Welcome to Michael Kapler's Home Page

I'm passionate about Stock Market and Financial Strategies. I use R in my everyday projects to solve various financial problems.

I have developed a number of financial applications. They are free and you are very welcome to download and use them:

  • Do you want to know when is a good time to buy Wal-Mart or any other company? Have a look at Seasonality Analysis Tool - this program uses historical data to find the most profitable month for a given stock and creates detailed historical candle charts for a selected month.
  • Do you want to know how much your portfolio/strategy can lose in a day/month/year? Have a look at VaR Tool - this program computes and creates Value at Risk (VaR) statistics for a given stock portfolio or historical strategy returns.
  • Do you want to know what SP500 will do in a next 5/20/60 days? Have a look at Match Tool - this program finds historical periods similar to the one specified by the user and presents a summary and detailed statistics for the found matches. Want to know the future? Use historical data to predict the answer. Specify the last 120 days (6 months) as the pattern and examine what has happened to the similar historical periods found by the program.
  • Do you want to find out what is the exposure of your favourite mutual fund or index to value/growth? Have a look at Style Analysis Tool - this application performs the rolling window historical Style Analysis to determine portfolio holdings and provides you with historical and current estimated holdings. For example, do a historical Style Analysis over rolling 120 days (6 months) to find the exposure of a mutual fund/index to value/growth.
  • Do you want a simple and easy to use utility that can extract data from Bloomberg without using Excel? Have a look at BloombergExtract Tool - this application automates and simplifies data extraction from Bloomberg.
All calculations in the above tools are performed in R. In order for tools to run successfully, make sure to download R prior to using the tools. I also recommend to install Yahoo & Google Historical Quotes Downloader to automatically update your stock prices.


Read my interview at the www.InvestingThesis.com: "Statistical Arbitrage Pairs Trading With Michael Kapler of SciVest Capital Management"

Seasonality Analysis Help - a short tutorial showing features of Seasonality Analysis tool

Wal-Mart analysis with Seasonality Analysis tool

VaR Tool Help - a short tutorial showing features of VaR Tool

Match Tool Help - a short tutorial showing features of Match Tool


Drop me a line if you have any questions. My e-mail is: m.kapler@sympatico.ca

Looking forward to hearing from you,

Michael Kapler

P.S. Feel free to link to this website or to mention it in your blogs, forum posts, etc.

These programs are free, but donations to support them will be appreciated. Click below if you wish to make a donation.

Make a Free Website with Yola.