The program tsinvest is for the real time programmed day trading
of equities. No code changes from version 1.0 to 1.1. Site changes
and internal documentation changed to include QA
process/procedures/docs. (I wonder if http://www.microsoft.com has
a click’ie like that?)
The program has a web site at http://www2.inow.com/~conover/ntropix/
From the lsm:
Begin3
Title: tsinvest-1.1.tar.gz
Version: 1.1
Entered-date: November 17, 1999
Description: Quantitative financial analysis of equities.
The optimal gains of multiple equity
investments are computed. The program decides
which of all available equities to invest in
at any single time, by calculating the
instantaneous Shannon probability of all
equities, and using statistical estimation
techniques to estimate the accuracy of the
calculated Shannon probability. Entropic
techniques are used throughout. A tutorial is
presented in the man(1) pages. A companion
equity market simulation program is included,
as is a simple data blade program template. A
fragment of the daily US exchange tickers,
from 1993 to 1996, is included as a
demonstration of the program's capabilities.
Additionally, there is a program provided that
will translate the Yahoo! historical database
of stock daily closing prices at
http://chart.yahoo.com/d to a compatible
database format.
Keywords: financial engineering quantitative analysis
entropic equities stocks trading investing
Author: John Conover
Maintained-by: Author
Primary-site: http://www2.inow.com/~conover/ntropix/
Alternate-site: ftp://sunsite.unc.edu:/pub/Linux/apps/financial/investment/tsinvest-1.1.tar.gz
Original-site: http://www2.inow.com/~conover/ntropix/
Platform: Linux, and any other supporting GCC
Copying-policy: Can freely distribute, but cannot sell or include in a
commercial product without permission of author.
End
John
—
John Conover, 631 Lamont Ct., Campbell, CA., 95008, USA. VOX
408.370.2688, FAX 408.379.9602, whois ‘!JC154’ conover@vader.inow.com,
http://www2.inow.com/~conover/john.html