Theta Suite components
The Theta Suite is a modelling and analysis environment for financial engineers. The software supports the design and analysis of arbitrary financial products and trading strategies with an easy to use graphical front end. The Theta Suite application comprises three components: The text-based ThetaScript Editor, the graphical Thetagram Editor and the Theta Analyzer. Following is a short description of each component, along with a feature list and screen shots.
ThetaScript Editor
A ThetaScript is a representation of ThetaML in the form of a simple programming language. The ThetaScript Editor supports the creation and modification of models. The Theta Suite also comes with a library of ready-to-use ThetaScript examples for you to study and build upon.
Some of its features are:
- Syntax highlighting
- Auto completion
- Error highlighting
- Trigger numerical evaluation
Thetagram Editor
A Thetagram is a representation of ThetaML in graphical form, similar to a flowchart.
The Thetagram Editor allows you to create and manipulate visual representations of financial models. This simplifies model analysis and communication of its contents.
The Thetagram Editor's features are:
- Creation of a Thetagram from a ThetaScript
- Basic editing support
- Basic automated layout
- Export to various image formats
Theta Analyzer
Model analysis with the Theta Suite comprises three steps. First, you create a runtime configuration for a model defined in ThetaML. Next, Theta Analyzer automatically generates optimized Monte Carlo code for you. Finally, you run the generated code and analyze the simulation results in the Theta Result Explorer.
Theta Analyzer features comprise:
- Theta Configuration Editor
- Easy-to-use interface for specifying model parameters
- Automatic creation of a default configuration
- Versatile support for data import
- Theta Result Explorer
- Timeseries plot of selected paths
- Quantile plot of a time series
- Scatter plot between selected variables
- Probability density plot
- Histogram
- Support of multi-dimensional variables
- Computation of statistical properties
- Data export