Darren's Work Pages

Work Top Page
Darren Cook <darren@dcook.org>


Trading Strategies

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.



 

Work Top Page   *   Personal Home Page   *   Email me at: darren@dcook.org   *   PGP Public Key

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