cron, perl and Stata: automated production and presentation of a business-daily index

Abstract

In a *nix-based environment such as Mac OSX it is very simple to set up 'cron jobs' that run at any periodic interval. This presentation illustrates how 'cron', the perl scripting language and Stata are used to generate a database of daily stock quotes from a regional index, compute an investor sentiment index based on a Spearman rank correlation, and "publish" the results to a web page. Stata's file command is particularly useful in generating the various formats needed in the web page presentation.