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Trading Strategies >> Research >> Freeware research tools
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Message started by Algo Designer on 07/02/08 at 07:21:03

Title: Freeware research tools
Post by Algo Designer on 07/02/08 at 07:21:03

Any suggestions are greatly appreciated!

Title: Re: Freeware research tools
Post by Algo Designer on 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

Title: Re: Freeware research tools
Post by Dima Temkin on 07/05/08 at 15:59:02

Nice online charting software with tons of indicators, backtesting and screener modules.
www.prorealtime.com

Title: Re: Freeware research tools
Post by sany on 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

Title: Re: Freeware research tools
Post by Yury R on 07/24/08 at 09:13:50

http://en.wikipedia.org/wiki/Comparison_of_numerical_analysis_software

Title: Re: Freeware research tools
Post by Yury R on 07/24/08 at 12:57:22

And of course, the glorious R:

http://www.r-project.org/

Title: Re: Freeware research tools
Post by Algo Designer on 07/24/08 at 15:11:27

And of course the promising Sage :-)

http://www.sagemath.org/index.html

Title: Re: Freeware research tools
Post by sany on 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!

Title: Re: Freeware research tools
Post by Max F Dama on 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

Title: Re: Freeware research tools
Post by Algo Designer on 08/01/08 at 00:24:00

Rapidminer is a great data mining tool for prototyping! Thank you for suggesting it, Max!

Title: A free stock market project
Post by Maltamir on 08/12/08 at 16:23:02

A free stock market analysis project :

http://jrobotrader.atspace.com/

Title: Freeware research tools: Neural Networks Libraries
Post by kirppu on 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

Title: Freeware research tools: Time Series Analysis
Post by kirppu on 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

Title: Freeware research tools: ICA
Post by kirppu on 08/18/08 at 14:54:59

For Independent Component Analysis (C++ / Matlab / Python and R)

http://www.cis.hut.fi/projects/ica/fastica/

Title: Freeware research tools: Econometrics ToolBox
Post by kirppu on 08/19/08 at 17:43:53

Free Matlab econometrics toolbox:

http://www.spatial-econometrics.com/

Title: Freeware research tools: Econometrics ToolBox II
Post by kirppu on 08/19/08 at 18:02:20

Another Matlab econometrics toolbox:

http://www.kevinsheppard.com/wiki/UCSD_GARCH

Title: Re: Freeware research tools
Post by mountaindew on 03/25/09 at 12:03:05

I mostly trade FX and for an easy to start with, free, designing and backtesting tool on FX spot I use.

www.tradecommander.com

The down side is that Saxo Bank which is providing the software only store 1 min candles. Which means that they do not have all the ticks stored. This means that for ultra short daytrading it is not recommendable but anything going above 15 min charts works really nice for me. Further on you are not able to connect it with anything outside the Saxo platform :( Like excel, tradestation or something else.

Title: Re: Freeware research tools: Time Series Analysis
Post by Daedalus on 04/05/09 at 18:32:39

kirppu wrote on 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

Cronos has been rewritten in C#, with a new GUI that allows for a tree-like visual organization of the analysis tools, which makes it much more flexible. I think it is a very nice tool for getting a feel for a time series and trying out different ideas.

The new project can be found here:
http://cronos.codeplex.com/

Disclaimer: the author is my friend.

Title: Re: Freeware research tools
Post by willc on 02/14/10 at 02:33:51

Thats an awesome collection of tools! I will take a look at them when I have time and provide my feedback on what I think about them!