About Algorithm Science
About Algorithm Science, SignalSolver and the JeX Framework
At Algorithm Science we make Excel based products which import, analyze and present online data in Excel format. One of our specialties is the import of historical stock data into Excel and so to fill the void after Yahoo! terminated its "ichart" service in 2017, we came up with two workarounds. One involves emulating the older URLs to minimize the changes necessary to older spreadsheet. The other taps into the newer JSON based feeds, providing real-time and historical prices. Many thousands of people are now using these functions to pull stock prices.
More recently, we have become interested in the rapidly increasing number of JSON data sources online. The world is moving away from CSV and embracing JSON. To help Excel users with the transition, we have developed a framework for extracting such data into Excel without the need for users to know any VBA. All you need to do is study the JSON data to see where the values of interest are, and enter the info onto an Excel sheet. The JeX User Defined Function will then be able to extract the values for you. We use the JeX Framework in our JeX Financial product.
The SignalSolver product searches for trading strategies that worked in the past. The strategies are found by running hundreds of thousands of backtests against daily, weekly or monthly OHLC data. They are unconventional in that the buy and sell strategies are allowed to be completely different, not symmetrical inverses like your normal run-of-the-mill strategies.. We publish some of the signals we find on this site in the hope that others will find them interesting, but you should know in advance that back-testing alone can not find reliably profitable strategies for the future, at least we haven't found that elusive link yet. Nevertheless the product is excellent for quantifying which price actions have been consequential. And its pretty easy to use. Recently, we have added the "Sentiment" indicator to the SignalSolver product. Sentiment aggregates the opinions of multiple trading algorithms to quantify a buy/sell sentiment of a security. The method shows promise as a trading methodology
Dr. Andrew MacLean
Founder and CEO