Name:     FDC (Financial Data Calculator)
From:     Mathematical Investment Decisions                    

author:   Mark Jurik
date:     28-AUG-05

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FDC (Financial Data Calculator) is a unique software app for data analysis and charting. The advanced version can link to and run the entire line of Jurik's tools: JMA, VEL, CFB, RSX, DMX, DDR, and WAV.

FDC works on stocks, bonds, money markets, commodities, and any time-indexed data, technical or fundamental. FDC can import financial data from various web sites, including YAHOO and the Federal Reserve Board in St. Louis (huge site). It will soon be able to tap into Bloomberg data, if present on the user's computer. 

FDC is an unusual product because nothing happens until you write a line of code. For every line you write, a chart and spreadsheet automatically appear. This allows you to see what your calculation for that line looks like. You can elect to see or hide each chart as they pop up.  Macros and trade simulation functions are formulated in the same language, and then become totally integrated as language extensions.

The language is high level, powerful and yet simple to learn. You can create, manipulate and run complex tasks on lists of markets, functions, trade simulators, arrays of data or even on other lists.  The advanced version can interface with almost any third party product that are DLLs, (including the Jurik Toolset) and also links to BRAINCEL and BRAINMAKER for building neural nets.

In one scripted study that I wrote, FDC collected market data, ran JMA/RSX/VEL/CFB, performed spatio-temporal compression on the results using WAV/DDR, trained and tested a Braincel neural net, and plotted the forecast. All in just 16 lines of code.  Very nice.

Graphs are 'live' in that you can select portions of a graph, copy and paste into other graphs, and data automatically comes along. You can form in-place linear and polynomial regressions with the associated data or draw lines on a graph. Either way, the synthetic data created  can be automatically extended.

The developers employed some clever mathematics into FDC. It's almost like a visual basic version of Matlab, optimized for analyzing the markets and developing trading strategies. Price is very low, considering what you get. 

Here are some other highlights...

** Lets you apply a collection of studies against a collection of markets.
** Performs user defined technical analysis on any time series data.
** Time series include stocks, futures, bonds, currencies, or fundamental economic data. 
** Can test investment strategies (of any complexity) on historical data. 
** Simulate "walk forward" trading of data to experience a realistic trading environment.
** Easily construct a list of markets into a market sector.
** Search lists of markets or sectors for those having any desired behavior you define.
** Apply lists of user-defined studies to lists of markets, sectors or any other data sets you create.


WEBSITE:

http://www.mathinvestdecisions.com/