Steps for Running Financial Engine Experiments¹

Jeffrey D. Oldham

2000 May 01

I assume you are using Linux. Modify for Windows as appropriate.

1.

Copy the C++ source files. It might be easiest to use the command wget -r -nd http://www.cs.trinity.edu/~joldham0/3352/finances/code/.

2.

Copy the historic return data. For example

(a)

wget http://www.cs.trinity.edu/~joldham0/3352/finances/data/data.tgz

(b)

Extract using tar xzvf data.tgz.

3.

Compile the code to produce an executable program called financial. For example, type make.

4.

Run the experiments. You can use the provided Perl script runSimulations.pl.

(a)

Ensure it is executable by typing chmod +x runSimulations.pl.

(b)

Modify the Perl script's variables.

(c)

Add for loops to the Perl script as appropriate.

(d)

You might want to modify the print statement to annotate each line of output.

Footnotes

... Experiments¹

©2000 Jeffrey D. Oldham . All rights reserved. This document may not be redistributed in any form without the express permission of the author.