NameHarmony Of The Spears
IDALXI002
Scientific namePythagoras-Spears
Creation date2015-09-10
Commissioning date2015-10-23
ActiveYes
Harmony of the Spears is a trading algorithm which brings the ancient concept of "universal music" or "music of the spheres" together with the cultural power of modern pop music.

The Pythagorean system of harmonics forms a quantitative basis for mathematically predicting the movements of the market while the songs of Brittany Spears and other more recent hit-makers serve as a database of culturally relevant information on tonal operations.

The algorithm works by examining a series of recent market movements on the S&P 500 and applying the Levenshtein Edit Distance algorithm to find a musical phrase which closely matches the harmonic intervals on the ticker tape. By extrapolating the next notes which occur in the song, the algo will decide to buy, sell or hold a position. After making a trade, the algo will play a few bars of MIDI music.

ALGORITHMIC TAXONOMY
Class Tonal Pattern Recognition
Input Billboard 100 index
Output
Amount of resources needed (complexity)
Aggregate parentsLevenshtein Edit-Distance
Implementation
/ Language
Python
Source codehttps://gitlab.com/bhowell/harmony-spears
LicenseGNU GPL3

FINANCIAL NOMENCLATURE
TypeCorrelation Algorithm
StrategyPythagorean Harmonics
MarketsS&P 500
Products typeIndex ETFs

AUTHOR
Name Brendan Howell
Website http://www.wintermute.org/brendan
Brendan Howell is an artist and a reluctant engineer who has created various software works and interactive electronic inventions.