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I have a program that downloads basic historical stock data from yahoo and puts it into an SQLite database. I’d like to be able to perform queries such as finding the moving average, and determining the longest period where a stock has either continued to go up or down. I could write perl functions to do this but this seems like overkill since Perl is not designed for statistics. What language or program would be best for doing these type of tasks?
Take a look at the R Language – it’s free, it’s intended to do stats & it has an ODBC module that will let you access SQLite.