Re: "Why Octave"

[Ben Abbott]

On Feb 3, 2013, at 9:03 PM, Vic Norton wrote:

> On Feb 3, 2013, at 8:02 PM, Ben Abbott <address@hidden> wrote:
> 
>> On Feb 3, 2013, at 4:01 PM, Vic Norton wrote:
>>> 
>>> I use Octave because Octave fits my needs, and, when I publish an Octave 
>>> algorithm (e.g., <http://arxiv.org/abs/1206.2333>), anyone can use it any 
>>> way he or she wants (subject to the restrictions of the GNU General Public 
>>> License <http://www.gnu.org/copyleft/gpl.html>).
>>> 
>>> Vic Norton
>> 
>> Vic, 
>> 
>> Did you use to pdf-plots to produce the 3D graphics?   Did you write some 
>> Octave scripts to produce the PGF code?
>> 
>> Also, I'll read the paper when I have the time.   Might the approach be 
>> appropriate for improving the returns of a typical 401k? (spreading assets 
>> between various funds)
>> 
>> Ben
> 
> There aren't any 3D graphics in that paper, Ben. The paper was written in 
> LaTeX. Most of the graphics were produced with the TikZ (PGF) package, but 
> the data dominated graphics were produced with Gnuplot. In either case, 
> Octave crunched the numbers and wrote the LaTeX code. I also used Perl to 
> collect and manipulate data for this paper.
> 
> In so far as improving 401k returns---well maybe. I've come to the conclusion 
> that financial markets are totally schizophrenic, that there are no 
> investment panaceas. I do hope to develop some mathematical (Octave) cannons 
> to aid with investment decisions, but learning how to aim said cannons is a 
> nontrivial task. Still, being able to crunch numbers can't put one at a 
> financial disadvantage. That's what I figure, anyhow.
> 
> Regards,
> 
> Vic

Vic, I'm attempting to duplicate your results using your data.   Are the 
returns simply the diff() of the the normalized closing prices in the csv file?

Ben