Genetic Programming, C project

On this one I agree with you, so early on the project it should stay platform independent and high level, on a language like R, matlab/octave, or python...
Once there is a proof of concept, then optimize (to Linux :P, jk)
No point crossing the bridge before getting there.


great example (without addressing the poster directly) of a project set to fail:

a) even the mere mentioning of wanting to create a "bloomberg-like" terminal platform is ridiculous.

b) Why not starting in R or Matlab as I initially suggested? Or why not at least stating that C# is much more productive than C++ which is why most banks nowadays spend much more investments in porting libraries to C# for pricing purposes as well as front-end purposes than they spend on maintaining C++ projects. I would be hard-pressed to hear of a completely new project that is based on C++ within investment banks (unless we are talking high frequency trading or low-level connectivity APIs).

c) And here we have the perfect example of Linux "Chaos World": What do you need to get the basics together? Scripting languages, LLVM or cilk (whatever that is), GCC (oh still buggy? Never mind me...lol), vectorization optimization (never heard of the basic principle to first get it running, then you get it running bug-free, and then you optimize?).

It makes me smirk, the Linux crowd here is so obsessed with wanting to do it all the anti-MS way that they propose overengineering things EVEN BEFORE they even have mentioned a single Genetic Programming concept. Can you listen to yourself for a single moment? The task is to analyze a time series object and generate trading strategies with the help of genetic programming!!! Why do you start talking about software libraries that have not the slightest to do with GC? Why is there no discussion about

+ what type of strategies are to be researched?
+ how parameter optimizations are to be performed?
+ how GP even comes in play during the strategy research process
+ how to reduce/omit data-mining bias and other optimization fallacies?

Only and only then you should start thinking on what platform you want to run the project? And while you are at it, R/Matlab should be your starting point for proof of concept. And why should it be on Linux, how does Linux solve the problem better than working on Windows. Most people run Windows not Linux. But by all means, R runs on both OSs , so I find it stupid to suggest C++ before having ever mentioned R for this project.

I am opinionated, I am sometimes wrong and am happy to admit when being presented with counter facts, I am at times overly excited, at other times overly critical, but the only thing I do not bend to is nonsense and ideas that just run counter even basic logic.
 
someone agrees with me, yippii (must be my condescending attitude or strong arguments to make it this rare ;-) (re Linux, only if you manage to upload the data via USB stick. Also j/k)

On this one I agree with you, so early on the project it should stay platform independent and high level, on a language like R, matlab/octave, or python...
Once there is a proof of concept, then optimize (to Linux :P, jk)
No point crossing the bridge before getting there.
 
me one of those people. still with a good wish. just believe the magic is hidden in the huge historical data. thanks for summarizing my approach. :confused: appreciated your post.

Since the computers took over trading the historical data are more difficult to analyze. People were much more predictable.
 
Since the computers took over trading the historical data are more difficult to analyze. People were much more predictable.

I see no differences from past to present. Volatility is lower, trends last, many patterns are formed. Maybe it depends on the analysis method.
 
I see no differences from past to present. Volatility is lower, trends last, many patterns are formed. Maybe it depends on the analysis method.
There is a difference in the difficulty to execute large blocks of stocks, the machines play a lot of games in the order book and are always looking to front run a large order.
Sure, this also happened back in the day, but the HFTs are better at it.
They are also better at moving prices up and down to shake you out of your trade, this has been specially problematic for trades who take a large block of stock for a few minutes to a few hours.
 
A Field Guide to Genetic Programming [Paperback]
Riccardo Poli (Author), William B. Langdon (Author), Nicholas Freitag McPhee (Author)

try amazon (around $15) or free pdf

http://www.gp-field-guide.org.uk

It is not in C (Java) reviews are good, I have no opinion to post at this time

Only missing ingredient is domain knowledge (whatever it means in Statistics world).

Once I Google it and it will be under $20 or free I will post.
 
no wonder you need to run Linux and vent against Microsoft if you need to concern yourself with whether a book is for free, costs 15, or 20 dollars ;-)


A Field Guide to Genetic Programming [Paperback]
Riccardo Poli (Author), William B. Langdon (Author), Nicholas Freitag McPhee (Author)

try amazon (around $15) or free pdf

http://www.gp-field-guide.org.uk

It is not in C (Java) reviews are good, I have no opinion to post at this time

Only missing ingredient is domain knowledge (whatever it means in Statistics world).

Once I Google it and it will be under $20 or free I will post.
 
no wonder you need to run Linux and vent against Microsoft if you need to concern yourself with whether a book is for free, costs 15, or 20 dollars ;-)

You are a dino waaay behind times:

for your information this is what is happening now and this is the future:

1/
OS is free or cheap (who would have guessed that Win OS will be offered for free ever)

2/
books are becoming cheap or near free (I have downloaded some from Amazon for $ 0.0 or slightly above that level) due to electronic publishing (self publishing) and delivery because of inherent competition with downward pressure on prices (and yes sometimes quality).

Before the author who wrote book was getting very little due to cost of printing and ditribution and in the end and if this was not a bestseller with large number of copies sold they were not making any money.

Many recent cheap/near free publications are much better than some books offered for a chunk of money.

However, proceed with caution because for obvious reasons some of them do not offer any value but I am surprised myself how many are actually very good or better than some books already in the market priced according to old pricing model

3/
Why pay a lot for something that is available on the Web anyway and you just want convenience of having this knowledge base reviewed and compiled in convenient form, or have an expert publishing on the topic who already has lecture and presentation material ready and makes it available in convenient form for a modest fee
 
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