Does anyone know of investment portfolio planning research? I am looking for free available testdata files for such an example.

I 've been talking the Drools Chance guy about the Drools Chance's uncertainty and probability syntax support for rules. Turns out, if we combine that with Drools Planner we got the power to score calculation based on probability reasoning, needed for examples like investment portfolio planning. So I need a testdata set to write an example to prove that that works :)

asked 20 Jun '11, 11:06

Geoffrey%20De%20Smet's gravatar image

Geoffrey De ... ♦
accept rate: 6%

All publicly traded companies have to freely post market values of their shares. Also all commodities and commodity indexes are publicly traded as well so you can get those histories as well.

If you want an API that can get historical prices that I might suggest using R to gather data. There are packages for R devoted to gathering historical prices from a number of repositories. The best thing to do is browse the Econometrics and Finance CRAN Task Views. There they list a number of packages used for financial analysis in R.


answered 23 Jun '11, 08:52

larrydag%201's gravatar image

larrydag 1 ♦
accept rate: 9%

Thanks, it's a start. A critical part I am missing is projections with probability. Say gold is now at 100$. So I also need a projection for the price after fixed time (say 30 days later) of probability: 20% at 90$, 30% at 100$, 50% at 108$.

(23 Jun '11, 09:27) Geoffrey De ... ♦
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Asked: 20 Jun '11, 11:06

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Last updated: 23 Jun '11, 09:27

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