Algo Quant 0.0.8 has been released.

This is a trial version of Algo Quant, an integrated quantitative trading strategy research and back testing system. http://www.numericalmethod.com/wiki/numericalmethod/wiki/AlgoQuant

This release contains bug fixes and the following new features.

• capture Yahoo minute-by-minute data

• download Yahoo symbols selected by properties

• compute p&l distribution using Monte Carlo simulation

• analyze sensitivity of parameters

• add support and resistance

• add a trading strategy based on Principal Component Analysis (PCA), Infantino 2010

This version is not backward compatible with all previous releases.

The source code can be browsed here: http://www.numericalmethod.com/wiki/numericalmethod/browser/algoquant

To request a trial license, please email sales@numericalmethod.com.