Scientific Consultant Services, Inc.
Software & Related Products
ORDERING INFORMATION
TO ORDER DIRECTLY:
Email (donnamccormick@scientific-consultants.com) telephone or fax (631-696-3333) us the
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TO ORDER USING PAYPAL:
You can also order using the "Add To Cart"
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| C-Trader Professional (major
upgrade of The Encyclopedia of Trading Strategies
companion CD) for Windows, Mac, and Unix. Fast ftp
download -- $499.00 |
|
| Premium, high-resolution
tick-by-tick futures data (over 2 gigabutes zipped!)
with extraction software with shipping overseas --
$507.50 ($495.00 + $12.50 S/H) |
|
| Tick-by-tick futures data and
extraction software (as above) with shipping to USA and
Canada -- $500.50 ($495.00 + $5.50 S/H) |
|
| N-Train neural network development
system with N-Train for C library and all source -- $495
(no shipping; sent by email) |
|
| TradeNet, a DLL that links N-Train
with TradeStation -- $25 (no shipping, sent by email) |
|
| TS-Evolve, a genetic algorithm
add-on for TradeStation -- $159 (no shipping, sent
by email) |
|
| Stock Options Analysis, Pricing,
and Charting Spreadsheet used in the New York Institute
of Fimance course taught by Dr. Jeffrey Owen Katz -- $49
(no shipping, sent by email) |
|
| Checkout using Paypal |
|
Please Note:
We
are obligated to charge those of you who live in New York
State NYS Sales Tax. Therefore, please also inform us of
your county and sales tax rate when you order.
Questions?
Please
do not hesitate to contact us either by email (donnamccormick@scientific-consultants.com) or by telephone (631-696-3333) with any
questions. Be sure to call for info about our historical
data, as well as special purpose libraries and even complete
trading systems. We look forward to hearing from
you. Meanwhile, thanks for your interest in our work!
High-res Tick Data
Super clean, ultra-high resolution tick
data for all contracts (including ES, NQ, ER2, currencies, and
more) trading on the CME/Globex system from Jan 2002 through Oct
2007. The data is not "throttled" in any way; most vendors
(including TradeStation) throttle their data to reduce network
trafic and system overload. Consequently, there are far more
ticks present in our data than you will see elsewhere-- e.g.,
one regularly sees multiple ticks per second on the ES during
regular trading hours! The data is supplied as ASCII files which
have been zipped, with a total of around 2.5 gigabytes of
zipfiles on 4 CD-ROMS! Time stamping has 1-second resolution and
is in the format "HH:MM:SS Seq" where Seq is used to
differentiate ticks by sequence number when several occur within
a single second. Included with the data is software for
extraction into ASCII files having the desired timeframe that
may be easily read by standard TA software. If you use C-Trader
Pro and trade futures, this is the data you need. This offer may
be withdrawn at any time, so order now.
N-TRAIN®
Neural Network Development System
Now has its own N-TRAIN PAGE
TRADENET®
Module that links N-Train and TradeStation
TradeNet was the first program to add
neural network technology to TradeStation. This is a
marriage made in Trader's Heaven and with the encouragement of
Omega Research: Real-time analysis united with the power
and amazing profit potential of AI technology. TradeNet
requires no programming. Just use TradeStation's Easy
Language to quickly and easily access the neural nets you
develop using N-Train, then seamlessly embed them in your
systems. You can write user functions to perform the
preprocessing, feed the preprocessed data to the net, retrieve
the results from the net, and return the results. For
example, you can write a user function named "NeuralOsc" to
perform the preprocessing and neural net activities, then,
within a TradeStation system, you can refer to the NeuralOsc
function in a trading rule (e.g., "If NeuralOsc is greater than
50, buy at market"). This is exactly how you would write
any rule in TradeStation, such as one that might use stochastics
or a moving average cross-over. In this way, TradeNet is
an extension to TradeStation: It allows seamless and
natural reference to neural nets, and to indicators based on
them, within the context of the Easy Language. TradeNet
lets you have up to 200 neural nets running simultaneously
within TradeStation, e.g., follow 10 markets, each in two
timeframes, and have two neural nets looking at each market and
timeframe, resulting in 40 nets. Multiple data streams may
be tracked for each market, permitting intermarket
analysis. You might have bond futures as "Data2" in a
system that tracks the S&P500, thus allowing you to use bond
futures as one of your predictive variables. All systems,
charts, etc., whether dependent on the neural nets or not, are
automatically updated real-time in the standard TradeStation
way. Requires N-Train and TradeStation.
TRADENET ORDERING INFORMATION. Formerly, TradeNet sold for $159.
Now, it's yours for only $25. There are no shipping
costs since we send the software by email in a zip format
file.
