Umeň universitet
Matematisk- naturvetenskaplig fakultet
Institutionen f÷r datavetenskap

SE-901 87, Umeň, Sweden
Phone: +46 90 786 7759  Cellular: +46 70 52 15 786
 

 

bar0044.gif (4571 bytes)

 

 

What Is ASTA?  

ASTA is a tool for research in predictions of stock prices.  The development of ASTA was instigated by a need for good  working tools for the following research tasks:

  • A test bench for old and new trading strategies
  • An interactive development tool for trading rules
  • An non-interactive development tool for trading rules
  • Data generation for post processing

Click here for more information

How Is ASTA Used?  

ASTA has a graphical user interface in MATLAB. Buy and Sell rules can be tested interactively by simulated trading using a historical data base with stock prices. User defined functions can be easily included. ASTA can also be called as a MATLAB function from your application.  ASTA does in this case work as an object function that maps a trading  strategy onto a profit measure. This mode is usuful for integration with  other systems.

Click here for examples

How Does ASTA Work?  

ASTA simulates real trading using historical stock market data.  The trading results are then presented in histograms and equity curves.  The results is also available as a scalar function value when ASTA is used as an object function as described above. The simulation tries to mimic a real multi stock trading situation where the trader has to select which stocks to buy and sell in each time step. Initial conditions such as amount of capital and transaction costs are easily configurable.

 

What Data Is Used for the Trading Simulation?  

The present version of ASTA uses a database with data from the Swedish stock market between 1987 and 1997. Other data sources will be interfaced as time permits and needs request. The data is stored in a data file (e.g: asta0.mat) which is loaded into the MATLAB work space.

 

How Can I Start Using ASTA?  

ASTA is written in MATLAB. To use ASTA you must have a MATLAB system running on your machine. The ASTA system is free for accademic use. For further information email me with the word "ASTA" in the subject line.

 

Where Can I Find More Information about ASTA?  

You can download ASTA - User's Reference Guide here.

 

 

bird16.gif (5397 bytes)