Tag Archives: difference

Difference between debugging Python in FREE Microsoft Visual Code Studio versus Pycharm

Difference between debugging Python in FREE Microsoft Visual Code Studio versus Pycharm

Visual Studio Code advantages

Both IDEs (Integrated Development Environments) are free but PyCharm has bugs with no simple help. Just go with the Microsoft Visual Code Studio just for the Intellisense or debugging capabilities. I still prefer my Sublime and running the Python interpreter for quicker development.

Both IDEs will run on all operating systems including Linux, Windows, and Mac OS

 

Algo trading with forex and crypto currency using Python

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Difference between retail and institutional FX trading

Difference between retail and institutional FX trading

What do you think it really is?

https://www.linkedin.com/pulse/real-difference-between-retail-institutional-fx-trading-ismar-zembo

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Question: Your opinion on the difference between Torch and TensorFlow for machine learning

 

Question: Your opinion on the difference between Torch and TensorFlow for machine learning

There seems to be a debate on performance and other items on this PyTorch vs TensorFlow. I am no expert on this but it seems more logical to work PyTorch  since it is in Lua with Redis embedding Lua capabilities. The other difference between the two is that Torch is from Facebook while TensorFlow is from Google. Anyone know better differences for machine learning with trading applications? Let me know what you think.

http://pytorch.org/

[D] So… Pytorch vs Tensorflow: what’s the verdict on how they compare? What are their individual strong points? from MachineLearning

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Stark future difference between C++ and Java for automated trading HFT

Stark future difference between C++ and Java for automated trading HFT

Future of these languages is quite clear in these 2 articles

https://meetingcpp.com/index.php/br/items/final-features-of-c17.html

http://arstechnica.com/information-technology/2016/07/how-oracles-business-as-usual-is-threatening-to-kill-java/

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Difference between deep learning vs machine learning

Difference between machine learning vs deep learning

As they say you learn something new every day. In fact, I thought deep learning was part of machine learning but apparently there’s a big difference. Let this article below to explain it

Read it here

People respond to Billioniare hedge Fund Steve Cohen say how he can’t find young talent

Yesterday I sent out a news item on how billionaire hedge fund manager Steve Cohen of Point 72 said how he could not find young talent. I did get a variety of responses from you all. To make it all convenient for me, I responded to a few of them in a video.

See that here

Just so everybody knows, I’m starting to pepper my “Algo Trading Course Series” with some C++. I think I need to rename it but it’s only affecting my futures and options trading strategy which I start teaching the week of July 12.

By the way, speaking of the week of July 12 you should all know what is happening that week. I am removing all source code demos, videos and references to my arbitrage/pair trading phase that week. If you’re still sitting on the fence on joining my Quant Elite membership, you better get in on this right away to maximize your learning. Time is ticking away!

If you are interested in joining, here are all the pricing options:

MONTHLY: $97/MONTH: Click here

6 BONUS MONTH FREE Annual: Click here

BIGGEST SAVINGS with 24 BONUS months: Click here

Thanks Bryan

 

 

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Difference between machine learning vs deep learning

Difference between machine learning vs deep learning

There is a difference?

http://www.kdnuggets.com/2016/06/difference-between-deep-learning-regular-machine-learning.html

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Difference between Black Scholes vs GARCH?

Difference between Black Scholes vs GARCH?

Question from someone via my newsletter:

I have developed and implemented a method for computing volatility using  black&scholes with (strike, maturity, call prices, interest rate and constant return on asset), i have simulated data, my question concerning data : in general strike and maturity have a vector with 8 rows, so how can i use historical data to apply them for my method? for example concerning garch model we can compute the volatility using return of historical data then we estimate the parameter of model by maximum likelihood function.
this is the formula of volatility : sigma = sqrt( (dc/dt -(r-q)(c-k*dc/dk) /  k^2/2 d^2c/dk^2)
what is the difference between volatility of black scholes and volatility of Garch Model? is it the same result?
I am no math expert nor do I ever claim to be, I use Black Scholes to calculate an instrument’s implied volatility. I have not played a whole with GARCH at this point but appears to be something very different. Even in Matlab, they are both very different so check out their help for each.
Black Schole for IV:
http://www.mathworks.com/help/finance/blsprice.html
GARCH for forecasting as explained here:
http://www.mathworks.com/help/econ/cvm.forecast.html
Hope this helps
From Dr Paul Cottrell
BSM is an option pricing model utilizing a constant volatility methodology in its purest form. Practitioners use a moving window of volatility to update the BSM. A certain method to forecast out volatility is using a varying array of GARCH types. My books on forecasting and risk management cover this topic. In short, GARCH types are to forecast out volatility based on previous volatility. When solving for volatility for BSM, one gets the implied volatility to match to the current option price. IF you do not know the current option price one would have to use the “current” volatility or some average thereof.
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HUGE Difference of Matlab Options ASSET Time Value verus search results of R and Python

HUGE Difference of Matlab Options ASSET Time Value verus search results of R and Python

Wow, honestly that is pretty pathetic for both the R and Python community support

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Looking for advice on performance difference between DotNET C Sharp and Visual C++ handling memory mapped files

Looking for advice on performance difference between DotNET C Sharp and Visual C++ handling memory mapped files

I am looking for a debate on the difference between these two languages. As for Java, I am under the impression it really offers not much advantage as compared to either language unless you want to run under Linux. To do the equivelant of this under Java, use the NIO framework.

