Recent content by stephencrowley

Industry Fears Proposal in Congress Would Destroy High-Frequency Trading and Liquidity By James Ramage February 25, 2009 Call your representatives... Trading industry experts said the passage of a new bill to tax each buy and sell transaction by up to 25 basis points would devastate...

nitro, you are dead on. Quantum field theory, and more specifically, quantum statistical mechanics (schrodinger mechanics) and brownian motion are extremely powerful subjects, far beyond the normal uses of "brownian motion" you see thrown about. Also, an amazing thing to note is that probability...

You might want to take a look at differential stochastic hopfield networks. I used to think that mulit-timeframe templates would be useful, but it is not straightforward to extend the idea of synchronized spikes to multiple time frames, the good news is that each template can have its own...

Yes, TK is just awful... Qt is nice, but again, coding GUI stuff is grunt-work, the time you are spending debugging widgets and trying to come up with graphs and whatnot, is time that you arent working on strategy or math.. Did you not get the feeling that you shouldn't have to be writing...

I know some extremely smart people and they aren't using python. Just use the right tool for the job...

Nice. Lots of good stuff there it seems, I might be able to get used to white-space delimiters... What does python offer in the way of integrated development enviornments? For math, not code.. something similiar to Maple, symbolic manipulation/numerical methods/graphic all integrated?

I've never had a problem calling C/fortran code from java and writing wrapper functions around them. I don't use java arrays for performance reasons, but 1.4+ has direct memory buffers.. blazing fast., just as fast as calling it from python/C/whatever.

Cheers to that. Loosely typed languages stink. For the life of me, I cannot figure out why you would want to switching between data types when calling functions. I've never found it to be a chore to think of what type my variables need to be.. and even if I do need to change the types of...

Good point.. I'm not a fan of designing complex software in C/C++, but what kind of performance are you guaranteeing ? For realtime number crunching speed is criticial.. but for offline optimization, some of the higher level interpreted lanuages might actually be preferred due to the...

I don't know what defines a "quant" exactly. All I know is I do what works best for me... I have a very analytical mind, so being able design a system mathematically is really helpful because the math can be turned directly into algorithms, which is much easier than just coding blindly...

Yeah, R has some really nice packages.. I found the interfface to be pretty clunky though.. and it is quite a pain in the ass to use in general.

I'm not a professional quant, I do software professionalyl though.. right now this is just a hobby and something I'm teaching myself.. It is something I have considered, but I'm very comfortable in my life right now and am able to study and learn and work stress-free for now and do...

matlab, maple, mathematica, java, fortran, C. A lot of the stuff I do isn't just writing code but solving problems and then having the code to solve the problem generated and compiled automatically. I've found a lot of useful stuff in Automatic Differenation Automatic Differentiation...

nonsense is right. I'm not sure about python, but coding complex problems in c/c++ is going to be expensive, error prone, huge development time, etc. There are advanced tools/languages/algorithms now that do the grunt-work for you, and coding C/C++ is grunt work, plain and simple, unless you...