LiveStock is a fledgling stock price watcher and data analyzer, being developed in Java/Swing.
Download the LiveStock 0.4 Jar here.
LiveStock runs as an executable JAR. It requires JRE 6 to operate. JRE 6 may or may not be pre-installed on a given Mac OS or Windows system.
You may want to place the JAR in a dedicated directory before launching (LiveStock will generate database and configuration files).
- Obtains equity prices from various web sources (presently Yahoo! and Google).
- Users can add, delete, and edit price records
- Users can import price data from a file (with a specific format) and export price data to a file.
- Users can import tab-delimited data files as “static data.”
- Charts equity feed data and static (imported) data.
- Tests feed and static data (separately) for unit roots.
- Tests feed and static data (separately) for cointegration, using various algorithms (presently two).
The cointegration code in LiveStock comes from the following sources:
- cointtest.xls Excel Spreadsheet (code in Visual Basic). An implementation of the Johansen algorithm. Ostensibly based on Kyungho Jang’s and Masao Ogaki’s paper viewing and download.
- Stefan Zeugner’s Matlab implementation of the Pesaran/Shin/Smith extension of Johansen cointegration testing with exogenous data. Documentation is available for download.
Sample Data Files
- cointtest.txt is the example data provided by Jang and Ogaki. This file can be loaded, charted, and tested as static data.
- indprod_sa.txt is the example data provided by Stefan Zeugner. This file can be loaded, charted, and tested as static data.
- prices4.txt is example feed data that can be loaded into LiveStock (it can also be split into subsets before loading). This or similar feed data can be tested for cointegration (small data sets will often cause the test to fail).
LiveStock can take awhile to load data sets, and hasn’t yet been fitted with progress dialogs to keep the user from killing the program. Please exercise patience and tolerance.
LiveStock needs to make sense of dates to generate meaningful charts of static data.
Make sure the proper date format is selected on the Home Panel before attempting to chart static data.
Static Data “Date Format” combo box is sometimes partly hidden under the status pane.
Workaround: resize the application window.