Posted by Mike Taylor | Monday, August 17, 2009Links of note from the physics arXiv blog.
Basketball and The Theory of Networks - Bet this applies to star performers at work as well. It's all about the bottlenecks. If you have a guru at work - logically the thought is we can't live without him/her. True? Would we instead be better off without him/her? Something to think about.
How Dragon Kings Could Trump Black Swans - what's interesting is I had several extensive discussions regarding this topic today. Then found this post tonight. Now I have a name for those extreme events - Dragon Kings.
I'm updating this post to include Covel's recent link, Nobel Prize Winner Vernon Smith on Bubbles. This type of stuff fascinates me. Covers why history never quite repeats and why we keep thinking it does.
Posted by Mike Taylor | Monday, October 20, 2008
Posted: 20 Oct 2008 12:17 AM CDT
extremely cool application dock for windows.
Posted: 20 Oct 2008 12:12 AM CDT
Great collection of python list examples.
Posted: 19 Oct 2008 01:18 AM CDT
great explanation of python classes. check out the final part discussing the __slots__ feature. basically, reserve attributes...those not defined cannot be assigned.
Posted: 18 Oct 2008 12:30 PM CDT
html version of the pytables userguide.
Posted: 17 Oct 2008 04:22 PM CDT
R doc for barplot
Posted: 12 Oct 2008 11:44 PM CDT
queue manager with python binding. looks to be used as a render manager...but could see other uses as well.
Posted: 12 Oct 2008 11:30 PM CDT
excellent article on building a cheap 24 core x 48GB ram linux cluster.
Posted by Mike Taylor | Thursday, October 09, 2008
Posted: 08 Oct 2008 12:27 PM CDT
examples of barplotting in R - color the bars, horizontal axis, stacked bar graph, and side by side graphs.
Posted: 08 Oct 2008 12:26 PM CDT
common functions in R - just a brief command set.
Posted: 08 Oct 2008 11:59 AM CDT
very cool desktop for ubuntu.
Posted by Mike Taylor | Wednesday, October 08, 2008
Posted: 07 Oct 2008 10:02 PM CDT
great analysis on evaluating SSD hard drives. read the comments for more info. as an aside...linus has a blog...cool.
Posted: 07 Oct 2008 12:45 PM CDT
monte carlo in python? looks worth exploring further.
Posted by Mike Taylor | Tuesday, October 07, 2008
Posted: 07 Oct 2008 01:45 AM CDT
Cool, print huge posters from normal paper - software breaks up images to fit on 8.5 x 11 paper. Hat-tip to my wife for finding this site.
Posted: 06 Oct 2008 12:43 PM CDT
Great site covering formulas of investment stats. Useful for coding the performance part of the testing platform.
Posted: 05 Oct 2008 11:09 PM CDT
interesting code snippet comparing performance of cpickle and numpy to/from file routines. been thinking about this lately...using numpy directly or cpickle instead of using a bloated dbms for persistent storage of time series on the testing platform.
Posted: 05 Oct 2008 11:06 PM CDT
covers many of the faq of SQL developers when developing with PyTables.
Posted: 05 Oct 2008 09:55 PM CDT
Python plotting interface to various backend plotting engines: Gnuplot, Matplotlib, Grace, Veusz, PyX, VTK, VisIt, OpenDX, and a few more. Seems like a fairly straight-forward interface. And choosing the backend used is a one-line import statement. Interesting.
Posted: 05 Oct 2008 12:25 PM CDT
looks like a dead-simple plotting library in python to produce pub quality pdf/ps images. Need to explore.
Posted by Mike Taylor | Sunday, October 05, 2008
Posted: 05 Oct 2008 12:12 AM CDT
Posted: 04 Oct 2008 01:35 PM CDT
the original python interface to the HDF5 library. Have tested this before...need to test again using new architecture. Original tests found speeds that were equivalent to SQLite but of course slower than CSV files.
Posted: 04 Oct 2008 01:33 PM CDT
a python interface to the excellent HDF5 library. worth testing in project.
Posted: 04 Oct 2008 12:24 PM CDT
enjoyed reading this guy's take on Erlang. Of course, he had me with quoting Unix philosophy, "Do one thing and do it well."
