Perl framework for back testing strategies

Discussion in 'Trading' started by rgowka1, Dec 12, 2002.

  1. rgowka1


    for the tech or rather perl savvy, has an open source framework to do

    GeniusTrader aims to be a full featured toolbox to create trading systems. Powerful systematic trading requires several things :

    * many indicators and corresponding signals
    * money management rules
    o deciding what is a reasonable amount of money to put on a single trade (to limit the risk associated to that trade)
    o combining different values within the portfolio (to limit the global risk)
    * flexibility to be able to test all combinations with the above items
    * backtesting system with analysis of results
  2. qdz


    It is a very cool (solid flexible straightforward) framework. I'd like to see it only gets better as freewares.

    The only problem that I feel is that it seems slow when being used to screen large amount of security data like S&P500.

  3. corvus


    Thanks for posting this here!
  4. nitro


    This is super kewl!!!!!!!!!!!

  5. spyder22


    This is awesome. I've been looking for something that I can really tweek myself. and it runs on linux! :) :)
  6. qll


    thanks. i am a trader and perl guru. i will look into it myself.
    if i am too busy, i will hire a partime employee ($150 a month) for this job.