You are viewing an archived page from the original site. Go to the new numericalmethod.com →

source: algoquant/core @ 1576

Revision Log Mode:


Legend:

Added
Modified
Copied or renamed
Diff Rev Age Author Log Message
(edit) @1576   21 hours haksunli CHG: minor javadoc improvement
(edit) @1575   22 hours jlehmann FIX: Removed folders that should have been deleted, fixed warning in …
(edit) @1574   23 hours jlehmann CHG: Much improved interface, added precision parameters to interface/xml, …
(edit) @1571   2 days jlehmann ADD: Rewrote GUI application in JavaFX
(edit) @1570   2 days haksunli CHG: refactoring the factor model code
(edit) @1569   3 days kenyiu CHG: Updated version to 0.9.0-SNAPSHOT after release.
(edit) @1566   4 days kenyiu FIX: Allowed Yahoo data downloading tests to pass if Yahoo website is down …
(edit) @1565   4 days kenyiu CHG: Moved SimulationParams?.fxml to 'resources' folder for maven to copy …
(edit) @1564   4 days kenyiu CHG: Updated POM settings to set classpathScope to 'compile' in order to …
(edit) @1563   4 days kenyiu CHG: Fixed compile errors, javadoc errors, imports, versions for …
(edit) @1562   5 days jlehmann CHG: Moved new JavaFX Gui to core and added dependency (not sure if it …
(edit) @1561   5 days jlehmann Gui now showing all products from the Compustat tables
(edit) @1560   5 days haksunli CHG: refactoring the factor model code
(edit) @1559   6 days haksunli CHG: renamed *crosssectional* to *panel*
(edit) @1556   6 days haksunli CHG: refactoring the cross-sectional factor model code
(edit) @1555   6 days jlehmann ADD: XML functionality for framework ADD: Progress bar FIX: Updates now …
(edit) @1553   6 days haksunli CHG: reorganized classes and packages
(edit) @1552   7 days jlehmann ADD: Demo GUI for CrossSectional? factormodel strategy
(edit) @1551   9 days haksunli CHG: minor refactoring
(edit) @1550   9 days haksunli CHG: minor refactoring
(edit) @1549   12 days haksunli CHG: removed an empty folder
(edit) @1548   12 days haksunli CHG: standardize the naming convention: all Factory classes now use …
(edit) @1547   12 days jlehmann FIX: Fixed bug in the framework demo and factored out loading the …
(edit) @1546   12 days haksunli CHG: minor refactoring
(edit) @1545   13 days jlehmann ADD: Framework version of the cross-sectional regression strategy (still …
(edit) @1544   2 weeks jlehmann ADD: Interfaces and initial class for automating the report generation
(edit) @1543   2 weeks jlehmann CHG: Refactored PDF report from CrossSectional? demo into AQ core
(edit) @1542   2 weeks haksunli CHG: reorganized classes and packages
(edit) @1541   2 weeks haksunli CHG: reorganized classes and packages
(edit) @1540   3 weeks haksunli CHG: deleted unused template - SimTemplateMarketSnapshots?.java
(edit) @1539   3 weeks jlehmann CHG: Refactoring to MCSimulation: factored out all of the …
(edit) @1538   3 weeks jlehmann CHG: Big refactoring to MC - made plotter OO, added MCSimulationTask and …
(edit) @1537   3 weeks jlehmann FIX: Fixed test CHG: Added name() to PerformanceMeasure? CHG: Removed …
(edit) @1536   3 weeks haksunli CHG: ignored NetBeans files
(edit) @1535   3 weeks haksunli CHG: allow putting together components to build a simulation template
(edit) @1534   3 weeks haksunli FIX: added back SimTemplatePortfolioRebalancing?.java
(edit) @1532   3 weeks jlehmann FIX: Demos and test cases, CHG: Refactoring of mostly sensitivity analysis
(edit) @1531   3 weeks haksunli CHG: refactoring the simulation template for periodic portfolio …
(edit) @1530   3 weeks haksunli CHG: refactoring the simulation templates
(edit) @1529   3 weeks jlehmann FIX: Fixed failing test cases\nCHG: Began refactoring crosssectional demo …
(edit) @1526   4 weeks jlehmann ADD: Finished MC Sim for Cross sectional demo ADD: PDF reporting library …
(edit) @1525   4 weeks jlehmann ADD: Demos for strategy and sensitivity analysis, almost finished MC CHG: …
(edit) @1524   4 weeks haksunli CHG: minor refactoring; javadoc
(edit) @1523   4 weeks jlehmann CHG: Refactored PeriodicRebalancingSimulation? and …
(edit) @1522   4 weeks haksunli CHG: javadoc
(edit) @1521   4 weeks haksunli CHG: refactored the test cases (now passing with the new SS API)
(edit) @1520   4 weeks jlehmann ADD: Tests for OLS and Fixed Regression FIX: Some bugs ADD: Finished …
(edit) @1519   4 weeks haksunli CHG: refactored the package '...regression.crosssectional'
