New Tutorial: Develop Your own Functions for the Quantrix Modeler

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I have created a tutorial to show the development of a new function for the Quantrix Modeler step by step.

You can find the whole package as an attachment to this post (Function Development Tutorial.zip).

Start by reading the Readme.txt file.

Here is a complete list of the files in the package:
– Readme.txt
– Building a new Function for the Quantrix Modeler with QAPI 2.pdf (the tutorial)
– MonteCarlo.java (the necessary Java code)
– com.quantrix.function.montecarlo_1.0.0.jar (the function plugin)
– VerySimpleSimulation.model (the Quantrix model file)

Please note that the provided MonteCarlo function is very simple. The goal of this tutorial is to show how one can develop his or her own functions for Quantrix and not to develop an option pricing framework.

All questions, feedbacks and critics are warmly welcomed and I am looking forward to develop further functions for Quantrix.

Many thanks to Bryan Lewis for his support and very helpful feedback.

Dominik

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Luca,

Thank you for your regression example in the other thread.

It is a useful addition to Quantrix and should definitely be part of the Finance package.

What I will do next:
– Define the scope of the project
– Write a (short) project description
– Develop a high-level structure of the API
– Develop UML diagrams of the interfaces and classes

I will start small and prgress step by step by adding small pieces. Your contribution is very much appreciated!

Dominik

Luca wrote:
[My latest experiments with functions dealt with multiple regression (see this thread: [url:1c11ka4x]http://www.quantrix.com/forums/showt...ple+regression[/url:1c11ka4x]).
I would be interested in collaborating to a project dealing with advanced financial or statistical functions.]

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Dominik,
at our department we are developing mainly QAPI actions (procedures) for importing / exporting XBRL documents into/from Quantrix. My latest experiments with functions dealt with multiple regression (see this thread: [url:1vtu0bta]http://www.quantrix.com/forums/showthread.php?t=306&highlight=multiple+regression[/url:1vtu0bta]).
I would be interested in collaborating to a project dealing with advanced financial or statistical functions.

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Luca,

Thank you very much for your kind words!

As I know from your paper regarding XBRL and Quantrix that you are a very experienced Quantrix user I wanted to know whether you have developed your own functions for Quantrix and what your learnings are. Do you plan to develop one or more use cases?

I am looking forward to a discussion with you and other members in this forum.

Dominik

[quote="lerzegov":fdfytbtp]Congratulations, your example is clearly explained and relevant. Maybe a collection of use cases for QAPI functions and actions will come out with time following your first contribution. I will look for some interesting case encountered in my experiments that could be discussed in this section of the forum.[/quote:fdfytbtp]

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Congratulations, your example is clearly explained and relevant. Maybe a collection of use cases for QAPI functions and actions will come out with time following your first contribution. I will look for some interesting case encountered in my experiments that could be discussed in this section of the forum.

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Thanks for your efforts Dom! I am sure many people will find this useful…

-Mike