So install silverlight. Or fire up a VM and do it there. It's scott hanselman, a smart guy and a good speaker. Even if you don't like microsoft or their platform, it worth knowing what they're doing.
Very interesting. Did you consider using R? Why did you choose Clojure for this? I've been thinking of doing something similar myself and I would love to hear your thoughts considering you've already been-there-done-that.
I'd love to read your thesis and code, if they're available.
I had heard of R, but I didn't really know anything about it. I knew it was a statistical package, and I knew it had its own language, but I didn't really care about learning how to use it; I wanted to learn to use Clojure, Scala, Ocaml, or Haskell.
One of the reasons I picked Clojure over the other languages is that I knew that I could use code from the Incanter project if I needed some statistical functions.
The thesis is long and boring to read. Let me save you some time. Here it is in a nutshell:
Genetic algorithms (GAs) can be used, somewhat successfully, to identify good parameter-sets for technical trading strategies; however, even the "best" GA-identified parameter-sets in my research failed to outperform the buy and hold strategy when trading, with EOD prices, over the course of a randomly picked 1-year period taken from the interval starting January 1, 1985 and ending May 1, 2010.
My code is not available yet because according to the university it belongs to them (ridiculous, I know). I'll have to ask my advisor whether or not I can make it publicly available.
I understand your university's position ... and yours also. If they do decide to make the code publicly available, I'd appreciate a reply to this comment. I'll check back occasionally to look for updates.
Enjoying you're thesis, btw, especially the section on Bollinger bands. The Turtle Traders (http://bit.ly/by1j2M ) seemed to have used this successfully with commodities. Did you reference any of the Turtle traders stuff when you were designing your system?
If my advisor tells me that I can make the code available to the public, I'll put it on github, and post a comment here.
Thanks for the comment about my thesis. I hadn't ever heard of The Turtle Traders, but I read a few pages of the preview that you linked to, and it looked interesting enough to buy a copy. It will be an interesting read. Thanks for the tip.
