Quote:
Originally Posted by photon
I used to work for a guy and one one of the apps we did was to take stock information and combine that with patent information to try and find an arbitrage. The idea was that often companies would have their patents approved but wouldn't announce it for a few days or weeks, and there seemed to be an advantage there. I think we'd got to the point of examining historical information and finding the premise played out in the big picture.
I think you could build something like this yourself even in just Excel, assuming anyway that you can get a source of data that's appropriate. I would imagine though that there are lots of sources of stock information that could be imported into Excel.
Or are you talking more real-time?
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No, actually it doesn't need to be real-time at all. Maybe the issue is the data that's usable. I know I could construct this to work for say one stock, but its the filtering through thousands that I'm jot sure how to do effectively.