Financial Trading System

Data Import and Preconditioning.

Historical equity market data are imported from public or subscription services, filtered and adjusted for dividends and splits.

Data Analysis and Trade Simulation.

Parametrized trading decision rules make automatic buy/sell/hold decisions at the same time resolution as the data. Based on user-determined risk management constraints, automated simulation decisions are overriden, giving a user-specific performance history. Once the user is satisfied with simulated performance over in-sample data, out-of-sample performance can likewise be simulated. If the latter is satisfactory, user may begin trading with improved confidence.

Data Visualization.

Excel-based VB macros automate a variety of charts one can generate from simulations, providing an important additional sanity checkk on calculations.