Trading Analytics

The trading analytics were originally a part of the general-Haskell library of modules, but it, [seer], has grown into its own now. We now have our own page. YAY! Happy dance!

Analytics are all about the fun, don't you know.

So, here is the Analytics.Trading library of modules:

• Analytics.Trading.Advice.Backtesting
• Analytics.Trading.Advice.SMA
• Analytics.Trading.Advice.Stochastic
• Analytics.Trading.Charts.SMA
• Analytics.Trading.Charts.Stochastic
• Analytics.Trading.Data.Advice
• Analytics.Trading.Data.Announce
• Analytics.Trading.Data.Calendar
• Analytics.Trading.Data.Order
• Analytics.Trading.Data.Portfolio
• Analytics.Trading.Data.Row
• Analytics.Trading.Indicators.MovingAverages.Exponential 
  
• Analytics.Trading.Indicators.MovingAverages.Simple 
  
• Analytics.Trading.Indicators.Stochastic 
  
• Analytics.Trading.Scan.Top5s
• Analytics.Trading.Web.Client
• Analytics.Trading.Web.Scraper.Google 
  
• Analytics.Trading.Web.Scraper.UpDown
• Analytics.Trading.Web.Upload.Cypher 
  

Most of the above modules are NOT being used at present, as they presuppose a trading system with a portfolio, and no such integration exists.

There are, however tools that do use some of the above modules. We have the

• scraper, which extracts the top 5s from google's finance page:
• getArgs >>= scrape . head >>=
  mapM_ (putStrLn . uncurry (++) . (second smoosh)) . Map.toList
  smoosh = uncurry (++) . (comma ':' *** comma '|')
• jsonify, which packages the results in cypher-JSON and saves to a grapheneDB
• which is just main = getArgs >>= printJSON from Web.Upload.Cypher
• analyze, analyzes the specified stock against SMA, EMA and Stochastic Oscillators

Data collected:

• Top 5s securities traded since 2015-05-21
• A sparse matrix of the same