Ninja coders:
I would like to do some advanced analytics in support of creating strategies – this involves statistics and visualizations that are not all time series and including other data sources that may have other data fields (such as FRED (http://research.stlouisfed.org/fred2/) or GroupPower.com). For example: for a gap, I would want to do a contour chart comparing gaps with recovery times and probabilities. For momentum strategies I could analyze various timeframes and combinations of price & volume as well as look at the correlation with other data. Without this kind of data, creating strategies is just a hit or miss guess.
I am looking at environments in which to do this such as Python with SciPy or “R”, but this would involve creating a lot from parts and pieces – I would prefer to extend an existing platform with this capability (or find one, which I have not been able to do). It could also be done with .NET tools integrated with Ninja or some similar tooling. However, there is not very many C# tools for this kind of thing I could find and I’m not sure how well it would interface to Ninja (or something else). I could buy-into MATLAB, but that has high cost in more than just $. I could use EXCEL, but it is VERY limited.
So, down to the questions:
· Does anyone know of a platform that has this kind of capability already? I am very surprised that it doesn‘t already exist – kind of “quant lite”.
· If I were to do this based on Ninja, am I able to integrate other data structures and still take advantage on Ninja or am I going to get caught by being trapped as Ninja is not open source? For example, could I read in and work with an arbitrary CSV file?
· What graphing software does Ninja use and can I use it for other things? Also, can I produce arbitrary forms and tables, perhaps with statistical results?
· Does anyone know of statistical tools and data visualization for C#, preferably open source?
· Or, are there capabilities for Python or “R” that I have not found? (I would prefer Python as the learning investment for R would be somewhat specialized and limited)
· Is anyone else interested in this sort of thing? I am even wondering if I should produce something like this (as I am in the software business, but in other areas).
Also, I am interested in finding good strategies, not spending bunches of time or $ on the tools – so making this simple is important.
Thanks in advance for your thoughts!
I would like to do some advanced analytics in support of creating strategies – this involves statistics and visualizations that are not all time series and including other data sources that may have other data fields (such as FRED (http://research.stlouisfed.org/fred2/) or GroupPower.com). For example: for a gap, I would want to do a contour chart comparing gaps with recovery times and probabilities. For momentum strategies I could analyze various timeframes and combinations of price & volume as well as look at the correlation with other data. Without this kind of data, creating strategies is just a hit or miss guess.
I am looking at environments in which to do this such as Python with SciPy or “R”, but this would involve creating a lot from parts and pieces – I would prefer to extend an existing platform with this capability (or find one, which I have not been able to do). It could also be done with .NET tools integrated with Ninja or some similar tooling. However, there is not very many C# tools for this kind of thing I could find and I’m not sure how well it would interface to Ninja (or something else). I could buy-into MATLAB, but that has high cost in more than just $. I could use EXCEL, but it is VERY limited.
So, down to the questions:
· Does anyone know of a platform that has this kind of capability already? I am very surprised that it doesn‘t already exist – kind of “quant lite”.
· If I were to do this based on Ninja, am I able to integrate other data structures and still take advantage on Ninja or am I going to get caught by being trapped as Ninja is not open source? For example, could I read in and work with an arbitrary CSV file?
· What graphing software does Ninja use and can I use it for other things? Also, can I produce arbitrary forms and tables, perhaps with statistical results?
· Does anyone know of statistical tools and data visualization for C#, preferably open source?
· Or, are there capabilities for Python or “R” that I have not found? (I would prefer Python as the learning investment for R would be somewhat specialized and limited)
· Is anyone else interested in this sort of thing? I am even wondering if I should produce something like this (as I am in the software business, but in other areas).
Also, I am interested in finding good strategies, not spending bunches of time or $ on the tools – so making this simple is important.
Thanks in advance for your thoughts!
