Monthly Archives: September 2010

Scraping 10 years of historical data per security from NASDAQ

Posted on September 27, 2010 by admin
This entry is part of 15 in the series Grails Finance

Grails Finance 1.1
You can like request 10 years of historical OHLC data from the NASDAQ website. That seems more than enough for all intents and purposes. Also you can download index composition details of the Dow Jones Industrial Average Index [...]

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Overfitting to polynomials

Posted on September 19, 2010 by admin
This entry is part of 15 in the series Grails Finance

Grails Finance 1.0
Overfitting occurs when a fit to historical data only works for the dataset used to fit the data. I am using polynomial fits up to the 4th degree, but in principle you could use any other sort of [...]

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