If anyone is interested in taking this class with me let me know. It's online.

Quote from zedDoubleNaught:

Doesn't sound like the same one, it was Professor Peng from Johns Hopkins University. You might still be able to enroll, but it ends this week. It's pretty good, he has sample assignments with a few expected outcomes, so you can check yourself, then a script that will do a couple more tests on your code and tell you if the output was correct or not.

Even if not taking the course, he was cool and posted the lectures on youtube:
http://www.youtube.com/user/rdpeng/videos?view=1
Looks like the ones for "Computing for Data Analysis". Without doing the assignments, I think you could still explore from the examples and start reading through the Help and get a good start on R.
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Although my fingers itch to go and take that class (since I have a strong interest on R) right now the computational finance one looks like it is going to be a handful... plus I'm finishing another class on introduction to programming...

I'll certainly check it out next time that the class comes up :)
 
hey guys, so the class started and stuff, just wondering if any of you have any thoughts about it so far?

I'm way behind! I just installed the quant software kit tho.
 
Is it possible / makes it sense to sign up after the course has already started? Unfortunately, I discovered this thread just 5 minutes ago...
 
Quote from sculptor66:

Is it possible / makes it sense to sign up after the course has already started? Unfortunately, I discovered this thread just 5 minutes ago...
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The first 2 weeks were mostly about basic trading concepts... e.g. "What is a short sell" it is just starting to get fun... (and you still have time to put in the first homework and quizes...
 
Quote from eusdaiki:

The first 2 weeks were mostly about basic trading concepts... e.g. "What is a short sell" it is just starting to get fun... (and you still have time to put in the first homework and quizes...
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Thanks...
 
Quote from kandlekid:

I've signed up as well, but am involved in the UW course at the moment. I hope python runs ok under Fedora (I expect it will), I'm not an Ubuntu guy.
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I read, All Linux systems have python installed as part of the "distro", so it should be on there. Open console, type "python --version", or just python to start it up. The problem I had, I have Ubuntu 10.4, with Python 2.6.5, and they recommend 2.7 or 2.8 or higher for the QSTK package. Before upgrading to 2.7, I read on StackExchange, if you do that then some apps on the Linux distro will be expecting the installed Python version(2.6.5 in my case), and could stop working if they find 2.7.

But no problem -- another poster on StackExchange said they already thought of this, and it's possible to install 2 version of Python, leaving the installed version (me=2.6.5) for apps, and you could switch to a different version with 'virtualenv'. But then in another thread, user says apt-get only installs to the Python version it came with; so I would install qstk and the required packages, but not sure if they would install to the 2.7 Python or 2.6.5 Python version.

Of course, it's simple to set this up, with a link to another page, a link to another page, with ... n(-> infinity) pages. I gave up, I reckoned, I was better off trying the "Install on Windows" thread and take care of any problems as they come up, I'm a lot more familiar with Windows. It's probably as simple as changing references to the plotting package. Usually it's small things like non-ASCII characters or line endings, or paths don't get resolved correctly. I hope I don't run into any significant problems, but then it will just be install the Virtual Linux box.
The thread recommends the Python(x,y) installer, comes with most of the required packages, and the Spyder IDE, which is really helpful.
 
It's pretty easy to install python from source into whatever directory you want. Then just change your PATH variable to look there before /usr/bin. I've often created a whole new user (e.g. loufahbb) if I want to use nonstandard software without causing any conflicts with my regular account.

Virtualbox works pretty well. Be careful not to overcommit your memory. I have 8GB of memory on my PC. I can run a 4GB virtual image and a 2GB virtual image at the same time, but if I try to run a third 2GB image, the system starts to thrash (lots of disk i/o) and things are miserable.
 
I am taking the course and overall I would recommend it. This professor bridges the gap between the real, hedge fund and academic worlds nicely.

The finance theory stuff is very basic. He does a good job of getting you to calculate Sharpe ratios, and understanding from a practical standpoint what stock alphas and betas are all about. I have a small complaint about the variable audio quality in his presentations. Also

I'm not a programmer but I am an experienced Excel user and I do back-testing with data from Tradestation. I use IB and Thinkorswim/TD Ameritrade for trading stocks, futures and options.

This course introduces python to manipulate stock prices. I am not convinced of the cost-benefit of climbing that learning curve versus what I am doing and spent years learning. Any thoughts on the merits of learning python from scratch (just for back-testing) over using Excel anyone?
 
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