C-Trader Toolkit

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Note: The following information has not been updated by the vendor since 09/22/05.

Address:	20 Stagecoach Road
	Selden, NY 11784
Phone # for sales:	631 696 3333
Fax:	631 696 3333
Website:	www.scientific-consultants.com
Click link to request additional product information.
E-mail address:	jeffkatz@scientific-consultants.com

CATEGORY: SOFTWARE

General Information TOP

Product name: C-Trader Toolkit

Initial Price: $79.00 (plus s&h)

Brief product description:

The C-Trader Toolkit is the testing platform used in the The Encyclopedia of Trading Strategies (Katz and McCormick; McGraw-Hill, 2000). It is a powerful trading system development platform. Used by CTAs, hedge funds, and other professional traders, the C-Trader Toolkit can perform portfolio-wide tests and system optimizations, allows the evaluation of metasystems (those that trade the equity curves of other systems) and asset allocation strategies, has no limit on the number of data series or bars (e.g., one can optimize a trading model on the entire NYSE going back 15 years), and easily accomodates cross-sectional as well as longitudinal trading rules (try that in TradeStation). The CD includes libraries for all standard technical indicators (including many non-standard ones that have appeared in Stocks & Commodities), statistics & distributions (including Student's t), mathematics (including FFTs, MESA, Lomb Periodograms, SVD, and eigenvectors), multiple regressions, neural networks, and even genetic algorithms. The software is designed so that the user can easily script complex testing procedures, and comes with all source code (in standard, well-commented, clearly written C++). Note that this CD is an updated (2004) version of the original Companion CD (released in 2000). The difference between the updated and older version is that the update was developed specifically to be compatible with modern C/C++ compilers running under UNIX, LINUX, and Windows. For example, if you try to compile the old code with GNU C++, or another modern C++ compiler, you will get many errors regarding type mismatches and a few regarding the use of functions that not part of ISO-standard C++ (such as strlwr). In the updated version, consequently, we have added many typecasts and have removed calls to unsupported functions. In addition, the original version came with makefiles for the Symantec V6.1 C++ Compiler, which was supplied on the CD so users could immediately verify and run the software. However, the Symantec compiler will not run under Windows XP. The current, updated CD includes MinGW and MSYS, which together provide a reliable UNIX-like shell and toolset that works well under all 32-bit versions of Windows (including XP and 2000) and that includes the well-respected GNU C++, C, and Fortran compilers. The CD also includes makefiles targeted at these compilers. Additional modules have been added to the package for those running the software under LINUX or UNIX to supply the functionality required, for example, by calls to kbhit().

System Requirements TOP

Operating system(s):

Windows98
Windows95
WindowsNT
DOS
Macintosh
Windows 2000
Windows ME
Linux
Windows XP

Minimum RAM required: 32 mb

Minimum hard drive space: 100 mb

Minimum modem speed: N/A

Mouse required?: No

CD-ROM used?: Yes

CD-ROM required?: Yes

Demo disk available?: No

Market Information TOP

Markets followed:

Stocks
Futures
Bonds
Industrial groups
Cash markets
Mutual funds
Indices
Options

Data TOP

Data type(s) utilized:

Intraday data
End-of-day data
Fundamental data
Historical Data

Sources for data:

Provided by an outside data source

Downloader: N/A

Data manager: N/A

Data Formats TOP

Formats read directly:

Pinnacle Data
TC2000 (Worden Bros.)
Tick Data
ASCII

Additional formats read directly:

N/A

Formats read after conversion to program useable data: N/A

Additional formats read via conversion to program useable data:

N/A

Charts TOP

Chart type(s) utilized: N/A

Charting features: N/A

Built-in indicators:

Advance-decline ratio
Accumulation/distribution
Accumulation/distribution (Chaikin)
Advance-decline
Arms index (TRIN)
Average true range
Bandpass indicator
Beta
Bollinger band difference
Call-put ratios
Chaikin oscillator
Commodity channel index
Comparative relative strength
Correlation analysis
Directional movement
Ease of movement
Fourier transform
Horizontal shift
Mass index
MACD
Maximum entropy spectral analysis
McClellan oscillator
McClellan summation index
Median price
Money flow
Momentum
Moving averages: simple
Moving averages: exponential
Moving averages: other
Negative volume indicator
On-balance volume
Oscillators
Parabolic indicator
Percent retracement
Price volume trend
Rate of change
Relative strength
Spreads
Standard deviation
Stochastics
Studies on studies
Swing index
Time series forecast
Trading bands
Trade volume index
TRIX
Typical price
Volatility (Chaikin)
Volatility (Wilder)
Volume oscillator
Weighted spreads
Wilder's RSI
Williams' %R
Zigzag
Show indicator values
Modify built-in indicators
User-defined indicators

Screening and Alerts TOP

Ranking based on:

Indicator and studies
Technical systems
Fundamental data

Screening based on: N/A

Alerts based on:

Indicator and studies
Technical systems
Fundamental data

Alerts displayed on charts?: No

Alerts displayed in table?: Yes

Screening by individual system per market?: Yes

Save tables?: Yes

Automated printing of tables?: Yes

Trading Systems TOP

Trading system features:

Stock system testing
Futures system testing
System development and testing
Customize and edit formulas
Optimization
System performance reports
System tracking
Plot equity line
Testing of portfolio risk & return
Testing of money management strategies

Options Analysis TOP

Options analysis features:

Computer-generated strategies
Risk measurements (e.g., delta, gamma)
Multiple pricing models (e.g., Black-Scholes)
Portfolio reports
Projections/forecasting (what-if analysis)

Support TOP

Support features:

Online help
Phone support

Manual page length (if applicable): N/A

Additional Information TOP

Additional comments (please indicate additional indicators, special features and services here):

N/A

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