A Direct Recurrent Reinforcement Learning System

 

The trading system and the various applications were initially developed in C++ on a GNU/Linux operating system. Most of the used software was chosen because it’s free Open Source and portable through the various operating systems. The only exceptions were Maple which is a commercial software and Kile, which does not work under Windows. Afterwards, the following exceptions were added: Visual Studio 2010/Notepad++ which are Windows only and Aquafold Data Studio which is a commercial software.

 

Operating Systems:

• Server: Debian GNU/Linux (www.debian.org)
• Desktop: Ubuntu GNU/Linux (www.ubuntu.com)

 

Version Control:

• Subversion (subversion.apache.org)
• GIT (git-scm.com)

 

Integrated Development Environment:

• Eclipse (www.eclipse.org)
• Eclipse C/C++ Development Tooling – CDT (www.eclipse.org/cdt)
• Eclipse Modeling Framework – EMF (www.eclipse.org/emf)
• UML/MDA Model Development (www.omondo.com)
• Subclipse Plugin (subclipse.tigris.org)
• PyDev (pydev.org)
• StatET for R (www.walware.de)
• TeXlipse (texlipse.sourceforge.net)
• Pdf4Eclipse (borisvl.github.com/Pdf4Eclipse)
• JadClipse (jadclipse.sourceforge.net)

 

Databases:

• Oracle Database 11g XE Release 2 (www.oracle.com)
• MongoDB (www.mongodb.org)
• MonetDB (www.monetdb.org)

 

Database Tools:

• Aqua Data Studio (www.aquafold.com)
• Oracle SQL Developer (www.oracle.com)
• SQuirrel SQL (squirrel-sql.sourceforge.net)

 

Mathematical and Analytical Software:

• Maple (www.maplesoft.com)

 

Statistical Computing and Graphics:

• R Project (www.r-project.org)
• Gnuplot (www.gnuplot.info)
• Inkscape (www.inkscape.org)
• GIMP (www.gimp.org)

 

Document Preparation:

• LaTeX (www.latex-project.org)
• BibTeX (www.bibtex.org)
• Kile (kile.sourceforge.net)
• OpenOffice (www.openoffice.org)

 

Web Presentation:

• Apache (httpd.apache.org)
• WordPress (www.wordpress.org)

 

 

Alternatives

Alternatively to the previous cited software, following software comes in consideration:

Operating Systems:

• Windows XP Professional (www.microsoft.com)
• Windows 7 (www.microsoft.com)

 

Version Control Client:

• TortoiseSVN (tortoisesvn.tigris.org)

 

Integrated Development Environment:

• Microsoft Visual Studio 2010 (www.microsoft.com/visualstudio)

 

C/C++ Compiler for Windows :

• MinGW (sourceforge.net/projects/mingw)

 

Mathematical and Analytical Software:

• Matlab (www.mathworks.com)

 

Document Preparation:

• Notepad++ (notepad-plus-plus.org)
• MiKTeX (www.miktex.org)
• TeXnicCenter (www.texniccenter.org)
• Microsoft Office (office.microsoft.com)