option, Zero Coupon Bond, Barrier Option, Parisian Option, Parasian Option, Forward and Future.

Interest Rate Models: Constant Spot Rate, Constant (in time) Yield curve, One factor stochastic models (Vasicek, Black-Derman-Toy (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), Cox-Ingersoll-Ross Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model.

Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model.

Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model.

Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or maximum expected error. Evaluate the standard deviation of the price estimate, and the minimum/maximum expected price for a given confidence level.

This product also has the following technology aspects:

3-in-1: .NET, COM, and XML Web services - 3 DLLs, 3 API Docs,...
Extensive Client Examples (Delphi for .NET, C#, VB.NET)
ADO Mediator
Compatible Containers (Delphi 3-8, Delphi 2005, C++Builder

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3D BioMolecula Pack
$14.9 - TERMINAL Studio

This program is an unique combination of two other programs - screensaver and desktop wallpaper generator.
Wallpaper generator creates custom Desktop Wallpapers for your PC every time when Windows starts. Real 3D models of biological molecules in random position are shown on wallpaper image.
The screensaver shows the same 3D models of biological molecules in dynamics. Your screen will look like screens of computers in science fiction films!
For both programs you may choose any one from six total available molecule models and change axis of rotation.

Six molecules are available in the current version: four prototypes of DNA (Deoxyribonucleis Acid - storage of genetics information) and two proteins - Hemoglobine I Monomeric (Oxygen transport protein) and Cytochrome C 550 (this protein has wide range of functions). In further versions we plan to add some new molecule models.

Note: only 2 models are available in unregistered version - DNA in B-conformation and Hemoglobine, other models available only in the registered version.
Models of protein molecules are represented only by the main polypepthide chain (-OCCN-); sidechains of aminoacid residues are not presented because they make the molecule look like a "heap of atoms". Hydrogen atoms are not presented too due to their small size in comparision to other atoms.

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WebCab Bonds for Delphi
$179 - WebCab Components

3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury bonds, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity.

General Pricing Framework offers the following predefined Models and Contracts:

Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floor, Forward Start stock option, Lookback Option, Ladder Option, Vanilla Swap, Vanilla Stock Option, Zero Coupon Bond, Barrier Option, Parisian Option, Parasian Option, Forward and Future.

Interest Rate Models: Constant Spot Rate, Constant (in time) Yield curve, One factor stochastic models (Vasicek, Black-Derman-Toy (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), Cox-Ingersoll-Ross Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model.

Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model.

Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model.

Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or maximum expected error. Evaluate the standard deviation of the price estimate, and the minimum/maximum expected price for a given confidence level.

This product also has the following technology aspects:

3-in-1: .NET, COM, and XML Web services - 3 DLLs, 3 API Docs,...
Extensive Client Examples (Delphi for .NET, C#, VB.NET)
ADO Mediator
Compatible Containers (Delphi 3-8, Delphi 2005, C++Builder, C++BuilderX, Office)

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