in reply to Generating Stock Price Data

I bet you want to test your trading system;)

If you want realistic stock price series this is not so easy. You basically have to run Monte Carlo simulations using probability distribution(s). Of course there are already tools that do just that. I'm not familiar with any Perl tools though. I use stuff from sourceforge. I was positively surprised by the amount of tools and APIs available. I encountered this link on MonteCarlo stock pricing, which may be of help to you.

Harry

Replies are listed 'Best First'.
Re^2: Generating Stock Price Data
by TeraMarv (Beadle) on Sep 09, 2009 at 15:25 UTC
    Harry, how did you know! ;)

    Thanks for the links, I'll take a look.

    It would be nice if I could implement this in Perl though so I can easily hook it up to all my groovy indicators.

    Thanks again,

    TeraMarv.
[reply]

In Section Seekers of Perl Wisdom