Dear All, I finally figured out how to setup and run a scalable server with Amazon EC2 (Elastic Compute Cloud). It sounded to me like the ideal...
Dima, Sorry about that, you are totally right. I guess you can only get historical data for ETF's, stocks, etc and not the indexes on Google...
Dima, Click "download to spreadsheet" next to the update button. Open that file with Excel . The file will be in csv format which Excel has no...
Dima, Google finance. Click on historical prices near the top right corner of the chart. Then select the date range and make sure to click...
fluttrader, Here's a quote from page 5 of acrary's thread, "One series of studies I did was to find out what were the important factors in...
bigdavediode, I looked up Ralph Vince's books on Amazon and the other reviewers agreed with you. I ordered his newest, it should be...
I'm interested too. It's too bad entries have to use their proprietary system. Max
Corey, I looked up the details of the GARCH model and I agree it's a step up from VaR. If anyone else is interested and not completely familiar...
squeeze, Good question- no, I'm a nineteen year old computer science student at UC Berkeley. I'm approaching automated trading from the...
I re-read an old post from acrary which stressed the importance of being consistently profitable over a certain interval. It made a lot of sense...
dtrader98, Thanks, I certainly agree that it would be impossible to create a quantitative NN from scratch based on the story. Input...
I wrote the following story to help beginners understand neural networks. I've noticed on ET that many people have a vague idea that NNs are very...
momone, I agree. It seems like they never tire of answering the same questions. Regards, Max maxdama.com
Batman28, I just want to make the strategies. I'm glad some good, hard to find projects are being posted. Regards, Max...
chvid, Thanks for those two links, I hadn't realized JSystemTrader was still in active development. The other one, truetrade, looks...
Dear All, I have been using OpenQuant for about a month but it doesn't support high and low-level strategy self-optimization so I am looking...
Journeyman, You are correct, I am showing the opposition of robustness and over-optimization for a generalized approximation algorithm. I did...
UDon't, RightEdge looks prettier (antialiased-looking charts) than OpenQuant. It also looks like they are making basically the same piece of...
From a Computer Science Major's perspective, OpenQuant is a fine piece of software. It was clearly planned and coded by a team with good software...
ATLien, Great link to the MIT OCW site, unfortunately Scheme won't help learn C# at all. They are as different as peotry and a lego instruction...
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