Investor – Forecasting

Forecasting The longer you look back, the farther you can look forward. (Winston Churchill) Forecastig of the development of stocks is quite a challangning task with uncertain outcome. We currently support the following approaches: – Forecast based on History – Arima Setup %classpath config resolver maven-public http://pschatzmann.ch:8081/repository/maven-public/ %classpath add mvn ch.pschatzmann:investor:0.9-SNAPSHOT %classpath add mvn ch.pschatzmann:jupyter-jdk-extensions:0.0.1-SNAPSHOT Added new repo: maven-public Added jars: [websocket-common-9.2.20.v20161216.jar, commons-cli-1.3.1.jar, htmlunit-2.24.jar, qdox-1.5.jar, investor-0.9-SNAPSHOT.jar, httpclient-4.5.3.jar, hamcrest-core-1.1.jar, slf4j-api-1.7.25.jar, commons-codec-1.10.jar, jetty-io-9.2.20.v20161216.jar, timeseries-forecast-1.1.1.jar, commons-lang3-3.5.jar, jackson-databind-2.9.4.jar, commons-io-2.5.jar, Read more…

Investor – Selection of Stocks into a Portfilio

Selection of Stocks into a Portfilio In the current document we show how you can pick the best stock and strategy combinations out of a big collecion from a universe. Setup Import Libraries %classpath config resolver maven-public http://software.pschatzmann.ch/repository/maven-public/ %classpath add mvn ch.pschatzmann:investor:0.9-SNAPSHOT %classpath add mvn ch.pschatzmann:jupyter-jdk-extensions:0.0.1-SNAPSHOT Imports // our stock evaluation framwork import ch.pschatzmann.dates._; import ch.pschatzmann.stocks._; import ch.pschatzmann.stocks.data.universe._; import ch.pschatzmann.stocks.input._; import ch.pschatzmann.stocks.accounting._; import ch.pschatzmann.stocks.accounting.kpi._; import ch.pschatzmann.stocks.execution._; import ch.pschatzmann.stocks.execution.fees._; import ch.pschatzmann.stocks.execution.price._; import ch.pschatzmann.stocks.parameters._; import ch.pschatzmann.stocks.strategy._; import Read more…

Investor – Processing a Portfolio of Stocks

Processing a Portfolio of Stocks This project provides an easy to use functionality to implement and evaluate automatic stock trading strategies. It is implemented in java and therefore can be used in any environment which builds on the JVM. It provides the following functionality: – Simple access to stock data – Declarative formulation of trading strategies – Evaluation of trading strategies – Optimization of trading strategies – Support of portfolio of multiple stocks / trading Read more…

Investor – Parameter Optimization

Parameter Optimization This project provides an easy to use functionality to implement and evaluate automatic stock trading strategies. It is implemented in java and therefore can be used in any environment which builds on the JVM. It provides the following functionality: – Simple access to stock data – Declarative formulation of trading strategies – Evaluation of trading strategies – Optimization of trading strategies – Support of portfolio of multiple stocks / trading strategies In this Read more…

Investor – Impact Analysis…

Impact Analysis Now that we have the tool we can do some investigations: What is the impact of changing the data source ? Does it make a difference if we take avarage rates instead of end of day rates ? Setup the Environmant But first we need to setup the JupyterLab environment %classpath config resolver maven-public http://pschatzmann.ch:8081/repository/maven-public/ %classpath add mvn ch.pschatzmann:investor:0.9-SNAPSHOT %classpath add mvn ch.pschatzmann:jupyter-jdk-extensions:0.0.1-SNAPSHOT Added new repo: maven-public Added jars: [htmlunit-2.24.jar, jackson-annotations-2.9.4.jar, commons-codec-1.10.jar, ta4j-core-0.10.jar, Read more…

Investor – A Java Quantitative Trading Library

Introduction Last year I was busy to build my own project which provides an easy to use functionality to implement and evaluate automatic stock trading strategies. It is implemented in java and therefore can be used in any environment which builds on the JVM. It provides the following functionality: – Simple access to stock data – Declarative formulation of trading strategies – Evaluation of trading strategies – Optimization of trading strategies – Support of portfolio Read more…

Smart EDGAR – Docker Image

The full solution for Smart EDGAR is provided as Docker image The REST service provides the content of 10-K and 10-Q Edgar xbrl filings. Below you can find the complete docker-compose.yml file for the solution. Just start the application with docker-compose up. When you start the application the first time, a complete initial load is started: Because of the big size of the data this is taking a very long time. After the initial load Read more…

Docker + WordPress = Danger

It is very easy with Docker to have a working WordPress up in no time with the official WordPress Image on Docker Hub. If you want to have an image which is backed up properly and that you can migrate w/o any problems on a different machine, you need to take care of the proper volumes mappings. Unfortunately I did not find the proper documentation and I needed to find out the hard way. WordPress Read more…

Hurrah! My first virtual business is live

I proudly announce that my first commercial website with an integrated web shop is live now. It relies fully on free open source software. Here is the complete solution architecture which is running with  Xubuntu: Webmin (Linux Administration) Webalizer (Web Log Analysis) System and Server Status Data Backup Docker (Software Container System) Nginx (Web Server) Worpress (Content Management) woocommerce (web shop) updraft (data backup) and many other small plugins…. Software Development SVN Server (Version Control) Jenkins Read more…

Multiple Wordpess Instances in Docker with NGINX & https

If you want to run your own public facing WordPress site you can just use the standard WordPress docker image, map it to port 80 and off you go. NGINX I had the need for multiple public WordPress sites using SSL and the possibility to provide public web-services in parallel. So the picture was getting a little bit more complicated. To solve my requirements I am using NGINX setup for Https and then relay the requests Read more…