From: conover@netcom.com
Subject: Tsinvest, version 0.4, stock trading program released.
Date: Mon,  9 Feb 1998 12:02:13 GMT

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The C sources to a stock trading program, tsinvest.tar.gz, version
0.4, are available at ftp://sunsite.unc.edu:/pub/Linux/Incoming or
ftp://sunsite.unc.edu:/pub/Linux/apps/financial/investment. The
sources are free for non-commercial use.

The program tsinvest is for quantitative financial analysis of equity
values.  An optimal portfolio investment strategy for multiple
equities is computed. The program decides which of all available
equities to invest in at any single time, by calculating the
instantaneous future value of all equities, and using statistical
estimation techniques to estimate the accuracy of the calculated
values. Entropic techniques are used throughout. A tutorial is
presented in the man(1) pages. A companion equity market simulation
program is included.

        John
        
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John Conover, 631 Lamont Ct., Campbell, CA., 95008, USA.
VOX 408.370.2688, FAX 408.379.9602
conover@netcom.com




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