Automated Trading for a Living

murrica · May 6, 2013

Quote from gmst:

To give a better idea of my background, I know half of this course:
Practical Programming in C
http://ocw.mit.edu/courses/electric...gramming-in-c-january-iap-2010/lecture-notes/

I have selected following courses which I think might be useful. Please suggest additions/deletions.

1) http://ocw.mit.edu/courses/electric...cience/6-821-programming-languages-fall-2002/
2) http://ocw.mit.edu/courses/electric...6-823-computer-system-architecture-fall-2005/
3) http://ocw.mit.edu/courses/electric...arallelism-languages-and-compilers-fall-2002/
4) http://ocw.mit.edu/courses/electric...ence/6-852j-distributed-algorithms-fall-2009/
5) http://ocw.mit.edu/courses/electric...heory-of-parallel-systems-sma-5509-fall-2003/
6) http://ocw.mit.edu/courses/electric...ry-of-parallel-hardware-sma-5511-spring-2004/
7) http://ocw.mit.edu/courses/electric...e/6-851-advanced-data-structures-spring-2010/
8) http://ocw.mit.edu/courses/electric...science/6-854j-advanced-algorithms-fall-2008/

Thank You.

Very nice.

I might humbly suggest allocating sufficient time to actually building things, and immersing yourself into a community of like-minded software developers with similar interests.

In my experience, this is the fastest approach to comprehension.

ofthomas · May 6, 2013

Quote from gmst:

Thanks for your perspective, makes sense. If I can get all the lectures of MIT MS in CS online, then there is very little need for me to go physically to the campus to get a degree. I can watch and understand all the lectures on my own - just needs dedication. I like to ask lots of questions to the faculty - I think that is the only thing I will miss by being not in a classroom.

i agree, but keep in mind not all teachers are great, so being in a classroom at times a luck based to get a great teacher...

Quote from gmst:
Why do you say so it is not possible to implement it on enterprise scale, given say 1 million dollars to spend?

enterprise scale might be different from what I consider enterprise and what you might... as an example... the budget for my bank for IT is $3.5b.... for smaller firms that I've worked for we are still talking about $600m-1b... no idea for a small hedge fund... a fund that i did some consulting for was around $25m... but then again, i didnt consider the fund an enterprise level, even if they used enterprise class...

in the end, it all depends as to what you are doing tech wise... $1m for a small fund just doing money management is enough... $1m for a hft llt fund...hmmm... probably not...

I have hundreds of thousands worth of gear in my lab, p6 series servers from IBM, SPARC64 VII, UltraSPARC T2+, Xeon's galore, etc... cisco routers and switches, brocade and cisco fabric, netapp filers, etc... i can basically run a small business across two sites... but it is by no means enterprise scale... that is harder to replicate..

hopefully you get the idea of what I meant now...

ofthomas · May 6, 2013

Quote from gmst:

3) Technically, be in a position to design and implement infrastructure for a systematic (high frequency) firm in 1-2 years.

.....

My background is: Graduate technical degree from an Ivy

if you are thinking of an actual fund/firm... you will probably need someone to give you a "chance"... so basically, i hope that Ivy gets you in the door and the one across is an alma matter...

swcom · May 7, 2013

YOU ARE ALL BEING TROLLED!

Quote from Allistah:

I am currently moving to Tradestation so that I can make use of its back and forward testing tools. I am not concerned with making strategies. I have made quite a few and don't really know if any of them really work because I haven't done the right testing on them.

1) Here is the OP's post from exactly two years ago: http://elitetrader.com/vb/showthread.php?s=&postid=3177745#post3177745

2) Click the user name and see what other posts this individual has made regarding this topic.

3) Watch for the retort

05-07-11 12:40 PM
Hello all --

I currently trade my IRA account with ThinkOrSwim with Futures and am averaging about 30 contracts a day...

I was thinking about going to Tradestation but I would be ...

I'm thinking about NinjaTrader but ...

-Alli

Read the prior posts:
"I am a developer, but I can't code my own system" "Boo hoo"
"... but I have been working in software for 21 years, but it all seems so difficult - "what is a guy like me to do?" . . ."How do you do it, hmm?"
"Poor little me . . . Oh, but what's your secret?"

Are you kidding me? Seriously, are you kidding me? In 2013 this is still happening?
I don't want to start a flame riot, but this guy has to go Mags

So tired of this stuff on this forum . . .
(George is getting angry)

misaki · May 7, 2013

Quote from gmst:

Thanks for your perspective, makes sense. If I can get all the lectures of MIT MS in CS online, then there is very little need for me to go physically to the campus to get a degree. I can watch and understand all the lectures on my own - just needs dedication. I like to ask lots of questions to the faculty - I think that is the only thing I will miss by being not in a classroom.

I'm not sure about other Ivies but the main attraction of an education at one of the top five is not the quality of instruction from the faculty, but what you learn from your peers, and the networking opportunities.

Now especially in technical disciplines, where faculty positions are very limited, professors who eventually make it to faculty positions are just as experienced and knowledgeable, and I'd consider any of the lecture content in the top 40~ colleges to be on par.

Scheme (often taught through SICP) is nice to learn but I wouldn't learn it at this point if your current goal is to get something done.

buzzie77 · May 7, 2013

As regulators eye dark pools, Canada is in the spotlight.

http://www.investfeed.com/articles/detail/99

QuantWizard · May 7, 2013

Quote from swcom:

YOU ARE ALL BEING TROLLED!

1) Here is the OP's post from exactly two years ago: http://elitetrader.com/vb/showthread.php?s=&postid=3177745#post3177745

2) Click the user name and see what other posts this individual has made regarding this topic.

3) Watch for the retort

Read the prior posts:
"I am a developer, but I can't code my own system" "Boo hoo"
"... but I have been working in software for 21 years, but it all seems so difficult - "what is a guy like me to do?" . . ."How do you do it, hmm?"
"Poor little me . . . Oh, but what's your secret?"

Are you kidding me? Seriously, are you kidding me? In 2013 this is still happening?
I don't want to start a flame riot, but this guy has to go Mags

So tired of this stuff on this forum . . .
(George is getting angry)

Is the guy a joker or really that pathetic?

vincegata · May 7, 2013

You can look what GRE Computer Science Subject test covers which is pretty much what is covered by any CS undergrad program:
http://www.ets.org/gre/subject/about/content/computer_science

Graduate programs specialize in a certain area such as Cryptography, Machine Learning, etc. If you don't have CS background you should start from the undergrad courses.

Allistah · May 7, 2013

Wow. I'm not sure what I should think after reading these messages.

Some people seem willing to help others out like myself (thank you to those that answered my questions) and others seem to only want to bash people if they don't live up to their standards for what a post/question should be on this forum.

I guess this is not the place for me to seek help. <shrug> Not sure what I've done wrong but I get it..

gmst · May 7, 2013

Quote from vincegata:

You can look what GRE Computer Science Subject test covers which is pretty much what is covered by any CS undergrad program:
http://www.ets.org/gre/subject/about/content/computer_science

Graduate programs specialize in a certain area such as Cryptography, Machine Learning, etc. If you don't have CS background you should start from the undergrad courses.