About fBlog

Cross sections of a brownian motion with drift

The blog is built around a project that grew out of a spreadsheet where I kept track of my personal investments. In early 2008, I started working on C++ code to replace the spreadsheet (see for an early example). Today, the program provides me with an automatic daily analysis of my investments along with several macroeconomic indicators. Yet, the program is still very much a project in progress. Every week, I implement new features, fix bugs, optimize the output charts.

The code consists of three main integrated units. First, a webbot which collects data from the internet. This data can be any piece of information that can be found on the internet, from the daily temperature in Santa Barbara, over the current price of a plane ticket Brussels - New York, to stock quotes. The Python/C++ webbot writes this data into an SQL database.

The second part of the project consists of code that processes this information. This part of the program is geared towards financial data, though it can deal with any kind of quantitative data. The main reason I tried to keep the design open, is that I want to be able, later on, to correlate financial information against a diverse number of other (macroeconomic) parameters.

The third component is a back-end that creates charts which it posts on the web.

Brownian motion with drift