Recent Links for 09/21/2007

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?

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Recent Links for 09/19/2007

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?

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Recent Links for 09/17/2007

Monday, September 17, 2007

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Recent Links for 09/15/2007

Sunday, September 16, 2007

Links for 2007-09-15 [del.icio.us]

Posted: 16 Sep 2007 12:00 AM CDT

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