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Re: Using Perl for writing Trading Systems

by dba (Monk)
on Dec 23, 2004 at 16:17 UTC ( #417138=note: print w/replies, xml ) Need Help??


in reply to Using Perl for writing Trading Systems

I searched for modules in CPAN, but couldn't find what I was looking for.
I use WWW::Mechanize and LWP modules to get free data (Yahoo finance) and subscription data for specific equities based on pre-determined criteria and load them into a database( using DBI) and run various SQLs to test different strategies.
  • Comment on Re: Using Perl for writing Trading Systems

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Re^2: Using Perl for writing Trading Systems
by defjukie (Sexton) on Dec 23, 2004 at 17:05 UTC
    Thanks for the reply.

    Have you found these strategies profitable? I don't want to know the actual strategy, that is your gospel and for you only, but I just wonder: have you found statistically significant patterns?

    Once I complete my MA (bout 1 1/2 years) I am going to work for a proprietary trading firm, so this is more than just an intellectual interest....

    ~ defjukie
      There are plenty of mathematics modules on CPAN...

      found this bundle of modules...

      Can't really comment on them right now... once I have my exams and essays out the way - roll along, January 19th!- I will spend a week sifting through the stuff (no doubt, I will inform the monastery of anything of interest)

      Anyway, thanks for your help dudes. This is a subject I will return to soon.

      peace out
      For the limited period (past 2 months), I was able to validate a pattern for a specific group of stocks. However, Iam not ready to place my hard earned cash yet :) I will apply the pattern for the next month or so on paper and then slowly start using it.
        Sounds like a good idea. I'm not sure that time-frame can be considered statistically reliable. Then again, markets change: it also all depends on the time-frame between the buy and the sell. I assume you are daytrading or intra-daytrading. Anyway, I guess this isn't the place for non-Perl trading talk, so good luck in your trading!

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