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From: Joel Reymont on 13 Oct 2009 07:18
Who is using Mathematica for trading and backtesting?

I just bought my copy and would like to model futures and options
trading systems.

Thanks, Joel

---
http://twitter.com/wagerlabs

From: richard.wesley.todd on 13 Oct 2009 23:19
On Oct 13, 6:18 am, Joel Reymont <joe...(a)gmail.com> wrote:
> Who is using Mathematica for trading and backtesting?

I use it to help me develop technical indicators to support my
trading. A few times, I've written posts involving my use of
mathematica: http://www.movethemarkets.com/blog/tag/mathematica

To date, it's just been various small investigations, and then I go on
to pursue things in one of the programmable trading platforms. Soon,
though, I plan to tie mathematica into ninjatrader via the .net/link
API, and have it do the actual analysis. That's going to be great if
it works out, since I won't have to prototype the idea and then
implement it a second time by hand.

From: Armand Tamzarian on 13 Oct 2009 23:20
On Oct 13, 6:18 am, Joel Reymont <joe...(a)gmail.com> wrote:
> Who is using Mathematica for trading and backtesting?
>
> I just bought my copy and would like to model futures and options
> trading systems.
>
> Thanks, Joel
>
> ---http://twitter.com/wagerlabs

Cannot answer your question but I'm assuming you have a Bloomberg so
this may be of interest:

http://library.wolfram.com/infocenter/MathSource/7357/

Mike

From: Michael Stern on 13 Oct 2009 23:21
We use it for such purposes. If you use Bloomberg, you may want to try
out our Bloomberg-to-Mathematica data import tools in the Wolfram Library.

http://library.wolfram.com/infocenter/MathSource/7357/



Joel Reymont wrote:
> Who is using Mathematica for trading and backtesting?
>
> I just bought my copy and would like to model futures and options
> trading systems.
>
> Thanks, Joel
>
> ---
> http://twitter.com/wagerlabs
>
>

From: Joel Reymont on 14 Oct 2009 07:58
Is Mathematica suitable for keeping up to date a time series built
from a real-time data feed?

Suppose I want to daytrade futures. I can try to hook up ZenFire
(http://www.rithmic.com) to Mathematica but should I make it update a
time series of various contracts or should I do this outside of
Mathematica?

If I update a time series in real time within Mathematica, can it keep
a file of doubles on disk rather than keep everything in memory? In
other words, is Mathematica suitable as a tick (quote) database?

Thanks, Joel

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