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Graph Analysis

Name: Anonymous 2011-06-07 22:20

So why don't more of you /prog/rammers write software that trades stocks or currency? I've decided I'm going to try trading currency, and I set up a scraper to put exchange rates into a data base every 5 minutes.

Maybe I'll find out otherwise when I start the software in a few days when I have actual data, but isn't it just graph analysis?

And if it isn't, couldn't you just set a genetic algorithm on the market or something?

Name: Anonymous 2011-06-08 16:24

>>1
Data sources are important. Google/Yahoo Finance are not realtime/accurate/etc... You'll want to try directly source Forex data. Good luck paying for that!

Also, Forex data is Intraday - which means you have a lot of data on your hands... Trading at once a minute during a trading day(10am -> 4pm) you're going to have 420(7hours by 60minutes)table rows per stock per trading day. If you were to keep a month's worth of data (12,600 table rows [420 x 30]) for 18 currency pairs, you'll end up with 226800 Rows. This is best case scenario, Forex Data can update as often as every second.

Not that this is a massive amount, but designing a system where you can comfortably manipulate at least this amount of rows is maybe a little daunting for less experienced programmers.

How are you looking to do pattern matching? DNA based? Or just change up and down? Will you compare past performance to news? Will you compare to other pairs, etc?

What sort of software will this be? Perl, Python, .NET, etc?
What sort of DB do you have in mind?

Not trying to piss on your chips or steal your ideas -> I do this sort of stuff for a living so I'd like to help a wee bit if I can...

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