Search results

  1. E

    Asset Pricing - Chicago U

    Hi guys, There's a MOOC on asset pricing starting June 8. https://www.coursera.org/course/assetpricing
  2. E

    Machine Learning is the new C++

    What is understanding?
  3. E

    How do I set up my own trading firm?

    Read Ernie Chan's book. He answers a lot of your questions (and a couple more) and he is a pretty good source not some random guy in an Internet forum like me and the other random guys in this Internet forum.
  4. E

    Machine Learning is the new C++

    Pretty cool article. :) thnx 4 sharing. A lot of the problems hat NNets had in the 1990's were related to the capacity of hardware back then as well as several problems with the design of the nets which caused signals to dissipate in deep nets... Now a days we are able to create deep nets...
  5. E

    Questions about our frequent arbitrage robot

    Quotes and execution are overrated. Lol
  6. E

    Questions about our frequent arbitrage robot

    last time I checked FIX8 had better performance than quickfix. http://www.fix8.org/performance.html
  7. E

    Python - Read and split lines from text file into indexes.

    Yeah, the C# code looks pretty clean. Python doesn't have a decent method for handling csv files "out of the box", probably because most ppl end up using libraries to get the job done... I've noticed that the Python community doesn't have such as strong drive to integrate functionality from...
  8. E

    Python - Read and split lines from text file into indexes.

    Libraries get the job done faster in coding time, and usually faster in run time (since they have optimized routines written in C under the hood), and in the case of pandas it also allows for much easier manipulation of the data after it has been imported through the dataframe structure. oh...
  9. E

    Python - Read and split lines from text file into indexes.

    well... if you put it that way... the job could be done quite easily using the right tools... import pandas as pd excel_file = pd.ExcelFile('MyBelovedMICROSOFTExcelFile.xlsx') excel_page = excel_file.parse(excel_file.sheet_names[0])
  10. E

    Python - Read and split lines from text file into indexes.

    Special characters huh? Are you using the same encoding on the file as you use in the program? With 100 lines your approach should work fine, but those IO's to HDD will become expensive if you go into larger files.
  11. E

    Python - Read and split lines from text file into indexes.

    What's the purpose of not using libraries? learning?
  12. E

    Python - Read and split lines from text file into indexes.

    Why do you reverse the file into another file instead of doing it in memory (say, on a nested list?)
  13. E

    Excel spreadsheet sharing on ET

    you can easily share google spreadsheets, since it is just a URL with nothing to download.... and it allows online collaboration too
  14. E

    Python - Read and split lines from text file into indexes.

    Pandas is Pandas is the right tool for the job. Avoiding the modules is a mistake. Not only is the pandas DataFrame easier to use when manipulating data, it is also faster than your script since it uses Cython to call C libraries in many cases. If you want to make your own parser...
  15. E

    Who are the participants in Futures?

    Most long term participants are not active on a daily basis, they only move when the fundamentals change. Everyday moves are usually caused by participants that have a shorter time frame, liquidity providers, hft's, market makers, swing traders... or by long term participants moving slowly to...
  16. E

    Who are the participants in Futures?

    The idea of dividing participants as buyers and sellers, while intuitive, is misleading. Since most participants will change from buyers to sellers and back at different points in time. Classifying them by how often they change from buying to selling, or their investment horizon, may lead to...
  17. E

    hedge fund money into startups is skyrocketing, bubble alert!!

    Few things are as profitable as getting in early on a bubble, and few things are as dangerous as getting out late.
  18. E

    How does IB's API work with historical data?

    Why don't you give it a try and let us all know? :)
  19. E

    TradeStation Python API?

    REST works independently of the language you use, it works sort of like URL web requests... its not known for its high performance, but it is very flexible. Check out this tutorial on how to use REST with python: http://rest.elkstein.org/2008/02/using-rest-in-python.html once you get the...
Back
Top