Keywords: finance, R, statistics, technical analysis, real-time prices, historic data, data mining, mining, high frequency
This is a set of related projects to apply various ideas in data mining, text mining and technical analysis to automated trading strategies in stocks (Japan, U.K., U.S.), futures (Japan, U.S.) and FX trading.
R is the main language for this project, with support from C++ and some PHP scripts.
It is looking very promising so far, and I'm already using some of the algorithms with my own money. I will be announcing results after more extensive backtesting; if you would like to be notified of progress, please send me an email.