technology arsenal

February 14, 2010

  1. python tutorial
  2. max dama’s python system monitoring, IB via python
  3. connect IB with MATLAB post and this and this
  4. API: Lime (people at lime); IB (retail shop); Wolverine Ex (check their software package brokerage turn technology company? out source IT).
  5. the competition and information dissemination on this topic seems extremely fast on the website
  6. algo podcast, algo forum, algo open platform, algo human resource, algo evaluation, Suite – Alib/Aladin(!!&Suite people), algo Event processing blog, Algo empirical research
  7. and you have to check this resume and think about what you want to do here.
  8. this is what i’m looking for: how to front run iceberg order! and this, dama post on dark pool/smart routing
  9. related to above is GS’ thoughts on Electronic Trading
  10. two trading problems from dama’s class
  11. some DEShaw insights
  12. Kelly post on Dama, and this, and this, and this, information theory betting post,  trader’s ruin, trading objective  postthrop 07 on Kelly; simulation and optimization post; system optimization post; hill climb optimization; human crude optimization
  13. open source system development, including marketc
  14. a long and interesting post, about a whole system implemented in R, with tree bagging(random forest) and kelly etc.
  15. another system based on svm idea implemented in M, background and this and this and this decision tree post
  16. the very first system description and implementation, and this and this, commercial system design
  17. 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
  18. 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.
  19. 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.
  20. Rapid Miner SVM post, Rapid miner intro here.
  21. market regime indicatior

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