Backtesting

There are two issues with the Pearson type IV distribution: (I) the complex gamma function entering the normalization constant in the probability density function (pdf) and (II) the complex Gauss hypergeometric function entering the cumulative distribution function (cdf). For the complex gamma...

Dynamic portfolio rotation trading system backtesting. Matrix calculations of a list of securities over a date range allow for stock or fund rotation through a portfolio, as well as an entire new category of "Market Breadth" indicators, and new methods of analysis and trading. Pikker will test...

Time Series API is a professional C++ class library for simulating (backtesting) and deploying financial trading strategies as well as general purpose time series modelling. The library is a stand-alone time series engine that can be extended via a component object model. Models are defined...


Platforms: Windows

Seer Trading Platform is an software application for the building, backtesting, optimizing and automatic trading of stock, futures and forex trading systems. Seer is able to backtest and optimize multiple systems, with each system using a portfolio of symbols across multiple time frames using an...


Platforms: Windows

%Author: Moeti Ncube%This is code that can be used to backtest a trading strategy. The example strategy used was partially used in the development of a medium-frequency algorithmic trading strategy; this is a some of the backtesting coding we use to analyze tick data.This code can be used to...


Platforms: Matlab

OpenQuant is an open source backtesting and quantitative analysis platform for time series financial data. It offers a simple tradesystem development framework using open financial data from Yahoo.


Platforms: Mac

Investor/RT is a comprehensive market monitoring, technical analysis, and trading system development platform designed for traders and active investors. Investor/RT« for Macintosh OS X is a Univeral Binary. It supports a variety of real-time streaming and end-of-day historical data services....


Platforms: Mac

TraderCode is a comprehensive library of technical indicators and technical analysis functions for use with Microsoft Excel. It allows you to create many types of technical indicators used in trading systems like Moving Average, Bollinger Bands, Oscillators, True Range, Standard Deviation,...


Platforms: Windows

Numerical Method Inc.'s flagship product - Algo Quant - is a library of integrated trading research tools. Algo Quant is a lot more than just an application of backtesting. It is an actively developed and ever more comprehensive library of reusable components that you can use to build your own...


Platforms: All

I wrote this code because I wanted to incorporate a new distribution in the model, not availiable in Matlab or OxMetrics. In this sample the input is a return series, it uses a Garch(1,1) model with a constant in mean in the returns, and calculates the maximum likelihood estimator (mle) for the...


Platforms: Matlab

JArbitrager is a fully automated trading system (ATS) that can trade various types of market securities during the trading day without user monitoring. All aspects of trading, such as obtaining market prices, analyzing price patterns, making trading decisions, placing orders, monitoring order...


Platforms: Mac

Forex Tester 3 is a software that simulates trading in the forex market. It is designed for you to learn how to trade profitably and to create, test & refine your strategy for manual and automatic trading. - Test and improve your trading strategy for consistent and growing profits! - Grow...


Platforms: Windows, Windows 8, Windows 7, Windows Server

Wall Street Analyzer is an advanced technical analysis charting system for financial markets, that will help you trading and take beter investment decision. It provides a broad set of technical analysis indicators (up to 30), customizable environment, it includes backtesting capabilities on your...


Platforms: Windows

Plan, track and analyze your investments with Investment Studio (TM)! Build custom screens in seconds. Program grids, charts and trading systems with simple, spreadsheet-style expressions and almost 400 powerful built-in functions. Create custom indicators and functions using your favorite...


Platforms: Windows

Professsional stock analysis/screening software for Free or only $12/month. Supported analysis include: Trend Breaking, Chart Patterns, Gartley 222, Candlestick Patterns, Technical Systems using Indicators, Fundamental Analysis. Features include Free data update, MetaStock data support, Fast and...


Platforms: Windows

Welcome to AutoScalper, the home of automated futures, stocks and Forex scalp trading! AutoScalper_10 is a program which trades almost any future, stock, or Forex product available on the InteractiveBrokers Trading platform automatically. But it is as well a great tool for the...


Platforms: Windows, Other

MT4 Monitor The main area of my services is creating Expert Advisors and Custom Indicators for Metatrader platform. Most of the professional traders rely on automatic trading systems allowing them to strictly folow their trading strategies rules. Metatrader is a handy tool that...


Platforms: Windows, Other

AmiBroker is a comprehensive technical analysis program, allowing you to study and predict trends in the market and to maintain a portfolio of shares. All the most popular studies and indicators are built-in, including: candlesticks, moving averages, Bollinger bands, trend lines, Fibonacci...


Platforms: Windows

TickInvest is a stock charting and technical analysis software with realtime and eod charts. Features: Trade Simulator, Backtester, Backtest Optimizer, Stock Screener, Alerts, Custom Drawing Tools, Stock Quotes, Extensible Formula Language. Analyze your favorite stocks with ready to use...


Platforms: Windows, Windows 7

This online course shows you how to build an automated spread trading model using MS Excel. The System captures the price difference between security pairs of any type - indexes, stocks, futures, options, LEAPs, currencies. The System uses three proven technical indicators - exponential moving...


Platforms: Windows