Tag Archives: F Sharp

We do live in a Python world but…do other languages have a better future? i.e. DotNET F Sharp

We do live in a Python world but…do other languages have a better future? i.e. DotNET F Sharp

Here is an interesting article:

http://www.itworld.com/big-data/437661/more-proof-it-s-python-s-world-and-we-re-just-living-it

but some highlights:

However, demand for Python programmers still lags well behind demand for those who know JavaScript, C# and Java, and slightly behind PHP.

No matter how you slice it, all signs point to Python and its developers being in increasing demand. This all just goes to show that Python isn’t just an excellent programming language for beginners, it’s a also a solid choice for seasoned programmers who want to remain in demand.

 

You should know my view of it after my 5 hours of trying to configure it for advanced modules. Just search on this blog.

Also:

http://stackoverflow.com/questions/3340877/python-vs-f-which-language-i-should-learn

This comparison seems right:

doubt you’ll learn much of value from Python. It’s a dynamically typed OO language with pleasantly lightweight syntax. Other than giving you even less protection (and speed) than you’d get from C#, you’ll be writing the same programs, just in a slightly different dialect.

F# is a different beast altogether. It has a rich, statically checked, polymorphic, algebraic type system. It is mostly functional, which means it strongly encourages you to program declaratively and avoid side effects (such as assignment) wherever possible. This has several benefits:

  • the compiler will catch many more errors than you’ll be used to;
  • your programs will be much shorter;
  • your programs will work first time (once the compiler has wrung out all the bugs it can find) about nine times out of ten, in my experience;
  • the compiler can typically generate much, much better code.

I usually reckon it takes an imperative programmer about a month to rotate their thinking into the functional style. The downside is that after you make the adjustment, the programming mainstream just feels rather primitive and awkward.

Go for it, it’s eye-opening.

 

This also highlights the difference:

http://vschart.com/compare/fsharp/vs/python-programming-language

I am sure if this viwe is still valid as F# has changed a lot:

#2 difference: http://rvprasad.tumblr.com/post/40026359408/my-experience-with-f-groovy-and-python

Either way, I got stuff done faster with F# vs the headaches Python brings.

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Instant DotNet F Sharp surface plot with Visual Studio and DirectX faster than Python

Instant DotNet F Sharp surface plot with Visual Studio and DirectX faster than Python

Seriously, why bother with Python after this rapid get and up running demo of this surface plot. I don’t even know F# as it took less then 20 minutes to run!

Ran F# with Visual Studio package
http://www.codeproject.com/Articles/121194/Managed-DirectX-via-F

You need DirectX dependency DLLs from http://www.microsoft.com/en-us/download/details.aspx?id=35
This came up as well: http://www.microsoft.com/en-ca/download/confirmation.aspx?id=9977

Depsite the general advise I went to get the missing DLLs from
http://www.dllme.com/dll/download/7588/Microsoft.DirectX.dll
http://www.dllme.com/dll/download/7220/Microsoft.DirectX.Direct3D.dll
http://www.dllme.com/dll/download/7435/Microsoft.DirectX.Direct3DX.dll

Should be able to build and run> Easy peasy 123.

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The Matlab F Sharp vs Python vs retail trading platform severe limitations debate like Multicharts

The F Sharp vs Python vs retail trading platform severe limitations debate like Multicharts

 

This is from one of my newsletter subscribers:

But all your coding is done in Matlab? I am asking because all my algos are based on Powerlanguage from Multicharts and I am thinking of learning Python.

–> Yes Multicharts and other similar retail trading platforms will give you headaches in terms of limitations. I cannot really comment about Python but I have investigated F# which is somewhat similar which has more advantages which I will investigate in coming months. I do see myself using more rapid algo development with this workflow:

How to use Mupad MATLAB and Symbolic Math Toolbox to Develop and Analyze Financial Models

 

http://vschart.com/compare/fsharp/vs/python-programming-language

 

….He told me they have written their backtesting engine in Python.

 

–> It may be hard to extend Python scripts into useful order execution which is why I prefer F# at this point but I could be dead wrong on that

 

I think Multicharts is really great but i am reaching some limits when working with hundreds of millions of ticks.

 

–> Ah yes, check out https://quantlabs.net/blog/?s=multicharts

 

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Reasons why I will choose DotNET F Sharp for my quant trading and research over languages like R Python and maybe even Matlab

Reasons why I will choose DotNET F Sharp for my quant trading and research over languages like R Python and maybe even Matlab

I was finally able to watch this video I posted before:. Highlights:

At 34:35 he claims you can embed r matlab and python form f#. This would be VERY POWERFUL once I get these projects working from within .NET. 

Call r or matlab or python

I know these extensions will be poweful but I do think Matlab will play an important role in the future

This video highlights the simplicity and how compact your code can be to do parallelism as well as asynchronous programming. I have played with all major technologies on these topics but I have never seen it this easy. I would even say that Matlab is very simple as well but you don’t get the licensing constraints you would get with Matlab.