TS-EVOLVETM
Genetic Module for TradeStation
TS-Evolve is an industrial strength genetic
optimizer for TradeStation and is equivalent to OptEvolve, our
genetic optimizer for C++ (included in the C-Trader
Toolkit). It allows you to genetically optimize any set of
parameters or evolve trading rules using "survival of the
fittest." This program was originally described in the
article, "Developing Systems with a Rule-Based Approach" (Technical
Analysis of Stocks and Commodities, Jan. 1997), and was
later used for the genetic-based system development research
detailed in our book, The Encyclopedia of Trading Strategies
(Katz and McCormick; McGraw-Hill, 2000). It has been
repeatedly demonstrated to be a highly successful approach to
developing profitable trading systems. To our knowledge,
it is the only genetic algorithm currently available for
TradeStation.
TS-Evolve provides a more efficient
alternative to the selection of good parameters than other
approaches (e.g., trail-and-error or "intuitive") and tools
(such as TradeStation's built-in optimizer, which does not
contain genetic algorithms). TS-Evolve uses genetic
algorithms (or GAs) to search for the best parameters (and
combinations thereof) from incredibly large sets of potential
solutions. A genetic algorithm solves a problem using
the same processes as biological evolution: It works by
recombination and mutation of gene sequences, which may be
sets of number series. Recombination involves the
process of cross-over, whereby fragments of different
solutions are combined to form new solutions. Mutation
involves the introduction of random alterations to these
fragments to provide additional variation in the sets of
solutions being generated. Finally, the process of
selection weeds out the less-fit solutions so that only those
solutions that are the most fit can recombine and mutate,
yielding another generation that may contain better solutions
than the previous one. This process of recombination,
random mutation, and selection has been shown to be very
effective in solving complex problems that contain many
elements that can be arranged in many ways or parameters with
values that must be determined.
We also use TS-Evolve, rather than
TradeStation's built-in optimizer, for another important
reason: speed. For example, as discussed in the
above-mentioned article, when juggling six parameters (two
rules, each having two lookbacks and one threshold) to
systematically find all possible solutions, a brute-force
optimizer like TradeStation's is very inefficient. If
each of the six parameters had to be stepped through 100
possible values, there would be a quadrillion combinations to
try; such an endeavor would keep TradeStation very busy for
years! In contrast, TS-Evolve is many magnitudes faster
and the time for it to obtain a solution is measurable in
hours instead of years.
TS-Evolve works with all 32-bit versions
of TradeStation (2000i, version 6, etc.) and provides seamless
genetic algorithm capability. It consists of a DLL and a
computational server that provides "global variables," as well
as GAs. Includes a detailed, well-commented example and
free technical support to help get you up and running.
TS-EVOLVE ORDERING INFORMATION. Formerly, TS-EVOLVE was sold by
Ruggiero Associates for $495. Now, it's yours for only
$159. There are no shipping costs since we send the
software by email in a zip format file.
Stock Options
Charting and Pricing Spreadsheet
This is a Black Scholes equities options
spreadsheet that was written for a course on advanced options
strategies taught by Jeffrey Owen Katz, Ph.D., at the legendary
New York Institute of Finance in New York City. This
spreadsheet makes Black-Scholes calculations easy, and vastly
helps traders visualize the behavior of individual options, as
well as multi-option positions (e.g., spreads). It can be used
to dramatically increase profits. VBA code is included for
calculating put and call prices, as well as implied volatility,
and for displaying option response curve families. It can easily
be modified to receive live data (just link some cells using DDE
to your data source) and update in real time. The spreadsheet
and VBA code is in standard Excel (*.XLS) format.
SPREADSHEET ORDERING INFORMATION. The cost of this invaluable tool is
only $49. There are no shipping costs since we send the
software by email in a zip format file.
Simple Structure
Factor Rotation in Fortran
Fortran program rotates factors to
orthogonal or oblique simple structure using any of a variety of
methods including Varimax, Harris-Kaiser Orthoblique
(independent clusters or proportional solution), Oblisim, and
Primary Product Functionplane. The program comes as source that
may be compiled using any standard Fortran compiler (e.g., g77)
and that will gracefully handle extremely large problems. I have
used this software to rotate 35 factors derived from the
correlations (over time) amongst over 3500 stocks--it did an
excellent job! The software is well tested and has been in use
in various incarnations since the early 70s. My papers on
Functionplane appear in Multivariate Behaviour Research and
Psychometrika (circa 1974).
FACTOR ANALYSIS PACKAGE ORDERING
INFORMATION. This highly
useful research tool is now being offered free of charge under
the Lower GPL. It can be downloaded (as a zip file)
using anonymous ftp: Download
Now
Copyright © 2013. Scientific Consultant
Services, Inc.
Revised - 2013.10.21
Trading Home Page: www.scientific-consultants.com/trd-main.html
Company Home Page: www.scientific-consultants.com
E-Mail Jeffrey Owen Katz: jeffkatz@scientific-consultants.com
E-Mail Donna McCormick: donnamccormick@scientific-consultants.com
Phone: 631-696-3333
Fax: 631-696-3333
Snail-Mail: 20 Stagecoach Road, Selden, NY 11784
(USA)