Algo Quant vesion 0.0.7 has been released.

This is a trial version of Algo Quant, an integrated quantitative trading strategy research and back testing system. http://www.numericalmethod.com/wiki/numericalmethod/wiki/AlgoQuant

This release contains bug fixes and the following new features.

• data adapter for Compustats data files
• CAPM
• Fama-Macbeth regression
• Markowitz portfolio optimization
• general portfolio optimization using Sequential Quadratic Programming
• an intra-day volatility arbitrage strategy
• Bloomberg API to download historical tick data
• strategy templates for easy coding and simulation

This version is not backward compatible with all previous releases.

algoquant-0.0.7.zip can be downloaded from here: http://numericalmethod.com/en/download.php