Links of Note

Links 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.

[edit]
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.

MT

What I'm Researching...

RocketDock - About RocketDock Posted: 20 Oct 2008 12:17 AM CDT extremely cool application dock for windows.

Python Programming/Lists - Wikibooks, collection of open-content textbooks Posted: 20 Oct 2008 12:12 AM CDT Great collection of python list examples.

Introduction To New-Style Classes in Python 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.

PyTables User's Guide Posted: 18 Oct 2008 12:30 PM CDT html version of the pytables userguide.

rdoc:graphics:barplot [R Wiki] Posted: 17 Oct 2008 04:22 PM CDT R doc for barplot

Welcome to DrQueue Commercial Website 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.

Building home linux render cluster Posted: 12 Oct 2008 11:30 PM CDT excellent article on building a cheap 24 core x 48GB ram linux cluster.

What I'm Researching...

Tips For Barplots in R 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.

R Functions and Procedures We Should Know Posted: 08 Oct 2008 12:26 PM CDT common functions in R - just a brief command set.

Gmail, Weather, Beauty on your Ubuntu Desktop | Quick Tweaks Posted: 08 Oct 2008 11:59 AM CDT very cool desktop for ubuntu.

What I'm Researching...

Linus' blog: .. so I got one of the new Intel SSD's 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.

pymc - Google Code Posted: 07 Oct 2008 12:45 PM CDT monte carlo in python? looks worth exploring further.

What I'm Researching...

The Sect of Homokaasu - The Rasterbator 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.

PerTrac Support - Statistics 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.

pickle(cPickle) vs numpy tofile/fromfile - Python - Snipplr 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.

HintsForSQLUsers - Hierarchical Datasets in Python Posted: 05 Oct 2008 11:06 PM CDT covers many of the faq of SQL developers when developing with PyTables.

EasyvizDocumentation - scitools - Google Code - Easyviz Documentation 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.

PyX - Python graphics package 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.

What I'm Researching...

TinyMCE - Home Posted: 05 Oct 2008 12:12 AM CDT WYSIWYG Javascript WYSIWYG editor - haven't tried it...but may be worth testing on a new project of mine.

PyTables - Hierarchical Datasets in Python 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.

Python bindings for the HDF5 library — h5py v0.3.1 documentation Posted: 04 Oct 2008 01:33 PM CDT a python interface to the excellent HDF5 library. worth testing in project.

Dive into Erlang 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."

Optimal RAID setup for SQL server - Stack Overflow 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!!!

What I'm Researching...

InterfaceLIFT: Wallpaper sorted by Date Posted: 29 Sep 2008 01:05 AM CDT awesome desktop wallpapers - free download.

Personal Finance Assistance « ActiveState Code Posted: 28 Sep 2008 03:41 PM CDT great code example of using python and sqlite.

scipy array tip sheet Posted: 28 Sep 2008 12:34 PM CDT brief coverage of constructing, indexing, slicing, and summation of arrays.

What I'm Researching...

Python/CDAT for Earth Scientists: Tips and Examples Posted: 28 Sep 2008 01:15 AM CDT great cookbook covering python & numpy. hat tip to the Smooth blog. Covers plotting, reversing arrays, etc.

Array creation — NumPy v1.2 Reference Guide (DRAFT) 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

NumPy Reference Guide (DRAFT) — NumPy v1.2 Reference Guide (DRAFT) Posted: 28 Sep 2008 01:00 AM CDT great reference guide to using NumPy.

http://conference.scipy.org/static/wiki/demo_numpy2.py Posted: 28 Sep 2008 12:08 AM CDT example of creating structured arrays in numpy.

SQLite The Hammer Posted: 27 Sep 2008 01:16 PM CDT a great resource for SQLite.

What I'm Researching...

Econometrics in R (pdf) Posted: 26 Sep 2008 01:37 AM CDT Simple tutorial in R from a finance perspective.

SQLite Optimization FAQ Posted: 26 Sep 2008 01:27 AM CDT excellent guide to tuning SQLite. Need to try some of this stuff.

Programming in R 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).

R Graph Gallery (65) Bollinger Bands Posted: 26 Sep 2008 12:54 AM CDT great example of R stock charting.

Reading and Writing Data in R (pdf) Posted: 26 Sep 2008 12:51 AM CDT great primer on reading/writing large files in R language.

R functions to read ASCII price series Posted: 26 Sep 2008 12:34 AM CDT several functions to read price series in ASCII format.

R CSI Interface Posted: 26 Sep 2008 12:30 AM CDT R functions for interacting with the CSI Data platform

R: Econometric tools for performance and risk analysis. Posted: 25 Sep 2008 03:34 PM CDT performance analysis library covering the whole gamut of performance and risk analysis functions.