Posted: 04 Oct 2008 10:35 AM CDT
Excellent Q&A on choosing the optimal RAID config for disk i/o performance. By the by, stackoverflow is an awesome site for programmers!!!
Posted by Mike Taylor | Monday, September 29, 2008
Posted: 29 Sep 2008 01:05 AM CDT
awesome desktop wallpapers - free download.
Posted: 28 Sep 2008 03:41 PM CDT
great code example of using python and sqlite.
Posted: 28 Sep 2008 12:34 PM CDT
brief coverage of constructing, indexing, slicing, and summation of arrays.
Posted by Mike Taylor | Sunday, September 28, 2008
Posted: 28 Sep 2008 01:15 AM CDT
great cookbook covering python & numpy. hat tip to the Smooth blog. Covers plotting, reversing arrays, etc.
Posted: 28 Sep 2008 01:08 AM CDT
Covers creating arrays in NumPy - covers recarrays. to create recarray: x = np.array([(1.0, 2), (3.0, 4)], dtype=[('x', float), ('y', int)]). Then to view as recarray: x = x.view(np.recarray). x.x
Posted: 28 Sep 2008 01:00 AM CDT
great reference guide to using NumPy.
Posted: 28 Sep 2008 12:08 AM CDT
example of creating structured arrays in numpy.
Posted: 27 Sep 2008 01:16 PM CDT
a great resource for SQLite.
Posted by Mike Taylor | Friday, September 26, 2008
Posted: 26 Sep 2008 01:37 AM CDT
Simple tutorial in R from a finance perspective.
Posted: 26 Sep 2008 01:27 AM CDT
excellent guide to tuning SQLite. Need to try some of this stuff.
Posted: 26 Sep 2008 01:14 AM CDT
very comprehensive tutorial on R language. Covers plotting, creating functions/classes/methods, parallel programming, optimizations, etc. Great coverage of databases (sqlite).
Posted: 26 Sep 2008 12:54 AM CDT
great example of R stock charting.
Posted: 26 Sep 2008 12:51 AM CDT
great primer on reading/writing large files in R language.
Posted: 26 Sep 2008 12:34 AM CDT
several functions to read price series in ASCII format.
Posted: 26 Sep 2008 12:30 AM CDT
R functions for interacting with the CSI Data platform
Posted: 25 Sep 2008 03:34 PM CDT
performance analysis library covering the whole gamut of performance and risk analysis functions.
Posted: 25 Sep 2008 12:27 PM CDT
one of the wikis to consider.
Posted: 25 Sep 2008 12:23 PM CDT
cool themes for TiddlyWiki
Posted by Mike Taylor | Thursday, September 25, 2008
Posted: 24 Sep 2008 12:50 PM CDT
nice example of a stock trading DSL. Not familiar with Groovy...research more.
Posted: 24 Sep 2008 12:55 AM CDT
Great tutorial on python. - love the format.
Posted: 23 Sep 2008 11:15 PM CDT
another interesting plotting package in R language.
Posted by Mike Taylor | Tuesday, September 23, 2008
Posted: 22 Sep 2008 11:26 PM CDT
perl script feeding Gnuplot to plot streaming data in real-time. Interesting find...hat tip to Hackszine.com
Posted: 22 Sep 2008 10:21 PM CDT
need to review this...looks like an all encompassing plotting package for the R language. Barcharts, piecharts, gantt charts, oh my!
Posted by Mike Taylor | Monday, September 22, 2008
Posted: 21 Sep 2008 09:28 PM CDT
the how-to of creating extensions to the R language.
Posted: 21 Sep 2008 07:21 PM CDT
central location of texts covering python.
Posted: 21 Sep 2008 06:25 AM CDT
R language package containing functions for ohlc plots, sharpe ratio, sterling ratio, maxDrawDown, rolling analysis, ema, sma, emwa, etc.
Posted by Mike Taylor | Sunday, September 21, 2008
Posted: 21 Sep 2008 01:37 AM CDT
nice site covering all the R essentials - reading data, graphing, stats.
Posted: 21 Sep 2008 01:28 AM CDT
search the R language mailing list.
