Scientific Consultant Services, Inc.

Software & Related Products


ORDERING INFORMATION

TO ORDER DIRECTLY:
Email  (donnamccormick@scientific-consultants.com) telephone or fax (631-696-3333) us the following information:

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TO ORDER USING PAYPAL:
You can also order using the "Add To Cart" and "Checkout" buttons immediately below.  Payment is then made through PayPal.  Even if you pay this way, be sure to include your full name, telephone number, and email address.
 
C-Trader Professional (major upgrade of The Encyclopedia of Trading Strategies companion CD) for Windows, Mac, and Unix.  Fast ftp download -- $499.00
Premium, high-resolution tick-by-tick futures data (over 2 gigabutes zipped!) with extraction software with shipping overseas -- $507.50  ($495.00 + $12.50 S/H)
Tick-by-tick futures data and extraction software (as above) with shipping to USA and Canada -- $500.50  ($495.00 + $5.50 S/H)
N-Train neural network development system with N-Train for C library and all source -- $495 (no shipping; sent by email)
TradeNet, a DLL that links N-Train with TradeStation -- $25 (no shipping, sent by email)
TS-Evolve, a genetic algorithm add-on  for TradeStation -- $159 (no shipping, sent by email)
Stock Options Analysis, Pricing, and Charting Spreadsheet used in the New York Institute of Fimance course taught by Dr. Jeffrey Owen Katz -- $49 (no shipping, sent by email)
Checkout using Paypal

Please Note:  We are obligated to charge those of you who live in New York State NYS Sales Tax.  Therefore, please also inform us of your county and sales tax rate when you order.

Questions?  Please do not hesitate to contact us either by email (donnamccormick@scientific-consultants.com) or by telephone (631-696-3333) with any questions.  Be sure to call for info about our historical data, as well as special purpose libraries and even complete trading systems.  We look forward to hearing from you.  Meanwhile, thanks for your interest in our work!



C-Trader Professional See the new C-Trader Professional page


High-res Tick Data


Super clean, ultra-high resolution tick data for all contracts (including ES, NQ, ER2, currencies, and more) trading on the CME/Globex system from Jan 2002 through Oct 2007. The data is not "throttled" in any way; most vendors (including TradeStation) throttle their data to reduce network trafic and system overload. Consequently, there are far more ticks present in our data than you will see elsewhere-- e.g., one regularly sees multiple ticks per second on the ES during regular trading hours! The data is supplied as ASCII files which have been zipped, with a total of around 2.5 gigabytes of zipfiles on 4 CD-ROMS! Time stamping has 1-second resolution and is in the format "HH:MM:SS Seq" where Seq is used to differentiate ticks by sequence number when several occur within a single second. Included with the data is software for extraction into ASCII files having the desired timeframe that may be easily read by standard TA software. If you use C-Trader Pro and trade futures, this is the data you need. This offer may be withdrawn at any time, so order now.

N-TRAIN Neural Network Development System

Now has its own  N-TRAIN PAGE


TRADENET Module that links N-Train and TradeStation

TradeNet was the first program to add neural network technology to TradeStation.  This is a marriage made in Trader's Heaven and with the encouragement of Omega Research:  Real-time analysis united with the power and amazing profit potential of AI technology.  TradeNet requires no programming.  Just use TradeStation's Easy Language to quickly and easily access the neural nets you develop using N-Train, then seamlessly embed them in your systems.  You can write user functions to perform the preprocessing, feed the preprocessed data to the net, retrieve the results from the net, and return the results.  For example, you can write a user function named "NeuralOsc" to perform the preprocessing and neural net activities, then, within a TradeStation system, you can refer to the NeuralOsc function in a trading rule (e.g., "If NeuralOsc is greater than 50, buy at market").  This is exactly how you would write any rule in TradeStation, such as one that might use stochastics or a moving average cross-over.  In this way, TradeNet is an extension to TradeStation:  It allows seamless and natural reference to neural nets, and to indicators based on them, within the context of the Easy Language.  TradeNet lets you have up to 200 neural nets running simultaneously within TradeStation, e.g., follow 10 markets, each in two timeframes, and have two neural nets looking at each market and timeframe, resulting in 40 nets.  Multiple data streams may be tracked for each market, permitting intermarket analysis.  You might have bond futures as "Data2" in a system that tracks the S&P500, thus allowing you to use bond futures as one of your predictive variables.  All systems, charts, etc., whether dependent on the neural nets or not, are automatically updated real-time in the standard TradeStation way.  Requires N-Train and TradeStation.

TRADENET ORDERING INFORMATION.  Formerly, TradeNet sold for $159.  Now, it's yours for only $25.  There are no shipping costs since we send the software by email in a zip format file.


