Learning programming/modeling

[trader56]

At the risk of repeating myself, this has become a great thread, and I want to thank evryone who's contributed!

Just for fun, I'd like to see some C++ program examples, too - again, just to see what this is like.

I've begun working through a text entitled Modeling Financial Markets that used VB.Net. It's slow going because the languse is new, but makes sense, and is logical in its thought process.

 

[Batman28]

Quote from trader56:



Just for fun, I'd like to see some C++ program examples, too - again, just to see what this is like.

trust u don't want that.. it'll put u off programmin forever..

 

[rosy2]

Quote from trader56:


Just for fun, I'd like to see some C++ program examples, too - again, just to see what this is like.

http://quantlib.cvs.sourceforge.net/quantlib/QuantLib/ql/

 

[nitro]

Quote from rosy2:

http://quantlib.cvs.sourceforge.net/quantlib/QuantLib/ql/

I had never heard of ViewVC - pretty nice...how does it compare to websvn?

nitro

 

[ktmexc20]

QuotefromValdis:
YoucanalsotakealookatIntroductiontoSmart
QuantStrategyDevelopmentGuide,www. smartquant.com/introduction/smartquant_ strategy.pdfApartfromautomatedstrategy
developmentinC#itdiscussesgeneralstrategy
development,directions,strategytypes,pitfalls,
etc.

Are you still a paying ET advertiser? The reason I ask is because the constant presence of these "in forum" marketers is really annoying. I notice that your not using a signature as advertisers on this board normally do.

 

[psytrade]

Valdis, is there any way you would let a potential buyer see your manual before purchasing? Sort of like peaking under the hood... I think its a good idea.

 

[JimmyJam]

Quote from ktmexc20:

Are you still a paying ET advertiser? The reason I ask is because the constant presence of these "in forum" marketers is really annoying. I notice that your not using a signature as advertisers on this board normally do.

I don't care if he is, this manual looks like good stuff! I'll give it a read this weekend and check back to let the OP know what I think.

Hey, thanks Valdis.

Later,

JJ

Quote from psytrade:

Valdis, is there any way you would let a potential buyer see your manual before purchasing? Sort of like peaking under the hood... I think its a good idea.

Well, he just did, just click the link download the manual, and give it a read.

 

[psytrade]

Valdis, either this link is bad or the pdf is corrupt. Im getting thousands of characters on the screen as it attempts to download.

 

[JimmyJam]

Quote from psytrade:

Valdis, either this link is bad or the pdf is corrupt. Im getting thousands of characters on the screen as it attempts to download.

Try it again, it worked for me ... but it's just a bunch of prefabricated, canned strategies, I don't care about that, I want a tool that can translate my own strategies.

Later,

JJ

 

[tireg]

Quote from trader56:

Not sure this is the right forum, but here goes:

Let's say ssomeone with no programming experience wants to begin learning how to construct quantitative models for trading. What wolud be a good progression in learning programming languages?

How about starting with something like VisualBasic.net, then moving up the ladder to more sophistocated prgramming?
Where would you go next?
C++?
Java?

My questions basically are:
Which languages are best to use, initally to learn, then ultimately for the greatest versatility?
Which prograssion from a simple to more complex language makes the most sense?

Thanks for any help!

Some informative posts and resources linked by others. Great thread if not just for that

But as many others have said, what is it that you're trying to do exactly? Are you trying to design trading systems or model price structures or something else? That should be the first question you should answer.

Then, with that answer in mind, see if there are already tools available out there that you can use. I would be willing to bet that whatever it is that you're trying to do, someone else has done it or has thought of it, and has already developed the tool to do it. Just like if you were to write a novel, you wouldn't go out and build your own typewriter

I also come from a coding background but I've found that Wealth-Lab and excel do what I want to do (develop and test trading systems) way better than what I could have whipped up myself. As I get into things like dynamic position sizing and managing multiple systems order entries, I'm going to have to find some new tools to use. I do not think I will go out and try to invent my own though, as even a simple program can require hardcore (time consuming) debugging.

Like others have said, trying to reinvent the wheel from scratch can be a pointless and time-consuming endeavor.