We’ll learn how Fortran arrays work in a real-world application–analyzing stock price time series. This has been an increasingly popular topic since the early days of computer programming, and Fortran has been used in the bowels of many trading and banking systems, mainly thanks to its robustness, reliability, and efficiency. In this chapter, we’ll work with a dataset that’s freely available, small enough to be easily downloaded, and yet large enough to demonstrate the power of Fortran arrays.
I’m no trader, and I won’t go into the details of true technical stock market analysis. Therefore, I recommend that you don’t use this chapter as trading advice. Instead, I’ll merely show you how you can leverage the power of Fortran arrays to perform any kind of time series analysis that you can think of, whether it’s stock or commodity prices, weather measurements, or signal processing. Let’s start by setting objectives for our application, and looking at the data that we’ll work with.