(edit) @1518   4 weeks jlehmann ADD: Unfinished test for FixedEffectsCrossSectionalRegression? ADD: Began …
(edit) @1517   4 weeks haksunli ADD: added a package to do cross-sectional regression for stocks
(edit) @1516   4 weeks haksunli CHG: refactored the 'factor' package; removed the unused interface
(edit) @1515   4 weeks haksunli CHG: refactored the package ...portfolio and ...portfolio.weighting
(edit) @1514   5 weeks haksunli CHG: refactored the package ...market
(edit) @1513   5 weeks haksunli CHG: moved package ...stock.snapshot to ...stock.market CHG: now use …
(edit) @1512   5 weeks haksunli CHG: refactored the package "companyhistories"
(edit) @1511   5 weeks haksunli CHG: refactored CompuStat? package
(edit) @1510   5 weeks haksunli CHG: simplified 'bucketing' API/interface
(edit) @1509   5 weeks haksunli CHG: renamed 'stockId' to 'stockID'
(edit) @1508   5 weeks haksunli CHG: refactoring the CompuStat? data structures; using Stock (instead of …
(edit) @1507   5 weeks haksunli CHG: renamed "equity" to "stock"
(edit) @1506   5 weeks haksunli CHG: moved "Momentum.java" to .../factor/accounting/ CHG: improved …
(edit) @1505   5 weeks haksunli CHG: improved javadoc
(edit) @1504   5 weeks kenyiu DEL: Removed obsolete classes.
(edit) @1503   5 weeks kenyiu CHG: Added setCalibrationReturns() to PeriodicRebalancingStrategy?.
(edit) @1499   5 weeks kenyiu CHG: Fixed imports.
(edit) @1498   5 weeks haksunli FIX: fixing AQ compilation error
(edit) @1497   5 weeks haksunli CHG: updated with suanshu api
(edit) @1496   6 weeks kenyiu CHG: Updated CombinedCacheTest? to make parallel testing feasible.
(edit) @1495   6 weeks haksunli CHG: renamed '*Equity*' to '*Stock*'
(edit) @1494   7 weeks haksunli ADD: added back CompanyHistoriesFilter?.java for AlgoQuant to compile
(edit) @1492   7 weeks haksunli CHG: minor refactoring; renaming packages and classes
(edit) @1491   7 weeks haksunli CHG: minor refactoring; renaming packages and classes
(edit) @1490   7 weeks haksunli CHG: minor refactoring; renaming packages and classes
(edit) @1489   7 weeks haksunli CHG: minor refactoring; renaming packages and classes
(edit) @1488   7 weeks haksunli CHG: minor refactoring; renaming packages and classes
(edit) @1487   7 weeks haksunli CHG: minor refactoring; renaming packages and classes
(edit) @1486   7 weeks haksunli CHG: minor refactoring; renaming packages and classes
(edit) @1485   7 weeks haksunli CHG: minor refactoring; renaming packages and classes
(edit) @1484   8 weeks kenyiu FIX: Yahoo Finance updated stock names (again).
(edit) @1483   2 months kenyiu CHG: Fixed javadoc in DuplicateFilter?.
(edit) @1482   2 months kenyiu CHG: Upgraded to 0.9.0-SNAPSHOT after release.
(edit) @1480   2 months kenyiu CHG: Updated version to 0.8.0 for release.
(edit) @1479   2 months kenyiu CHG: Fixed javadoc in DailyDataSampler?.
(edit) @1478   2 months kenyiu CHG: Fixed YahooPropertyLoaderTest? as Yahoo Finance changed the name of …
(edit) @1477   2 months kenyiu CHG: Relaxed precision requirements for assertions in …
(edit) @1476   3 months kenyiu CHG: Added DepthCacheUtils?.loadReturnsMatrix().
(edit) @1472   3 months kenyiu ADD: Added utilities for exporting simulation results to XML files.
(edit) @1471   3 months haksunli FIX: DuplicateFilter? should ignore 'null'
(edit) @1470   3 months haksunli ADD: added a filter to filter out duplicates
(edit) @1469   3 months haksunli ADD: cache samplers can use "skipped" entries to produce the next entry, …
(edit) @1466   4 months haksunli FIX: javadoc typos
(edit) @1463   4 months kenyiu CHG: Updated version number after release.
(edit) @1460   4 months kenyiu CHG: Updated version number for new release.
(edit) @1455   5 months kenyiu CHG: Deprecated NASDAQ100 and disabled its test for its freshness.
(edit) @1454   5 months kenyiu CHG: Fixed import in MarkowitzPortfolio?.
(edit) @1451   6 months kenyiu FIX: Wrong settings in Apache config file.
(edit) @1450   6 months kenyiu CHG: Updated version to 0.7.0-SNAPSHOT.
(edit) @1447   6 months kenyiu CHG: Updated version for release (0.6.0).
(edit) @1445   6 months kenyiu CHG: Fixed compile errors for SuanShu API changes.
(edit) @1443   7 months kenyiu ADD: Added CsvMeasureValuesExporter? to export daily dynamic measure values …
Note: See TracRevisionLog for help on using the revision log.