October 19th, 2007, 12:07 pm
Hi I am Miguel, from Spain I used to live in London, and now I am taking a master in Finance and quantitative methods in Spain (it is quite cheap and good)I am working in a program more than 5 years that try to get the risk of a portfolio that increase the chance of profits...This program use a lot of data and I developed it with c++, linux and Mysql... I´ve got the data from yahoo in Excel files...The program is in reality a montecarlo simulation, whit more than 20 variables... and it get 1 number... (this number is that I use to select my portfolio)The amazing of the results are, that I´ve got weird results... but they work quite good.For example I´ve got a return more than 75% of profit with FTSE last year... What do you know about automatic trading????The program consider the cost of every sell and buy...
Last edited by
mtarazona on October 18th, 2007, 10:00 pm, edited 1 time in total.