TWiki - the Open Source Enterprise Wiki and Web 2.0 Application Platform Posted: 25 Sep 2008 12:27 PM CDT one of the wikis to consider.

TiddlyThemes - Home Posted: 25 Sep 2008 12:23 PM CDT cool themes for TiddlyWiki

What I'm Researching...

Groovy Domain Specific Language Tutorial « InnovationStartups Posted: 24 Sep 2008 12:50 PM CDT nice example of a stock trading DSL. Not familiar with Groovy...research more.

Non-Programmer's Tutorial for Python/Contents - Wikibooks, collection of open-content textbooks Posted: 24 Sep 2008 12:55 AM CDT Great tutorial on python. - love the format.

The gplots Package (pdf) Posted: 23 Sep 2008 11:15 PM CDT another interesting plotting package in R language.

What I'm Researching...

Visualize real-time data streams with Gnuplot 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

The plotrix Package (pdf) 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!

What I'm Researching...

Writing R Extensions (pdf) Posted: 21 Sep 2008 09:28 PM CDT the how-to of creating extensions to the R language.

The Hazel Tree - A Python Compendium Posted: 21 Sep 2008 07:21 PM CDT central location of texts covering python.

The fTrading Package (pdf) 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.

What I'm Researching...

Quick-R: Home Page Posted: 21 Sep 2008 01:37 AM CDT nice site covering all the R essentials - reading data, graphing, stats.

R mailing lists archive Posted: 21 Sep 2008 01:28 AM CDT search the R language mailing list.

Rtips Posted: 21 Sep 2008 01:26 AM CDT cookbook of the R language

Producing Simple Graphs with R Posted: 20 Sep 2008 10:47 PM CDT examples of various charts (line, bar, pie, dot, histogram) in R language

Creating Charts and Graphs with GNU R Posted: 20 Sep 2008 10:45 PM CDT brief tutorial covering pie, bar, scatter, and line charts in R language.

R Graph Gallery :: List of graphs Posted: 20 Sep 2008 10:26 PM CDT great gallery of R Language graphs.

R Graphical Manual Posted: 20 Sep 2008 10:16 PM CDT gallery of R language graphics by category such as Finance, Econometrics, SocialSciences, etc.

R Graphics Posted: 20 Sep 2008 10:13 PM CDT book on the graphics available with the R language. Very nice!

Chart of R Colors Posted: 20 Sep 2008 10:12 PM CDT table of colors available in R language.

Using Color in R Language (pdf) Posted: 20 Sep 2008 10:10 PM CDT showcases all the colors available in graphing with the R language.

Getting Started With Matplotlib's OO Class Library Posted: 20 Sep 2008 08:34 PM CDT brief summary of matplotlib's api.

Using Python for Interactive Data Analysis Posted: 20 Sep 2008 08:26 PM CDT Several excellent examples of using numpy and pylab (matplotlib) together.

scienceoss.com » Blog Archive » Creating a custom bar plot in matplotlib Posted: 20 Sep 2008 03:33 PM CDT interesting code examples of bar charts in pylab.

What I'm Researching...

Python: package matplotlib 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.

Plotting with Pylab - python 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.

Sofeng's Blog: Simplistic Python Thread example Posted: 18 Sep 2008 11:02 PM CDT drop-dead example of threading in python.

Sofeng's Blog: How to use *args and **kwargs in Python Posted: 18 Sep 2008 10:59 PM CDT drop-dead simple explanation of variable length argument lists in python.

Sofeng's Blog: Emacs 22 Command Index (sorted by Category) Posted: 18 Sep 2008 10:58 PM CDT breakdown of emacs commands - not sure if format is the best...but worth saving for future.

Sofeng's Blog: Example pie charts using python and matplotlib Posted: 18 Sep 2008 10:38 PM CDT really like the look of these pie charts. use for sector allocation page.

Sofeng's Blog: How to draw a simple line using python and the matplotlib API - Posted: 18 Sep 2008 10:34 PM CDT drop dead simple example of using matplotlib.

Goldblog - Python - Creating Bar Graphs with Matplotlib - Corey Goldberg Posted: 18 Sep 2008 10:20 PM CDT example of bar graph in python. like the format of the graph.

Vim is a beautiful tool Posted: 18 Sep 2008 01:04 PM CDT nice summary of the top shortcuts used in vim.

Recent Links for 09/21/2007

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?

Recent Links for 09/19/2007

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?

Recent Links for 09/17/2007

• One year ago I was a stock market analyst [Part 1]
  Very interesting how he was able to process 9,000 stocks in less than a minute.


• Goldblog - Python - Stock Quote Module
  Interesting python stock quote utility.


• Goldblog - Investment Advice
  Excellent investment advice. Keep it simple.


• NumPy for Numeric/numarray users
  Cheatsheet for NumPy Python users

Recent Links for 09/15/2007

Links 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.