Algorithmic Trading Group Forum - Freeware research tools

Algo Designer Forum Administrator Offline Nihil desperandum Posts: 182 Sydney Gender:	Freeware research tools 07/02/08 at 07:21:03 Any suggestions are greatly appreciated!
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Algo Designer

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Nihil desperandum

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Re: Freeware research tools
Reply #1 - 07/02/08 at 07:23:50

Equity Monaco by TickQuest.

Equity Monaco lets you easily conduct Monte Carlo Simulation for trading systems. Monte Carlo Simulation performs trial runs using combination of positions from your trading system and collects statistics. You can use the statistics to analyze the characteristics of your trading systems.

http://www.tickquest.com/product/equitymonaco.html

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Dima Temkin Newbie Offline I like this forum! Posts: 1	Re: Freeware research tools Reply #2 - 07/05/08 at 15:59:02 Nice online charting software with tons of indicators, backtesting and screener modules. www.prorealtime.com
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sany

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Re: Freeware research tools
Reply #3 - 07/23/08 at 18:24:19

Scilab
http://www.scilab.org/

It is like Matlab, but completely free.

Here is list of features from official web site:

# 2-D and 3-D graphics, animation
# Linear algebra, sparse matrices
# Polynomials and rational functions
# Simulation: ODE solver and DAE solver
# Scicos: a hybrid dynamic systems modeler and simulator
# Classic and robust control, LMI optimization
# Differentiable and non-differentiable optimization
# Signal processing
# Metanet: graphs and networks
# Parallel Scilab using PVM
# Statistics
# Interface with Computer Algebra: Maple package for Scilab code generation
# Interface with Tcl/Tk

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qroach Full Member Offline Posts: 102 London Gender:	Re: Freeware research tools Reply #4 - 07/24/08 at 09:13:50 http://en.wikipedia.org/wiki/Comparison_of_numerical_analysis_software
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qroach Full Member Offline Posts: 102 London Gender:	Re: Freeware research tools Reply #5 - 07/24/08 at 12:57:22 And of course, the glorious R: http://www.r-project.org/
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Algo Designer Forum Administrator Offline Nihil desperandum Posts: 182 Sydney Gender:	Re: Freeware research tools Reply #6 - 07/24/08 at 15:11:27 And of course the promising Sage http://www.sagemath.org/index.html
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sany Newbie Offline The only true wisdom is in knowing you know nothin Posts: 6 Greenwich, CT Gender:	Re: Freeware research tools Reply #7 - 07/24/08 at 19:38:08 Algo Designer wrote on 07/24/08 at 15:11:27: And of course the promising Sage http://www.sagemath.org/index.html "Sage" screenshots look very impressive. Did anyone actually used it for anything other than "toy" problems? How fast and stable is it? Thanks!
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Max F Dama Newbie Offline Posts: 12 Berkeley, CA Gender:	Re: Freeware research tools Reply #8 - 07/31/08 at 23:57:18 I have been using the open-source data mining software Rapidminer for a couple weeks now and it is amazingly easy to use. The blog Neural Market Trends has some free short video tutorials too. You can create neural nets and SVMs in like 5 minutes and apply them to data loaded from excel. Regards, Max
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Algo Designer Forum Administrator Offline Nihil desperandum Posts: 182 Sydney Gender:	Re: Freeware research tools Reply #9 - 08/01/08 at 00:24:00 Rapidminer is a great data mining tool for prototyping! Thank you for suggesting it, Max!
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Maltamir Newbie Offline I like this forum ! Posts: 36 Paris Gender:	A free stock market project Reply #10 - 08/12/08 at 16:23:02 A free stock market analysis project : http://jrobotrader.atspace.com/
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kirppu Newbie Offline I like this forum! Posts: 15 Dublin Gender:	Freeware research tools: Neural Networks Libraries Reply #11 - 08/18/08 at 14:46:30 I recommend the following Machine Learning / Datamining libraries: - In Java: Weka http://www.cs.waikato.ac.nz/ml/weka/ - In C / C++: Torch http://www.torch.ch
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kirppu Newbie Offline I like this forum! Posts: 15 Dublin Gender:	Freeware research tools: Time Series Analysis Reply #12 - 08/18/08 at 14:50:38 For Time Series Analysis the following C++ library contains the main ARCH / GARCH models: http://www.stat.cmu.edu/~abrock/cronos/index.html
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kirppu Newbie Offline I like this forum! Posts: 15 Dublin Gender:	Freeware research tools: ICA Reply #13 - 08/18/08 at 14:54:59 For Independent Component Analysis (C++ / Matlab / Python and R) http://www.cis.hut.fi/projects/ica/fastica/
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kirppu Newbie Offline I like this forum! Posts: 15 Dublin Gender:	Freeware research tools: Econometrics ToolBox Reply #14 - 08/19/08 at 17:43:53 Free Matlab econometrics toolbox: http://www.spatial-econometrics.com/
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