new member

[Emmanuel]

Hello list members,

Just wanted to say "hi" to the group. I have just found the
Math::Business::StockMonkey by searching CPAN. Looks interesting.

I wonder if any of you had a look at http://www.geniustrader.org/ and
if yes what is your opinion about it when it comes to building a
technical trading system.

Cheers
Emmanuel

[Paul Miller]

On Oct 13, 3:01 am, Emmanuel <gad...@gmail.com> wrote:
> Hello list members,

Hi there!

>
> Just wanted to say "hi" to the group. I have just found the
> Math::Business::StockMonkey by searching CPAN. Looks interesting.

Thanks. It's not really that interesting in my opinion, it's just
useful. It's nothing you can't write in excel macros if you're of a
mind to do it. I just wanted the modules available for quick
calculations -- usually for projects not related to trading. These
functions tend to be very helpful for data smothing and kinds of fuzzy
logic as well.

> I wonder if any of you had a look athttp://www.geniustrader.org/ and

> if yes what is your opinion about it when it comes to building a
> technical trading system.

I have seen it. I consider their project light-years ahead of this
one, but they're not really related.

If your goal is to build an automatic trading system or to simulate a
trading strategy or environment... GT is totally the way to go. They
have a lot more options, graph types, indexes and functionality.

However, if your goal is to quickly build a simple moving average on
some data and toss it in a database, and you really don't care about
trading, SM is a lot more light weight, easier to install, and is a
more perl-like distribution (why isn't GT on CPAN again?).

Also, I link to GT and talk about the above in the FAQ: http://tinyurl.com/3pzpdh

-Paul

[Emmanuel]

On Mon, Oct 13, 2008 at 7:51 PM, Paul Miller wrote:

Thanks.  It's not really that interesting in my opinion, it's just
useful.  It's nothing you can't write in excel macros if you're of a
mind to do it.

Excel macros? Not for me thanks... A trip to the dentist sounds more fun.

 

 I just wanted the modules available for quick
calculations -- usually for projects not related to trading.  These
functions tend to be very helpful for data smothing and kinds of fuzzy
logic as well.

I'm interested for the same reasons - having the functions available for quick calculations. However this would be trading related. Paper trading for now. Who would want to execute real trades in this market environment?

What projects do you use them on? Just curious.
 

I have seen it.  I consider their project light-years ahead of this
one, but they're not really related.

Perhaps, but the project doesn't look like it's maintained. Mailing lists are empty. The project doesn't seem to have been updated in a while. Or maybe I have looked in the wrong places.
 

If your goal is to build an automatic trading system or to simulate a
trading strategy or environment... GT is totally the way to go.  They
have a lot more options, graph types, indexes and functionality.

I want to build my own systems but the functionalities of GT are not enough so I would have to extend them. Or build from scratch using StockMonkey.

However, if your goal is to quickly build a simple moving average on
some data and toss it in a database, and you really don't care about
trading, SM is a lot more light weight, easier to install, and is a
more perl-like distribution (why isn't GT on CPAN again?).

I wonder why GT isn't on CPAN. Anyone using it?
 

Also, I link to GT and talk about the above in the FAQ: http://tinyurl.com/3pzpdh

Thanks.

Emmanuel

[Paul Miller]

On Mon, Oct 13, 2008 at 10:12 AM, Emmanuel <gad...@gmail.com> wrote:
> Who would want to execute real trades in this market environment?

I fail to see why this market different than any other. In fact, some
people think the bottom hit already. If they're right, last week was
the very best time to buy (discounts).

For my part, I'm doing quite well. My BEARX is up 85% due to the
downturn.

> What projects do you use them on? Just curious.

Data smoothing. I look for anomalous results in various network
monitoring (proprietary stuff, sorry); and I also use it to predict my
skill-level in the subspace continuum. The bollinger bands (in
particular) tell me when I had a lucky streak as opposed to an actual
skill increase.

> Perhaps, but the project doesn't look like it's maintained. Mailing lists
> are empty. The project doesn't seem to have been updated in a while. Or
> maybe I have looked in the wrong places.

Search me. I have almost no interest in the project. They did seem
to get quite far though, assuming it's really dead, I'd expect future
work from them. Who knows though.

> I want to build my own systems but the functionalities of GT are not enough
> so I would have to extend them. Or build from scratch using StockMonkey.

Stock monkey is just the signal processing... You'd have to build some
kind of trade engine from scratch. I actually built one a few months
ago to test someone's magic trading theories (which are just as much
reading tealeaves as actually reading tealeaves imo).

I think this stuff lends well to that kind of thing, but others
probably disagree.

> I wonder why GT isn't on CPAN. Anyone using it?

I believe people use it. Lots of people have emailed me to tell me
I'm duplicating their work... I don't think I am, but I get that a
lot. I suspect it isn't on CPAN because it's not designed to fit into
CPAN very well. It looks more like the pull a tarball from the
website type of design to me.

[Emmanuel]

On Tue, Oct 14, 2008 at 2:29 AM, Paul Miller <jet...@gmail.com> wrote:

I believe people use it.

Correct, I found the maling list actually is quite active
http://www.geniustrader.org/lists/devel/index.html