Analyze investment strategies using historical data in Go

Programming Snapshot – Go Stock Trading

© Lead Image © agor2012 123RF.com

© Lead Image © agor2012 123RF.com

Article from Issue 285/2024
Author(s):

Mike Schilli uses a Go program to check whether a strategy for trading stocks is making gains or losses on the basis of historical price data.

People say that you're always smarter with the benefit of hindsight; of course, this also applies to stock market trading. Based on the ups and downs in the historical performance of a stock, it seems as clear as the light of day when an investor should have bought or sold stocks in order to leverage upswings and reap huge profits.

It goes without saying that it is infinitely more difficult to speculate successfully with stocks whose price development is still unknown. Chemistry wizard Niels Bohr once quipped that forecasts are generally difficult, especially those concerning the future.

Random Fools

I recently stumbled across a book titled Fooled by Randomness [1] and read about a theory stating that most successful stock market speculators were simply lucky. This may sound unlikely to the average person, but it does seem plausible given the tiny proportion of successful speculators. Be that as it may, one section of the book made me sit up and take notice. In this section, author Nassim Nicholas Taleb mentions that he had commissioned a software company to write a "backtester," a program that is familiar with the historical price data of interesting stocks and that checks trading strategies packaged into algorithms to see whether the strategies would have succeeded in a historical context.

[...]

Use Express-Checkout link below to read the full article (PDF).

Buy this article as PDF

Express-Checkout as PDF
Price $2.95
(incl. VAT)

Buy Linux Magazine

SINGLE ISSUES
 
SUBSCRIPTIONS
 
TABLET & SMARTPHONE APPS
Get it on Google Play

US / Canada

Get it on Google Play

UK / Australia

Related content

comments powered by Disqus
Subscribe to our Linux Newsletters
Find Linux and Open Source Jobs
Subscribe to our ADMIN Newsletters

Support Our Work

Linux Magazine content is made possible with support from readers like you. Please consider contributing when you’ve found an article to be beneficial.

Learn More

News