QuantLib on the iPhone

On building an integrated QuantLib/Lua platform on the world's most popular computer.

Friday, July 19, 2013

Discount to $1.99

For a short time only! $1.99.

You get the full package.

Thursday, July 4, 2013

Saturday, June 22, 2013

Six Reasons to get QuantLua

QuantLua is a new app available on the app store. It is made especially for people in quantitative finance, or learning finance and financial engineering, but useful for others too. It consists of two main parts: the QuantLib/Lua programming environment and the historical stock simulator. These two components can be used separately, but have been built to work together well. With QuantLua you are able to download historical data, analyze it and display it in various ways.

Here are 6 good reasons why you want to get QuantLua.

1. The graphics are impressive. What other app allows you construct your own plots to analyze various aspects of the stock market? You are not constrained by the graphs provided, you can take the examples provided and make them suit you.

2. There are many functions at your disposal, and many more to come. QuantLua is built on two well tested pillars, Lua and QuantLib. Lua is a full fledged programming language with features not found in other languages. QuantLib is a powerful computational finance library providing with lots of functionality. If you do not find the function you need, you can create it yourself or ask.

3. It is fun and educational. The stock simulator can be used to teach about how the stock market works. It can be used as game to test how good a trader you are (or were) compared to your friends.

4. It is cheap. There is no other program on any platform with as much functionality as QuantLua at such a low low price. Only custom built platforms costing tons of money can provide such functionality.

5. You are in control. We have provided examples of what you can do, but ultimately you are not hemmed in by our examples. You can try your own ideas, including things we have never imagined.

6. There is support. QuantLib has a very strong online community where you can learn more on how to use it. Lua has been around for a very long time and has gathered a huge following due to its versatility. As always, we are always here to help.

So don't hesitate: head over to the iTunes App store and grab yourself a copy

Introduction to the plot command.

An introduction to the plot command is now up at the quantlua support site

This is one of the most important commands as it enables you to create a wide range of plots.

Thursday, June 20, 2013

Discount for a limited time.

QuantLua will be selling at 40% discount from now until the end of the month.

Hurry while offer lasts!

Friday, June 14, 2013

QuantLua now approved for the iTunes App store.

QuantLua has been approved for the app store and is scheduled to appear shortly.

The app is available here

QuantLua is the most comprehensive financial application available for the iPhone. It has these main features: 

-A programmable historical stock simulator for select US stocks 

-The most comprehensive finance calculator available, incorporating the QuantLib quantitative finance library and the programming language Lua. 

-Excellent graphics library for building your own plots. It includes line graphs, bar graphs and pie charts. 

The historical stock market simulator is for select US stocks. It enables you to build a portfolio and see how the strategy would have performed over time. It is also fully programmable, enabling the analysis of dynamic strategies. 

Also included is a historical stock and currency data feed. This imports stock data from Yahoo Finance and currency data from OANDA directly into the Lua programming engine. 

All this is powered by Lua, an intuitive and complete programming language well suited to financial analysis.

Tuesday, June 11, 2013

Small fix for an example script

The script "UserScripts/Graphics/Function" has a small bug. It should be

-- define function

local function fc(x)

  return math.cos(x)



local function fs(x)

  return math.sin(x)