Historical Odds Calculator

I have created a web page that calculates the figures that I have been posting: stockoddscalculator (see the link on the right of the blog page framingtheday).  The algorithms are slightly different from the spreadsheet that I have been using, but similar, and the results seem to be similar.  Just enter the symbol (the data is drawn from yahoo! historical data), and press the display button to see the historical chances that various prices are crossed.  For the opening price, since the data is from Yahoo!, the values are not immediately available after market open, so you can enter the price (based on some other source).  Also, since it is using Yahoo!, any symbol that Yahoo! has historical data can be used.  Be careful, I am not using the dividend adjusted figures, so stock splits and dividends will negatively impact the odds calculation more than if I used the adjusted figures.

This is a Ruby on Rails (3.0) program, deployed to Heroku .  Everything installed very smoothly. Source is on GitHub.

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4 Responses to “Historical Odds Calculator”

  1. tony Says:

    very cool stuff

  2. tony Says:

    I have had fun playing with this. have you posted the calculations for this anywhere?

  3. tony Says:

    thanks
    I thought about trying to code this and do some back testing
    If I can get it done I’ll send it over to you

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