The iPhone 5 display provides more space for bigger, better graphs. Look at the examples below:
On building an integrated QuantLib/Lua platform on the world's most popular computer.
Monday, April 8, 2013
Sunday, March 24, 2013
iPhone 5 and instruction manual
Just completed porting to iPhone 5. Running on a dual core machine presented interesting challenges.
Also put up a draft of the instruction manual.
Also put up a draft of the instruction manual.
Sunday, February 3, 2013
Feature list.
This is a comprehensive summary of the features found in Financial Game (provisional name, subject to change)
1. A programmable simulation engine using historical stock prices
2. A comprehensive calculator with the following
a. Programmable in Lua, a stable mature language well suited to financial calculations.
b. Full access to the QuantLib financial library
c. Extensive graphics capabilities, including line graphs, pie charts, bar graphs.
d. Access to historical stock and currency data
1. A programmable simulation engine using historical stock prices
2. A comprehensive calculator with the following
a. Programmable in Lua, a stable mature language well suited to financial calculations.
b. Full access to the QuantLib financial library
c. Extensive graphics capabilities, including line graphs, pie charts, bar graphs.
d. Access to historical stock and currency data
Thursday, January 31, 2013
Running two historical simulations
Running two simulations of IBM starting from 1981 going through the 1987 crash.
The code for the first simulation:
The second simulation does the opposite (this is the red line):
The results of the simulation are in the graph below:
A note on the code.
A stock object is created simply by saying 'stock(symbolstring)' e.g. 'stock("ibm")'. Adding or subtracting assets to a portfolio is done by a regular +, so the line
_=P+10*s
simply adds ten shares of s to the portfolio P.
Dividing a portfolio by a stock give a count of how many shares are in that portfolio.
P/s is the count of the number of share in P.
The code for the first simulation:
local s=stock("ibm")
local p=currpf()
if s:price(-1)>s:price() and p/s<10 then
_=p+10*s
end
if s:price(-1) <s:price() and p/s>0 then
_=p-10*s
end
This code is run daily and does the following: Buy 10 IBM stock if yesterday's price is higher than today, otherwise sell if yesterday's price is lower. This is essentially bucking the trend. This is the blue line.
The second simulation does the opposite (this is the red line):
local s=stock("ibm")
local P=currpf()
if s:price()>s:price(-1) and P/s<10 then
_=P+10*s
end
if s:price()<s:price(-1) and P/s>0 then
_=P-10*s
end
The results of the simulation are in the graph below:
A note on the code.
A stock object is created simply by saying 'stock(symbolstring)' e.g. 'stock("ibm")'. Adding or subtracting assets to a portfolio is done by a regular +, so the line
_=P+10*s
simply adds ten shares of s to the portfolio P.
Dividing a portfolio by a stock give a count of how many shares are in that portfolio.
P/s is the count of the number of share in P.
Sunday, January 27, 2013
2012 video showing graphics capabilities
A video of an early 2012 edition of the program:
Saturday, October 8, 2011
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