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My Microsoft DotNET F Sharp POV of dropping R entirely and bypassing Python for quant trading model development

Do really programming languages and frameworks make a big difference in your trading?
My DotNET F Sharp POV of dropping R entirely and bypassing Python for quant trading model development – See more at: https://quantlabs.net/blog/2014/06/my-dotnet-f-sharp-pov-of-dropping-r-entirely-and-bypassing-python-for-quant-trading-model-development/#sthash.j6WP72vR.S5uMQ6CP.dpuf
Maybe not but when you get a response from a loyal user, I would think so:
I am glad you find .net integration relatively “flawless”. Your experience will be a big help to me…..
I’m very glad you are working on finding out what would be best for integrating INTO and WITH! (why I “hired” you!) I am just saying that I do not have time to translate everything in….
Do I really need to say anything more? And yes I do give boat loads of source code and walkthrough videos to make you a better, profitable, and more innovative trader!!
–> LET MY PROGRAMMING EXPERIENCE MAKE YOU MORE PROFIT <–
Bryan

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My DotNET F Sharp POV of dropping R entirely and bypassing Python for quant trading model development

My DotNET F Sharp POV of dropping R entirely and bypassing Python for quant trading model development

OK. I am looking at filling the gap between .NET and Matlab. I have think F# could be the solution.

After this R presentation, I figure I lost all faith in the future of R. If it takes them too long to fix core issues like this, I wonder if using the language for prototyping will not give me the faith of using it. It seems its only academics use this language anyhow.

https://quantlabs.net/blog/2014/06/meetup-video-on-use-of-r-core-scripting-to-eliminate-na-and-other-common-issue/

Sorry all you die hard fans.

That brings me to Python compared to F#. I am new to both languages but looking at this, I came away with a few thoughts for myself.

http://vschart.com/compare/fsharp/vs/python-programming-language

1. F# seemed to perform better

2. Real time and compiler process is part of F#

3. Python does offer machine code generation would could be an interesting option

4. F# leveraeges .NET framework which I kind of like for easy and rapid development

5. F# offers these advantages out of box: Multi-paradigm programming language, Concurrent programming, ,Agent programming <– this looks very very cool

As you can tell, I am not really an open source or Linux guy due to many issues I had with both:

https://www.youtube.com/user/quantlabs/search?query=linux

If you believe I have not given it a chance, check the above search results on my Youtube Channel.

I really hate building the dependencies, out of synch libraries, and just the command line really slows me down. Screw that FREE concept as there other costs. What you do is your business but many seem to agree with my experience?

I think the commercial options are really bringing things down to affordability with Matlab Home Edition and .NET.

It sounds there are some nice advantages of F# so I am going to bypass Python in the near future

And no Microsoft does not pay my mortgage

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DotNet F Sharp R Provider no good to me as I cannot integrate test source

DotNet F Sharp R Provider no good to me as I cannot integrate test source

 

I had high hopes here but this thing is gone into the usual garbage bin. Wow. I ain’t going to waste my precious time to get this working with Test code. Please people, if you want mass adoption, make it work but one simple build after download from Github or where ever. 

Sorry but I need to see a working tutorial for me to attack again

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Has anyone got this DotNet F Sharp R Provider working?

Has anyone got this DotNet F Sharp R Provider working?

I am looking for any one with experience with it. Is it 100% compatible with R from within F# sessions? If so, I can reactivate my boatload of R scripts in my Quant Elite membership.

https://github.com/BlueMountainCapital/FSharpRProvider

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Demo of DOTNET F Sharp with surface plots and GPU parallelism out of box and easy to use

Demo of DOTNET F Sharp with surface plots and GPU parallelism out of box and easy to use

Wow! What can I say. This is totally FREE and easy to set up. It is sort of flawless in a way. I would be interested to see what Python developers think

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http://www.tryfsharp.org/Learn/financial-computing#pricing-european-options

http://www.tryfsharp.org/Learn/

http://www.tryfsharp.org/Learn/financial-computing

http://parallelpatterns.codeplex.com/releases/view/50473

http://numerics.mathdotnet.com/

http://idlyspeculating.blogspot.ca/2009/12/plotting-surface-using-wpf-3d-from-f.html

http://3dtools.codeplex.com/

http://fsharpnews.blogspot.ca/2007/05/3d-surface-plot.html

http://www.ffconsultancy.com/products/fsharp_for_visualization/demo2.html

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Smart people in London program in DotNet F Sharp vs Python

Smart people in London program in F# vs Python
50% higher salary? »
Why smart people in London program in F# vs Python? 50% higher pay dummy See why»
Is .NET F Sharp the PERFECT Python language for a trader?
Even high frequency trading »
I don’t use Python at all but here are some presentation stating the case for F# Serious...Check it out  »
Top 3 Things For Profitable Trading
It’s all about the math, math, math, and even more math.

I just posted some links about polynomials and special kind of division and even asymptote.
Wow! I wish I did this 3 years ago.

F Sharp big in London City Finance?
Really? How true is this? »
I think there are several reasons why F# has grown so quickly in popularity. The functional paradigm is particularly well-suited for parallel programming and data science, both of which have seen tremendous growth lately.  Find our more »

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