A few years ago I got fascinated with Monte Carlo simulations after this application appeared in my 401k plan. At the time they had this “what if” calculator where you enter your age and then the amount you plan to save yearly in the 401k. You’d have to select how you wanted to invest [...]
I’m still at the spa enjoying the recent market insanity. It’s days like these where I’m reminded how awesome my S&P500 Timing model is (members get my weekly report). I’m glad I took its advice and sold my major holdings in mid December (and October) and moved my money into more defensive assets [...]
It’s no secret that I use TraderXL Pro to download the majority of my Stock, Future, and Forex data that I use for RapidMiner modeling. I use the BulkquotesXL module because it’s able to download daily and weekly data from Yahoo and daily price data from the PiFin data source. Usually it downloads the data [...]
Early last year I worked hard on building an Excel based Algorithmic Trading System (ATS) and I made considerable headway using TraderXL Pro and Yahoo real time quotes before I got distracted by the birth of my son. It’s since been ignored and sitting in a directory on my computer but I’m considering continuing its [...]
Long time readers will have noticed a new set of links in the left column called “Software I use.” I’m starting to list the software I use after several readers kept asking me how I do all my data modeling and with what software.
I primarily use the TraderXL Pro package to download my stock, futures, [...]
I recently found a neat little Genetic Algorithm (GA) addin for Excel that I wanted to share with my readers. Its called Genetik Solver and you can download it for free. Its pretty straight forward if you know your way around GA’s but if you’re just starting to fool around with it then [...]
I created a chart of the S&P500 daily % changes, squared them, and put them into an Excel chart. An interesting perspective was charted relative to the daily volatility and its spikes over the past 14 years. Most notable is that little spike we had on February 27, 2007. Something tells [...]
