Just to clarify a few points:

(THE TRADE NETTING LIBRARY)

Any code was distributed as a binary - simply so I knew it was in a form
immediately usable by at least some people. Source code is available (and was
stated as such) and it is not closed source - I simply have not had the time to
present it in a professional manner. A question that needs to be asked is would
you prefer that I try and release something to the community or I don't at all.
Neither the binary nor the source had any password.

(THE SPREAD DISCOVERY & BACKTESTER)
R code, no binary. Wrapped in a .zip simply because it makes it easy.
Password was simply used as a means of tracking interest. Due to the rude
response I received, I was almost tempted to not publish this in any manner.
However, as mentioned, the password is algotickbacktesterpassword

Chris.





On 22 May 2012 at 12:52 Jeffrey Ryan <jeffrey.ryan@lemnica.com> wrote:

> I'll be the first.
>
> Did you just spam R-sig-finance with closed source code, distributed
> as a binary, that USES the community's hard work, without giving back
> anything?  That requires a password???!
>
> This is a (very) likely a violation of the GPL in letter and, and
> certainly in spirit.
>
> As someone who works rather hard for this community, I will be the
> first to request you take your efforts elsewhere. Not a single person
> here has 'time' to look at it.
>
> Jeff
>
> On Tue, May 22, 2012 at 2:40 AM, mail@chrisbird.com <mail@chrisbird.com>
> wrote:
> > I have developed a spread/strategy backtester, which takes a list of input
> > contracts and creates an N-dimensional output of spread combinations,
> > performs
> > backtesting and outputs results.
> >
> > Spread combinations are deduced by correlation & cointegration measures,
> > combined with graph reduction to create a manageable result set to backtest.
> >
> >
> >
> > Its here:
> >
> > http://www7.zippyshare.com/v/11292047/file.html
> > <http://www7.zippyshare.com/v/11292047/file.html>
> >
> > Email me for the password (just to keep track of who is interested, so I can
> > decide if to tidy it up & comment it more in future).
> >
> >
> >
> > The code relies upon my trade netting library:
> >
> > http://www7.zippyshare.com/v/11292047/file.html
> > <http://www7.zippyshare.com/v/11292047/file.html>
> >
> > (Only built for win64 - however if you email me I can supply source if you
> > want
> > to build it yourself)
> >
> >
> >
> > Please don't ask me how the code works, I haven't got time to comment it or
> > give
> > support. If enough interest is shown - i.e people requesting password and
> > telling me they like it, then I will try and make an effort to tidy it up &
> > get
> > it using the new parallel functions within latest R build.
> >
> >
> >
> > Kind Regards,
> >
> >
> >
> > Chris.
> >
> >
> >        [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > R-SIG-Finance@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R questions
> > should go.
>
>
>
> --
> Jeffrey Ryan
> jeffrey.ryan@lemnica.com
>
> www.lemnica.com
> www.esotericR.com
>
> R/Finance 2012: Applied Finance with R
> www.RinFinance.com
>
> See you in Chicago!!!!
	[[alternative HTML version deleted]]

