Re^2: Using Perl for writing Trading Systems

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

Comment on Re^2: Using Perl for writing Trading Systems

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...as an aside by defjukie (Sexton) on Dec 23, 2004 at 21:37 UTC
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 ~ defjukie	[reply]
Re^3: Using Perl for writing Trading Systems by dba (Monk) on Dec 24, 2004 at 00:16 UTC
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.	[reply]
Re^4: Using Perl for writing Trading Systems by defjukie (Sexton) on Dec 24, 2004 at 04:22 UTC
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! ~ defjukie	[reply]