Visual C++ examples:

http://quantlabs.net/academy/forum/technical-forum/are-these-the-best-examples-for-c-memory-mapped-files-and-rapid-in-memory-processing/#p527

C# with performance comparison

http://quantlabs.net/academy/forum/technical-forum/are-these-the-best-examples-for-dotnet-c-sharp-memory-mapped-files-and-rapid-in-memory-processing/#p528

From this benchmark link:

http://www.codeproject.com/Articles/212856/Head-to-head-benchmark-Csharp-vs-NET

I conclude that:
1. C++ can still be 2x time faster than in C# in certain critical number crunching scenarios

2. Dump Mono as that is not even to be used. Stick with Windows Server editions for extra horsepower anf many other advantages for server side features

Other highlights:

C++, on the other hand, reveals absolutely no difference between the template <double> version and the original non-template version

The results are clear. First of all, C++ wins in every case. If you use the x86 JIT, 

Anyway, VC++ wins big this time, typically running twice as fast as .NET, if not more (and Mono brings up the rear again, at 8.6 seconds). My experience suggests that array range checks can’t account for such a big difference, but investigation is hindered because I still don’t know how to look at C#’s optimized assembly. Go ahead and laugh at me. Ha!

The first time I ran this “Polynomials” benchmark in C# and C++ (VS 2008, x86), the result was that C++ finished in 0.034 seconds, and C# in 7.085 seconds, making C++ was 208 times faster! Of course, other than the C++ DEBUG hash_map test that took over 10 hours, this was the most extreme result I had ever seen. The C++ result seemed impossible: the outer loop does 10 million iterations and the two inner loops do 100 iterations each, for a total of 2 billion iterations. There was no way so much work could be done in 0.034 seconds on a 2.83 GHz processor. Indeed, looking at the assembly of the outer loop, you can see that the compiler had done something amazing:

Strangely, however, the MS STL’s map<K,V> is actually faster than its hashtable (hash_map or unordered_map), although not as fast as my hash_map. In the .NET world, SortedDictionary is slower than Dictionary as you would expect… but does it have to be this much slower?

C++ wins by a landslide! C++’s map<K,V> is quite fast, while C#’s SortedDictionary<K,V> is quite slow. 

There’s no clear winner for this test. Generally, C# did a better job in the “double” test (even when C++ is allowed to use SSE2), but a worse job in the FPL8 and FPL16 tests. C# is tied with C++ in the float test, until you enable SSE which causes C++ to win

 

Evidently, C++ is faster than C# if you read the whole file as one block. This makes sense, because .NET actually has to do more work in these tests: it is decoding UTF-8 to UTF-16. Standard C++, in contrast, doesn’t support conversion between text encodings, and these tests use “char” strings (not wchar_t), so the only extra work C++ has to do is to convert line endings (\r\n to \n), work which C# does too.

It is therefore peculiar that C# wins the second test, reading line-by-line (ReadLine() in C# vs getline() orfgets() in C++). It occurs to me I could have optimized the FILE* version better; for example, fgets() does not return the string length. So, to eliminate the '\n' at the end of the string (necessary to make the code’s behavior equivalent to the other two versions), I call strlen() to get the string length, then change the last character to ‘\0’. It might have been faster to convert to std::string first (which determines the string length) and then remove the last character.

***If you use P/Invoke a lot, though, it’s important to consider how long it takes to cross the boundary between C# and C++.

Now, these results are not terrible. But non-P/Invoke calls are much faster, as you’ll see below.

 

 

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A comment cam in from a newsletter subscriber so thanks to him:

 

I’ve done this in C#.  I did not do it in C++ as for my needs C# performance was more than sufficient for this case.
When used in conjunction with something like .NET’s AutoResetEvent which can be shared across multiple processes it is surprisingly fast.  So if you are using it for something like inter process communication it works quite well!
Now with respect to how it compares to C++, I am not sure but you could probably test this out pretty quickly.  My guess is that the underlying parts which handle this might even be written in C/C++ and .NET is using p/invoke into these OS DLL’s to offer the functionality.  A simple test might be writing in 100 million objects and seeing how each perform.
Keep in mind that you can mix native/managed fairly easily through the use of C++/CLI or P/Invoke.  Both work very well.
I find C++ to require a bit more effort than C# and a lot more than F# so it’s best saved for algorithms that REALLY benefit from it and even than you can offload to the native side where necessary.  You can always use C++/CLI to wrap your native code and hold a pointer to whatever your native class might be.  The only penalty you are faced with in this case is the additional chatter that might be taking place between the native/managed boundary.
One scenario where managed simply might not work is if it critical that the operation you are performing MUST take place within a specific tolerance level as you are vulnerable to garbage collection operations (but even in this case there is room to tune).
Hopefully you find this useful!
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Could this one book be the difference being a medicore trading shop to JUICY LUCRATIVE PROFITS with automated HFT and quant?

Could this one book be the difference being a medicore trading shop to JUICY LUCRATIVE PROFITS with automated HFT and quant?

Get your geek on, this technical book could make the difference in HUGE ways.

Check out this link as well

https://quantlabs.net/blog/2014/06/microsoft-sql-server-2014-launch-party-presentation-files-with-t-sql-code-here-with-links/

PS. Microsoft has some pretty funny MYSQL jokes

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sql server preview

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