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PureBytes Links
Trading Reference Links
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Thanks for the emails.
The easy way into more advanced work is probably through something like the
"Comprehensive Financial, Statistical Analysis & Graphics Software Library"
... AMRES Fx library at http://www.marketsys.com/ for about $100US.
The modules are programmed as add-ins and 14 workbooks for Excel ... plus
identical modules coded in VB/VBA, Java + and C+ etc. The API file alone is
about 35MB so it's very interesting.
It's very comprehensive with a 200 page manual. The modules pretty well
cover everything that you can think of. The code is completely revealed and
can be adapted to whatever you would like. It has a nice time series module
with a GARCH workbook.
Combine that with KyPlot and Demetra which both export and import data very
easily to Excel ... and you're in "business". Metastock can easily plot all
of your graphics and indicators once you've done the analysis.
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For others: a simple explanation of "deterministic trend" is where the
shocks are transitory and "stochastic trend" is where the shocks are
permanent. But that's very simplistic ... so don't jump all over me for lack
of rigor. <G>
Best regards
Walter
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