Statmetrics is a software application providing an interactive environment for computational finance. It combines innovative quantitative finance technologies with traditional technical and econometric analysis methods. Statmetrics can be used in diverse fields to perform econometric analysis, technical analysis, risk management, portfolio management, and asset allocation.
Strategico is an engine for running statistical analysis over groups of time series. It can manage one or more groups (projects) of time series: by default, you can get data from a database or CSV files, normalize them, and then save them inside the engine. The first statistical analysis implemented inside Strategico is the "Long Term Prediction": it automatically finds the best model that fits each time series. Some of the models implemented are mean, trend, linear, exponential smoothing, and Arima. Strategico is scalable: the statistical analysis over each time series (of a project) can be run separately and independently. It is suggested that you set up an HPC Cluster (High Performance Computing) and/or use a resource scheduler like slurm. It is developed with R, one of the most famous statistical languages.
allmon is a generic system for collecting and storing various runtime metrics collections used for system performance, health, quality, and availability monitoring purposes. The system also provides a set of data-mining algorithms useful for further performance analysis. Allmon is designed to harvest different metrics values coming from many areas of monitoring infrastructure. The collected data are based on quantitative and qualitative performance and availability analysis. Allmon collaborates with other analytical tools for OLAP multidimensional analysis and data mining processing. The tool can be used for production as well as for development (profiling) and QA (load testing) purposes.
The program arbtt, the automatic rule-based time tracker, allows you to investigate how you spend your time, without having to manually specify what you are doing. arbtt records which windows are open and active, and provides you with a powerful rule-based language to afterwards categorize your work.
fswalker is an indexer and query tool for large filesystems. On large filesystems it is impossible to run tools such as du and obtain results in a reasonable time. fswalker crawls over a filesystem and populates a SQLite database containing information about each file. The fsq utility can then be used to query the database and obtain information much faster. It is intended that fswalk be run in a periodic manner so the sysadmin can monitor changes in the filesystem and produce reports.
Libfbm is a C++ library for fast and accurate bulk-simulation of multi-dimensional (1D, 2D, 3D, .., 8D) Gaussian stationary processes, fractional Brownian motion, and fields with power-law power spectrum. It makes use of the circulant matrix embedding and FFT. Random number generation is provided by SFMT (SIMD-optimized Mersenne Twister) with a ziggurat based algorithm for normal distribution. For FFT functions, it depends on the FFTW library.
n2 is a client/server system for transmitting forensic snapshots from a number of hosts to a receiver node. This receiver collects statistics and is able to present an overview of the current and historical situation on a server. n2 provides a robust solution for real-time monitoring, optimizing performance, and analyzing crashes.
pepper is a commandline tool for retrieving statistics and generating reports from source code repositories. It ships with several graphical and textual reports, and is easily extensible using the Lua scripting language. It includes support for multiple version control systems, including Git and Subversion.