Learning programming/modeling

[Murray Ruggiero]

Signal processing , the way I am using the term is how engineers use it, using classic time series and signal processing methods.

Event Modeling , is different. Remember I did work with the release of major government reports and trading the bond market. That more like what your talking about. When I say signal processing I mean processing a time series and forecasting it. Events actually cause classic time series analysis to fail because they create shocks to the system which is why market data time series are non stationary.

 

[quantzack]

Quote from fletch2:

If someone was able to design a "robust system", why would they seek additional revenue by marketing strategy development tools? Certainly a robust system could be scaled up over a few years to provide more money than any one person could ever need in their lifetime.

Can you explain this apparent contradiction?

Fletch [/B]

Fletch,
Do you have an explanation of this contradiction? I think you may have some insight on this issue.

Maybe it is because we never really hear from the successful Hedge Fund managers here at this site because they are too busy making money, and do not need to have "side projects" to earn a living?
Zack

 

[WallstYouth]

If your serious start taking a few courses at your local community college.

I would recommended the following

Computer Programming I/II
Data Structures I/II
Introduction to Algorithms

You may want to take a math course calc I and II if your rusty on your math.

Best of luck.

 

[fielman]

Quote from TRADERBM:

Learning to program has been on my mind for awhile. I got some useful tips from this thread. Can someone post some basic C++ programming examples. Ie buys , sells, etc.

I would just like to see some basic working programming.

newbie here

Same with me. I have some Pascal knowledge (from school) and limited VBA knowledge and I had a brief introduction to OOP with the language Smalltalk at University.

Know I am eager to learn one of the more powerful object-oriented languages for two reasons:

- develop a trading system to work with IB's API (only possible in C++, Java or VB)
- speed for the use of complex algorithms / data processing in real time

Any suggestions?

 

[Tums]

Quote from fielman:

Same with me. I have some Pascal knowledge (from school) and limited VBA knowledge and I had a brief introduction to OOP with the language Smalltalk at University.
...

you are OLD !
you have given away your age. ;-)>

 

[fielman]

Thanks Tums - can you program in theses elderly languages??

 

[stevegee58]

Not to burst y'alls bubbles, but it's easier for an experienced engineer/programmer to learn to trade profitably than it is for a trader to learn programming.

 

[fielman]

Quote from stevegee58:

Not to burst y'alls bubbles, but it's easier for an experienced engineer/programmer to learn to trade profitably than it is for a trader to learn programming.

That is the point - to learn to program a robust trading system, just the programming, not to discover a profitable trading strategy.

 

[m4a1]

how do you know this? let me guess, you are an engineer.

Quote from stevegee58:

Not to burst y'alls bubbles, but it's easier for an experienced engineer/programmer to learn to trade profitably than it is for a trader to learn programming.

 

[stevegee58]

Quote from m4a1:

how do you know this? let me guess, you are an engineer.

But, of course.

As you no doubt know, engineers are actually smarter than everyone else.
(I do hope you noted the tone of self-deprecating humor there.)