TS-EVOLVETM Genetic Module for TradeStation

TS-Evolve is an industrial strength genetic optimizer for TradeStation and is equivalent to OptEvolve, our genetic optimizer for C++ (included in the C-Trader Toolkit).  It allows you to genetically optimize any set of parameters or evolve trading rules using "survival of the fittest."  This program was originally described in the article, "Developing Systems with a Rule-Based Approach" (Technical Analysis of Stocks and Commodities, Jan. 1997), and was later used for the genetic-based system development research detailed in our book, The Encyclopedia of Trading Strategies (Katz and McCormick; McGraw-Hill, 2000).  It has been repeatedly demonstrated to be a highly successful approach to developing profitable trading systems.  To our knowledge, it is the only genetic algorithm currently available for TradeStation.

TS-Evolve provides a more efficient alternative to the selection of good parameters than other approaches (e.g., trail-and-error or "intuitive") and tools (such as TradeStation's built-in optimizer, which does not contain genetic algorithms).  TS-Evolve uses genetic algorithms (or GAs) to search for the best parameters (and combinations thereof) from incredibly large sets of potential solutions.  A genetic algorithm solves a problem using the same processes as biological evolution:  It works by recombination and mutation of gene sequences, which may be sets of number series.  Recombination involves the process of cross-over, whereby fragments of different solutions are combined to form new solutions.  Mutation involves the introduction of random alterations to these fragments to provide additional variation in the sets of solutions being generated.  Finally, the process of selection weeds out the less-fit solutions so that only those solutions that are the most fit can recombine and mutate, yielding another generation that may contain better solutions than the previous one.  This process of recombination, random mutation, and selection has been shown to be very effective in solving complex problems that contain many elements that can be arranged in many ways or parameters with values that must be determined.

We also use TS-Evolve, rather than TradeStation's built-in optimizer, for another important reason: speed.  For example, as discussed in the above-mentioned article, when juggling six parameters (two rules, each having two lookbacks and one threshold) to systematically find all possible solutions, a brute-force optimizer like TradeStation's is very inefficient.  If each of the six parameters had to be stepped through 100 possible values, there would be a quadrillion combinations to try; such an endeavor would keep TradeStation very busy for years!  In contrast, TS-Evolve is many magnitudes faster and the time for it to obtain a solution is measurable in hours instead of years.

TS-Evolve works with all 32-bit versions of TradeStation (2000i, version 6, etc.) and provides seamless genetic algorithm capability.  It consists of a DLL and a computational server that provides "global variables," as well as GAs.  Includes a detailed, well-commented example and free technical support to help get you up and running.

TS-EVOLVE ORDERING INFORMATION.  Formerly, TS-EVOLVE was sold by Ruggiero Associates for $495.  Now, it's yours for only $159.  There are no shipping costs since we send the software by email in a zip format file.


Stock Options Charting and Pricing Spreadsheet

This is a Black Scholes equities options spreadsheet that was written for a course on advanced options strategies taught by Jeffrey Owen Katz, Ph.D., at the legendary New York Institute of Finance in New York City.  This spreadsheet makes Black-Scholes calculations easy, and vastly helps traders visualize the behavior of individual options, as well as multi-option positions (e.g., spreads). It can be used to dramatically increase profits.  VBA code is included for calculating put and call prices, as well as implied volatility, and for displaying option response curve families. It can easily be modified to receive live data (just link some cells using DDE to your data source) and update in real time. The spreadsheet and VBA code is in standard Excel (*.XLS) format.

SPREADSHEET ORDERING INFORMATION.  The cost of this invaluable tool is only $49.  There are no shipping costs since we send the software by email in a zip format file.


Simple Structure Factor Rotation in Fortran

Fortran program rotates factors to orthogonal or oblique simple structure using any of a variety of methods including Varimax, Harris-Kaiser Orthoblique (independent clusters or proportional solution), Oblisim, and Primary Product Functionplane. The program comes as source that may be compiled using any standard Fortran compiler (e.g., g77) and that will gracefully handle extremely large problems. I have used this software to rotate 35 factors derived from the correlations (over time) amongst over 3500 stocks--it did an excellent job! The software is well tested and has been in use in various incarnations since the early 70s. My papers on Functionplane appear in Multivariate Behaviour Research and Psychometrika (circa 1974).

FACTOR ANALYSIS PACKAGE ORDERING INFORMATION.  This highly useful research tool is now being offered free of charge under the Lower GPL.  It can be downloaded (as a zip file) using anonymous ftp: Download Now


Copyright 2013.  Scientific Consultant Services, Inc.
Revised - 2013.10.21
Trading Home Page:  www.scientific-consultants.com/trd-main.html
Company Home Page:  www.scientific-consultants.com
E-Mail  Jeffrey Owen Katz:  jeffkatz@scientific-consultants.com
E-Mail  Donna McCormick:  donnamccormick@scientific-consultants.com
Phone:  631-696-3333
Fax:  631-696-3333
Snail-Mail:  20 Stagecoach Road, Selden, NY 11784 (USA)