Tutorials
Hear from the very makers of Quantlab. In this library, we have gathered videos that helps you get going with Quantlab and Qlang. Visit our Youtube channel for the full range of videos available.
Black-Litterman portfolio optimization
Portfolio Optimization using the Black-Litterman estimation of expected excess returns. We calculate the market implied excess return from the market portfolio. Using the Black Litterman statistical averaging we create a new set of return estimations using our own investor view to get a mixed and balanced return view.
Building Angular front-end
Example usage of web development using Quantlab HTTP(S) server as backend. We look at an example of getting some bond pricing as well as a full interest rate swap pricer example. Angular can be used to create "app" like experience with short-cuts both on handheld and desktop devices.
Central Bank Meetings
How to create a discount function from your own assumptions of Central Bank meetings and the prospective rate changes. We use a base discount function plus a spread to create a curve to price bonds from. A workspace to show case the result is also created from scratch.
Create Instrument Table
Creating a workspace with an instrument vector and adding an number of key numbers to the table. Here we use the special purpose instrument table widget in Quantlab.
LLVM compiler for Qlang
Released some time ago, Qlang in Quantlab use the LLVM compiler and optimizer to generate machine code. This changes everything! Using LLVM optimization, Qlang will be (almost) as fast as C/C++ code. It will be able to use AVX/AVX2 and later also AVX-512 architecture.
Quantlab in Python 1
Do you want to use the Quantlab financial library, real-time functions, instrument definitions or even your own Qlang library functions from Python? Now you can! With the release of the Quantlab API for Python 2.7 and 3.7 it's as simple as "import ql".
Swap fwd-fwd heatmap
How to present calculated swap pricing spreads using a heatmap with custom colors and bounds. For more on text rgb type, see the manual.
Using the -L option
How to open a Quantlab Developer Editor and Debugger directly from command prompt or short-cut using the option -L. A file/function can be loaded directly into the editor and run. This to be able to write, test and debug server code directly without creating a workspace and attaching a test function.
Workspace Basics
A quick workspace environment tutorial. Where to find and view components such as; - Workspace browser - Code library - Function browser - Message and compiler window - Realtime status - Tabs - Database tool