Quantitative Finance in Lua
an Investment Game
Introduction
This is a historical simulation of select US stocks since 1980. You are able to trade these stocks and see how you would have performed.
This is also a sophisticated calculator incorporating Lua and QuantLib.
Layout
There are 5 tabs on the bottom of the display.
Along the bottom is a status bar with four numbers. They are
- The simulation date. Its color determines the state of the game. If it's blue the clock is ticking. If black it's not ticking.
- Your net cash position. This has to remain non-negative otherwise the clock stops. This turns red if your cash position is negative.
- Your net value. This turns red if negative.
- The spot interest rate. That's the prevailing loan rate.
Index.
Hints on raising money
References
List
Mail