Dynamic portfolio rotation trading system backtesting. Matrix calculations of a list of securities over a date range allow for stock rotation through a portfolio, and a new category of "Market Breadth" indicators. 55 technical indicators are included (and more in the works), as well as a large number of mathematical functions, all of which can be combined to create specific trading rules and screening criteria.
business,
finance,
financial,
investment,
personal information manager,
pikker,
portfolio trading,
software,
stock picker,
stock pikker,
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PickStock (copyright 2003, Bell Software and Services, Inc.) uses principal components analysis to search out potentially underpriced stocks by analyzing a user-supplied database of historical stock prices. The program is believed to be an implementation of what is known as 'arbitrage pricing theory' (see for example S. Ross, 'The arbitrage theory of capital asset pricing', J. Economic Theory, vol. 13, pp. 341-360, 1976).
arbitrage pricing theory,
arpack,
business,
business applications,
pickstock,
principal component analysis,
principal components analysis,
stock analysis,
stock picker,
stocks,
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