February 14, 2010
- python tutorial
- max dama’s python system monitoring, IB via python
- connect IB with MATLAB post and this and this
- API: Lime (people at lime); IB (retail shop); Wolverine Ex (check their software package brokerage turn technology company? out source IT).
- the competition and information dissemination on this topic seems extremely fast on the website
- algo podcast, algo forum, algo open platform, algo human resource, algo evaluation, Suite – Alib/Aladin(!!&Suite people), algo Event processing blog, Algo empirical research
- and you have to check this resume and think about what you want to do here.
- this is what i’m looking for: how to front run iceberg order! and this, dama post on dark pool/smart routing
- related to above is GS’ thoughts on Electronic Trading
- two trading problems from dama’s class
- some DEShaw insights
- Kelly post on Dama, and this, and this, and this, information theory betting post, trader’s ruin, trading objective post, throp 07 on Kelly; simulation and optimization post; system optimization post; hill climb optimization; human crude optimization
- open source system development, including marketc
- a long and interesting post, about a whole system implemented in R, with tree bagging(random forest) and kelly etc.
- another system based on svm idea implemented in M, background and this and this and this decision tree post
- the very first system description and implementation, and this and this, commercial system design
- Dama’s SVM post, BL post; Bayersian learning video, dirichlet process post; something about statistical learning; Information theory post; SVM application to trading post; base AI and trading post; SVM basic application; SVM basics; SVM paper
- data preprocessing post; over fitting and bias 1, 2, 3; vol v.s. leverage post, and a case study; some data to play with, clarifi a capital IQ tool for portfolio management.
- Dama’s hands-on Matlab class, LDA; having fun with matlab, and this. this paper contain a literature review of attempted empirical trading strategy and history of pair trading.
- Rapid Miner SVM post, Rapid miner intro here.
- market regime indicatior