Posted: 21 Sep 2008 01:26 AM CDT
cookbook of the R language
Posted: 20 Sep 2008 10:47 PM CDT
examples of various charts (line, bar, pie, dot, histogram) in R language
Posted: 20 Sep 2008 10:45 PM CDT
brief tutorial covering pie, bar, scatter, and line charts in R language.
Posted: 20 Sep 2008 10:26 PM CDT
great gallery of R Language graphs.
Posted: 20 Sep 2008 10:16 PM CDT
gallery of R language graphics by category such as Finance, Econometrics, SocialSciences, etc.
Posted: 20 Sep 2008 10:13 PM CDT
book on the graphics available with the R language. Very nice!
Posted: 20 Sep 2008 10:12 PM CDT
table of colors available in R language.
Posted: 20 Sep 2008 10:10 PM CDT
showcases all the colors available in graphing with the R language.
Posted: 20 Sep 2008 08:34 PM CDT
brief summary of matplotlib's api.
Posted: 20 Sep 2008 08:26 PM CDT
Several excellent examples of using numpy and pylab (matplotlib) together.
Posted: 20 Sep 2008 03:33 PM CDT
interesting code examples of bar charts in pylab.
Posted by Mike Taylor | Friday, September 19, 2008
Posted: 18 Sep 2008 11:20 PM CDT
api reference for matplotlib - not a cookbook of examples - just command and descriptions. Use as reference guide.
Posted: 18 Sep 2008 11:13 PM CDT
drop-dead example of plotting with pylab versus matplotlib's api. would like to use pylab's api...if at all possible.
Posted: 18 Sep 2008 11:02 PM CDT
drop-dead example of threading in python.
Posted: 18 Sep 2008 10:59 PM CDT
drop-dead simple explanation of variable length argument lists in python.
Posted: 18 Sep 2008 10:58 PM CDT
breakdown of emacs commands - not sure if format is the best...but worth saving for future.
Posted: 18 Sep 2008 10:38 PM CDT
really like the look of these pie charts. use for sector allocation page.
Posted: 18 Sep 2008 10:34 PM CDT
drop dead simple example of using matplotlib.
Posted: 18 Sep 2008 10:20 PM CDT
example of bar graph in python. like the format of the graph.
Posted: 18 Sep 2008 01:04 PM CDT
nice summary of the top shortcuts used in vim.
Posted by Mike Taylor | Friday, September 21, 2007
|Newbie - converting csv files to arrays in NumPy|
Great message thread on how to convert csv files to numpy arrays.
|Cookbook/InputOutput - Numpy and Scipy|
File processing examples using numpy, scipy, and matplotlib. How to read/write a numpy array from/to ascii/binary files.
|Numpy Example List|
Examples of Numpy functions such as fromfile(), hsplit(), recarray(), shuffle(), sort(), split(), sqrt(), std(), tofile(), unique(), var(), vsplit(), where(), zeros(), empty(), and many more.
|Introducing Plists: An Erlang module for doing list operations in parallel|
Could you spawn a trading system process for each stock of a given day's trading (a list)? What if you had 20,000 stocks for a given day? Can plists/erlang handle 20,000 processes without hitting memory constraints?
Posted by Mike Taylor | Wednesday, September 19, 2007
|130/30 Strategy Backtested |
Disagree with comparison of 130/30 to non-leveraged benchmark/strategy. Also, the additional longs didn't improve the long portion of the 130/30 returns compared to the long-only strategy returns. Am I missing something?
Posted by Mike Taylor | Monday, September 17, 2007
Posted by Mike Taylor | Sunday, September 16, 2007Links for 2007-09-15 [del.icio.us]
Posted: 16 Sep 2007 12:00 AM CDT
- Practical Common Lisp
Excellent way to get started with Common Lisp.
- 9 Things You Simply Must Do
Friend of mine sent me this great post on Dr. Cloud's 9 principles commonly practiced by successful people. My favorites?
- Principle #2: Pull the Tooth - face your fears...don't put off today what you can do today.
- Principle #4: Do Something
- ONLamp.com -- An Introduction to Erlang
Great coverage of the Erlang language.
- Python Cheat Sheet
Simple little python cheat sheet.