Services & Resources / Wolfram Forums
-----
 /
MathGroup Archive
2002
*January
*February
*March
*April
*May
*June
*July
*August
*September
*October
*November
*December
*Archive Index
*Ask about this page
*Print this page
*Give us feedback
*Sign up for the Wolfram Insider

MathGroup Archive 2002

[Date Index] [Thread Index] [Author Index]

Search the Archive

RE: Re: help on backtesting

  • To: mathgroup at smc.vnet.net
  • Subject: [mg35193] RE: [mg35177] Re: [mg35155] help on backtesting
  • From: "DrBob" <majort at cox-internet.com>
  • Date: Sat, 29 Jun 2002 01:37:54 -0400 (EDT)
  • Reply-to: <drbob at bigfoot.com>
  • Sender: owner-wri-mathgroup at wolfram.com

It's simpler to just play the slot machines.

Bobby Treat

-----Original Message-----
From: Jonathan Rockmann [mailto:MTheory at msn.com] 
To: mathgroup at smc.vnet.net
Subject: [mg35193] [mg35177] Re: [mg35155] help on backtesting

 Hello Oleg and MathGroup,

Yes, I too am attempting to do Mathematical Finance as well as trading system
development on Mathematica versus some existing proprietary software
systems used by brokerages or other non-Mathematica software platforms whose
prices are exorbitant.  If anyone has any head starts/packages/products which
utilize Mathematica for Oleg's problem of trading system development or for
more simply/efficiently running the basic studies such as risk analysis,
forecasting, option pricing, etc., please also let me know!

Of course, I have already taken a look at WRI's Finance Essentials, Time

Series, etc. and Derivatives expert (a third party software) is also a bit
pricey and I'm not even sure that it would be a definitive solution to 
all of the above specs.

Once again, I thank all of you who take part in MathGroup.

Sincerely,

Jonathan Rockmann
mtheory at msn.com

 
----- Original Message -----
From: burd at gmx.net
To: mathgroup at smc.vnet.net
Subject: [mg35193] [mg35177] [mg35155] help on backtesting
 
Dear Group,
may be you can help me.
I'm trying to model backtesting for arbitrary stock trading system in
Mathematica. I choose Mathematica hoping that issues like complex
stochastic strategies etc can be easily implemented. The advantage I
was loking for was speed. However I'm experiencing problems with
trivial issues like keeping track of trading position, stop loss
limits etc. Have somebody ever done smth like this? Any help and
advice would be appreciated.
Thx and have bull markets,
Oleg.





  • Prev by Date: Re: Orientation of BarChart labels
  • Next by Date: Re: Re: help on backtesting
  • Previous by thread: Re: help on backtesting
  • Next by thread: Re: Re: help on backtesting