I wonder whether anyone has attempted to use Perl to write scripts to back-test various trading strategies?

I have written a simple program to test a simple interrelationship between sterling and dollars, and the strategy I tested (unsurprisingly) failed. Ah well, t'was merely a programming exercise...

Has anyone else attempted more complex trading systems using Perl and how did they find the compatibility of Perl with statistical testing? There are certainly programming languages (or basic programs) more designed to the task, but Perl is all I know (apart from awk and a little C) and surely anything can be done with Perl???

I have never put Perl to this use, so it is new territory for me. As an aside: Anyone know of any Perl scripts or modules people have written to determine regression equations? Seems highly complex, so I'll stick with STATA but I'd like to know if anyone else has done it.
~ defjukie

In reply to Using Perl for writing Trading Systems by defjukie

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