Software

We announce the release of ASTA; a tool for research in stock predictions. ASTA is freely available for research insitutions.

The development of ASTA was instigated by a need for good working tools for the following research tasks:

• A test bench for old and new trading strategies
• An interactive development tool for trading rules
• An non-interactive development tool for trading rules
• Data generation for post processing

ASTA has a graphical user interface in MATLAB. Buy and Sell rules can be tested interactively by simulated trading using a historical data base with stock prices. User defined functions can be easily included. ASTA can also be called as a MATLAB function from your application. ASTA does in this case work as an object function that maps a trading strategy onto a profit measure. This mode is usuful for integration with other systems. ASTA simulates real trading using historical stock market data. The trading results are then presented in histograms and equity curves. The simulation tries to mimic a real multi stock trading situation where the trader has to select which stocks to buy and sell in each time step. Initial conditions such as amount of capital and transaction costs are easily configurable.

Here is user's technical reference.

More information can be found at: http://www.cs.umu.se/~thomash/astahome.htm