Tag Archives: Torch

Real time trading analysis in Redis NOSQL with Lua Torch machine learning ?

Real time trading analysis in Redis 4 with Lua Torch machine learning ?

 

I created this video in response

What about bonds? You briefly mentioned treasury bonds, but didn’t include them on your list. I’m particularly interested in first world countries that have an interest rate higher than many third world countries i.e Portugal. Moreover, I code in Java. It’s not as efficient as C++, but it’s quicker to code, because it’s a more conceptual language. The time saved in creating the code with Java is worth more than the efficiency gained with less memory used with optimized C++ code in most cases. Conditions in the market are constantly changing. An algorithm that worked yesterday might not work tomorrow. The slower coding of C++ may not be able to keep up with a changing market. In contrast, Java can allow one to more quickly adapt their strategy. What would be best is to create multiple programs for different types of markets. I like to think of them as different personalities. Perhaps what’s most important though, is an understanding of Bayesian math. That is, new data is constantly affecting probability. The Monty Hall problem is the most well known example of Bayesian math. Indeed, it’s Bayesian math more than anything which helps one understand why Java is better programming language than C++ in most cases.

I made video response to this Youtube comment

http://quantlabs.net/blog/2017/05/real-time-trading-analysis-in-redis-4-with-lua-torch-machine-learning/

A bunch of reminders including tonite:

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Real time trading analysis in Redis 4 with Lua Torch machine learning

Real time trading analysis in Redis 4 with Lua Torch machine learning ?

 

I created this video in response

Comment was:

What about bonds? You briefly mentioned treasury bonds, but didn’t include them on your list. I’m particularly interested in first world countries that have an interest rate higher than many third world countries i.e Portugal. Moreover, I code in Java. It’s not as efficient as C++, but it’s quicker to code, because it’s a more conceptual language. The time saved in creating the code with Java is worth more than the efficiency gained with less memory used with optimized C++ code in most cases. Conditions in the market are constantly changing. An algorithm that worked yesterday might not work tomorrow. The slower coding of C++ may not be able to keep up with a changing market. In contrast, Java can allow one to more quickly adapt their strategy. What would be best is to create multiple programs for different types of markets. I like to think of them as different personalities. Perhaps what’s most important though, is an understanding of Bayesian math. That is, new data is constantly affecting probability. The Monty Hall problem is the most well known example of Bayesian math. Indeed, it’s Bayesian math more than anything which helps one understand why Java is better programming language than C++ in most cases.

 

Comment from this video

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Debate of Torch Lua vs Tensor Flow Keras for ultimate machine learning

Debate of Torch Lua vs Tensor Flow Keras for ultimate machine learning

There seems to be a debate of these two frameworks:

  1. 1. Redis 4 with Neural module and embedable Lua scripts make this combo ultimate fast with no latency unlike TensorFlow as a bloated framework.
  2. 2. TensorFlow is accused of being slow so you can compare by searching online for it.
  3. 3. Will  Torch in Lua be much faster than TensorFlow in Python? Apparently a big yes from the Reddit postings I have seen. It is just not as mature which means migrating a potential model into a live trading environment might not be so easy from TensorFlow. This is the issue I face.
  4. What to do? 

As I approach a more serious deeper machine learning investigation, I will see where everything is at then which could be a couple of more months. Torch may be more mature with better integration with Redis.

  1. It might be best to use the potential Redis TensorFlow module combo but that seems premature. Find the link below. I will wait it out to see how this Redis module develops.

 

Keras with TensorFlow

 

https://github.com/fchollet/keras/issues/4491

https://deeplearning4j.org/compare-dl4j-torch7-pylearn

Zerobrane studio for Lua:

http://notebook.kulchenko.com/zerobrane/torch-debugging-with-zerobrane-studio

Redis NOSQL options:

https://news.ycombinator.com/item?id=12617081

Potential combo with Redis and TensorFlow https://github.com/lantiga/RedisTF

http://redis-knowledge.fgribreau.com/resource/2e8908b15a864927e78e5424cf67d63c/redis-c-integration-layer

Here are some links on speedy Torch

Lua options

http://lua-users.org/wiki/SimpleStats

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Machine learning Algo trading with LUA Redis and Torch

Machine learning Algo trading with LUA Redis and Torch
The first Idea that comes to mind would be to
1. use redis to capture market data,
2. develop a vector space mod in Lua

3. and see if a magical distro hypothesis can help find some alpha.

OR (combine that with) https://research.googleblog.com/2016/05/announcing-syntaxnet-worlds-most.html and see if Parsey McParseface can predict Lua syntax dependencies that should be in use. I mean, Lua is way easier than English. I’d be interested to see if McParseface, by learning why Lua code failed a test(trade) could train/learn/predict/advise a better semantic Lua model/sequence than the code it’s learning with. But don’t know enough about how that system works to make any other guesses than that.

–> Never knew about this abd good combo of ideas. OK to publish this?

___> I may have been high. but I believe the only the simple ideas and utterly complicated things are what truly works. Nothing in-between. And I think a derivative of this idea can work – and I’m learning I’m not the first. Plus for me it’s all fun really, so testing bizarre trading hypothesizes is why i do this.

Been trying to get your videos played, but their hanging on me. Prob my internet. But I’ll watch as I really want to see how Mario brothers, Lua, tensor flow and Redis work together in your brain!

–> Have you got this internet video thing figured out? Thanks as well

Yes. As soon as I sent this email I rebooted and they played fine. Good stuff. Thanks for sharing.
Anytime! You’re the best reporter out there when dealing with the breadth of what is quantitative trading, and how to discuss the many facets. How can you know anything if you don’t even know your options? And I’m with you. I respect your humility when you alluded in the vid, to your lack of knowledge when seriously talking about utterly complex machine learning concepts. I can’t either. But trust me, you know more than most. There are probably less than 500 on earth who can program Ibm’s Watson, design tensor flow from the ground up, or build an LHC.

Hey thanks for the support! There are occasional sick minded minority who get off on insulting or spewing hate. I just say SCREW them, I am still going regardless what others thinks.

Oh, I installed Torch7 last night and the built a static ios library with the following code. https://github.com/clementfarabet/torch-ios  . If you publish this url, just let folks know, for me It was kinda a pain to install it all. http://torch.ch/ has to be installed completely and properly. Havent looked at the api yet, but I might write a little demo app just to learn it. I’ll send you the code if i can get some working.

Thanks for the news on this Torch. I would like to see a tutorial video to see how this is done.

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Bad news came out of Switzerland? But this open source Torch LUA scientific library could be useful?

Bad news came out of Switzerland? But this open source Torch LUA scientific library could be useful?

Build with Redis and LUA scripting with now this. That could get interesting but seriously, I got enough on my plate but now you know

http://torch.ch/

Thanks to a Skype contact for sending this

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