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the situation you are proposing is not similar to a programmer joining a mayor firm for a fixed salary, it is more like joining a startup, where there is no warrantied income, but there is unlimited potential. What kind of split is your friend doing (the one that has a similar arrangement)...

about the GS programmer, read his side of the story too... http://www.vanityfair.com/business/2013/09/michael-lewis-goldman-sachs-programmer

you'll learn a lot from your developer, and he would learn a lot from you. the best way to minimize the risk of him running off is if you both bring a lot to the table. If you keep working out new strategies, monitoring the trading risk, etc... this is not something that would be easy to just...

find the middle ground. :) on a) you don't have to learn enough to code your own version of the linux kernel... just enough so that when you go to b) you can speak the same language as the developer(s). you just need to know the ropes so that you have a clear vision of what computers can/cant do...

yeah, sometimes "the trading part" of the work feels like the horizon... it's always in the todo list after getting all these other things ready... but the all these other things list keeps growing and growing as per murphy's law...

1) depends a lot on your needs. If I had to pic a general language, I would go with Python since it is a great all rounder, good for doing many different tasks but not really the best at any of them. Focuses on readability of the code and quick development times. A good approach to this problem...

NN's find patterns (regularities) in the data, and try to use those patterns to predict a label (outcome). these patterns don't have to be exactly the same, they can be just similar (this is why they are good at handwriting recognition), but the labels have to be consistent. the tricky part...

Ok. I see what you're saying. although the weather is probably not the best example for your point, since it is a complex non linear system that exhibits chaotic behaviour and allows for only probabilistic forecasts -- in many ways similar to the market. :)

i tend to agree with you, that high level languages like Python are better to learn the ropes without having to worry too much about memory management pointers and the like, since it allows you to focus strictly on the logic and has very convinient data structures (specially with pandas and...

MT's language is based on C. Check out this Harvard course, it teaches C and is aimed at people completely new to programming. https://cs50.harvard.edu/ the professor and the class' production is one of the best I've seen. It could help you with your "without much clue" problem. :)

I've used the clustering algos from scikit learn and pycluster, they work ok.

I generated a numeric name for each cluster, and set the initial centroids manually to prevent variations in the cluster names. On these pics I show my implementation of the candles clusters. (these images may come from different data sets they're for illustration of the methods I used to...

Can you elaborate on the differences between probabilities and forecasts?

Im using C++ to parse files that have ~15 million rows of L1, L2, TOS data got about 200 files (one per day)... Im using C++ since I want them to finish in a reasonable time (Im hitting around 45 seconds of parsing per file + 4 minutes of writting to DB... but im working to bring that number...

I did some work in this direction last year. Worked with several ideas like calculating the high, low, close as a function of the open in order to push the candles into a 3 dimensional object, made for some nice and pretty charts. Also played with ideas such as the relative size of the wick to...

You use it as a library and integrate it into your source code. :) this page has a good overview of how fix8 works. http://www.fix8.org/howitworks.html

I had a bad experience with Pascal and Cobol around 2000, which lead me to avoid any code writing for over a decade... Around 2005 I learned to trade, scalping the order book and flipping credits... after reg NMS came in I got wiped out and decided to automate. Since I didn't want to write a...

Computational Investming Pt1 is a really fun hands-on, project based class. I highly recommend it.

If you have the opportunity to learn matlab today, then learn it. Once you are done with this class, you can tackle Python, there's plenty of online resources that'll help you during that step. The experience you'll get at Matlab will help you with Python (or any other language for that matter)...

what do you mean?