Blogs

I like to use PostgreSQL instead of mySQL as the back end database. What do I need to do to make that happen? Also, is there anyone else done that before or would was thinking of doing that?

Thanks in advance, B.

Agenda:

• Roadmap presentation (to everybody in the coreteam, as agreed between mike and erik and me)
• Status of the migration
• Current issues in the migration
• Task assignment among us (informal, who needs or wants what from whom)

Roadmap :

• Management interface for the domain model/database
• Runtime container (the andreas efforts)
• .com / .org splitting
• Migration to SVN + Continuum
• Documentation

Hi there,

as outlined in my previous post, there is, at least to my knowledge, no XMPP XMLRPC implementation for client and server mode in java available. Libraries like Smack don't implement XMLRPC at all. Nonetheless, XMLRPC is the defacto standard for remote method invocation over XMPP.

A couple of development days later and after diving into the code of Apache's XMLRPC implementation as well as into Smack, i came up with a very nice soluation which is easy to use with a couple of lines of code for initialization.

Hi there,

today something not directly finance related, but something that i am working on at the moment. It can and will be used in a finance related environment and is something that is not available on the web, yet.

Using the XMPP instant messaging protocol and XML-RPC it is possible to do remote procedure calls with are not transmitted over http but instead over xmpp. In the end i want to have an XMPP network node (for example a client applet), that is XMLRPC client and server at the same time. Search for it on the web, you won't find it.

Hi everyone,

attached my paper about the Arbitrage Pricing Theory applied to XETRA assets in the period 2000 to 2003. I did this as part of my postgraduate studies at the uni of basel in financial market theory.

(c) 2008ff Ulrich Staudinger, this paper is not distributed under the GPL or the creative commons license.

Comments welcome, Thanks.

Ulrich

Hi,

How does ActiveQuant backtest architecture works and how does it compare to MetaTrader Tester?

Are intraday values used for higher timeframe bars calculation or the bars are interpolated?

Are we blocked from viewing future information as described in the following article?

Tester in the Terminal MetaTrader 4: It Should Be Known http://articles.mql4.com/446

Pardon me if this is the not right place to post questions.

Thanks and Regards, Ronaldo

Hi Everyone,

My first (well, actually, second) take on a stock correlation analysis using PCA. For each stock in SP500 its "position" in the correlation universe is projected on a pair of principal components, resulting in a scatter-plot showing 500 points. Points are colored according to the sector. Such "frames" were calculated for every day, starting from 2003, and saved as a video clip(s). Video clips were put on filesavr (bulky), links are in the paper.

Hi,

Browsing the net for articles I found this research from Abdul Majid. I tried to attached the pdf but it complains that it is above 10Mb and there for is not possible. The original website is here: http://eprints.utm.my/4361/ and also contains the PDF.

Wessel

Abstract

I think that somebody should update Two Minute tutorial for AQ since is obsolete and it's very difficult for new users to run any backtesting since there is so many errors in configuration files.

Hi there,

Today i've added the InstrumentSpecification categorization classes to the Dao. These are:

• IndexComposition
• IndexComponent

These classes enable you to build and infinite tree of groups of stocks grouped together by an Index and these indexes grouped again to a new index etc. All the stocks and indexes can have a weight attached to their entry and a time stamp from the moment this composition was applicable. So basically with the time stamp option one could store the DAX composition from year to year and be able to backtest it from year to year.