Digital Dave

You might be happy to know that I am putting up an installer for Breakout Returns on the website.  I’ve been meaning to do this since, well, since I made it… But for some reason I just never got around to doing it.  Okay, I didn’t feel like fiddling with installers at the time.  The beast used to be around 23MB, but I spent the last hour knocking it down to 11.3MB.

It has been up on GameDev.NET and has had about 740 plays.

Download Breakout Returns

Well the ball has started rolling on this finance project.

I’m working with a finance professor here at Kansas State to do some research on momentum trading.  If you are not finance savvy, the method of trading resembles exactly what the word means.  It’s all about chasing returns.  This is probably one of the most confusing aspects of finance, believe it or not.   Does it really exist?  That’s the million dollar question.  Some of these research papers break out some long winded equations.  Others bring it down to more of an investor behavior.   And none of these papers are confident in their findings…

Anyway, that’s the boring stuff.

My role, beyond understanding the method of trading a little, is to write an application to help my professor study this stuff.  I still don’t have the exact details, but what I can say is that I get to deal with a massive amount of data.   We’re looking at daily, and monthly, data over the past 7 years to analyze.   Not, bad… Right?  Yeah, well, this is dealing with the over 4,000 companies.  So we’re looking at around 8,000,000 entries for the daily returns, and around 700,000 for the monthly returns.   Each of these entries will have around 5-10 things associated with them (stock price, ticker name,  daily return, volume traded, etc).

Obviously, the kudos points really come from developing a program to analyze this data fast and memory efficient.

I still haven’t decided on what language I’m going to write this in.  I need to find some comparisons on file reading, among other things, with java, c#, and C++.

I have a meeting with the professor next week so hopefully I’ll get to write some more detailed information.  Until then I’m writing a bunch of test/performance code to get an idea of what might work the best in terms of speed.