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Darren Cook <darren@dcook.org>


Financial Data Handling

Keywords: finance, PHP, R, C++, real-time prices, historic data, data mining, mining, financial news

I have a lot of experience downloading, importing, mining, validating and repairing financial data (from ticks to daily bars). Everything from FX to stocks to indices to derivatives, and dealing with a range of data suppliers in various countries.

I generally use PHP for data manipulation and download tasks and, increasingly, R for data mining tasks. I am using C++ when needing to use proprietary libraries which are only available in C/C++. (I also use C++ for projects where execution speed or memory use is critical.)

See Also: Financial Charting, Trading Strategies.



 

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Last updated: 3rd Oct 2011, © Copyright Darren Cook, 2011.