Tag Archives: history

History of AI Part 1

History of AI Part 1

Does it really work for trading? It will be forensics accounting for reading SEC filings for penny stock. Just a thought. From Dr Paul Cottrell

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History of Linux as told by Linus himself

History of Linux as told by Linus himself

I promise he won’t pull out his finger this time around

http://arstechnica.com/information-technology/2015/08/how-linux-was-born-as-told-by-linus-torvalds-himself/

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Notes on futures markets history and market mechanics

This is the first video of the future options course

As speculator you try to find intrinsic value on asset using fundamental view. Value of gold based on supply and demand characteristic. Technicians focus on past price behaviour based on past patterns. Options are written on futures contracts. 80% of speculators  lose
Money. Uses candlestick chart to visually see contracts. You can liquidate the position to sell and reverse. Buy low sell high contract. Ypu only put up a margin  deposit pf The total value of the futures contract. EG $2000 on a $28 per barrel of 1000 equaling $28,000. Based on your broker u can
get lots of leverage.

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Interested in the history or origin of Matlab? Let this video from a founder to explain it

Interested in the history or origin of Matlab? Let this video from a founder to explain it

Interesting point of view I would never have though from my girlfriend I call Matlab

http://www.mathworks.com/videos/origins-of-matlab-70332.html

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WHat is the history of Poseidon? The software trading researching tool by Paul Cottrell

What is the history of Poseidon? The software trading researching tool by Paul Cottrell

Here is an explanation from the man

http://the-studio-reykjavik.com/blog/2014/8/27/history-of-poseidon-by-paul-cottrell

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Quant member Q & A forex strategy ,HFT, R Script, tick history, which broker>, profitable strategy?

Quant member Q & A  forex strategy ,HFT, R Script, tick history,  which broker>, profitable strategy?

Thanks for joining. If you want, get an intro here:

http://quantlabs.net/….welcome

Below are answers to your questions followed by ->

 

On 2012-09-03 15:07, José Alberto Huerta González wrote:

> Brian

> I just paid and joined to premium Group, please help me with this:

>

> 1.- I want to trade forex with Cointegration ( even if there are a

> better way I want to know how to ).–>Standard searches exist in the member area but here are some results:

> 2.- Where are the R scripts for do it?

—> R scripts should exist with the above links

> 3.- How I install the open source HFT:

If you look under http://quantlabs.net…/, find sections of ‘Intro to HFT and details about it’ and“Details on how to build an HFT platform continued with component applications` as these are based on Tradelink.

> 4.- How Can I get tick history for R scripts?

—. I will have an upcoming webinar on this using IQfeed but this should help http://www.youtube.com/watch?v=PBr4MJVeoRU&feature=plcp

> 5.- What is exactly HFT and how can I trade with it in forex?

–> for HFT, i would read a book based on this http://www.amazon.com/Irene-Aldridge/e/B002JV8H30. This is not the best but I am using her book as a roadmap

> 6.- Wich broker support HFT? –> I am looking into Interactive Broker or LMAX for forex.

> 7.- Wich is the best profitable system/script for HFT? –> I am moving towards but this will take the longest but I am using these strategies to help figure that out

http://quantlabs.net/surveys/2012/06/29/what-financial-forecasting-model-type-do-you-focus-on-within-r-or-other-statistical-tool/

 

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The history of supercomputers – Slideshow | ExtremeTech

The history of supercomputers – Slideshow | ExtremeTech extremetech.comHave you ever wondered why a supercomputer is called a supercomputer? Is it the number of processors or the amount of RAM? Must a supercomputer occupy a certain amount of space, or consume a specific amount of power?
=Thanks for the effort of putting this together, very enjoyable and it brings back lots of memories.

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The history of why Steve Jobs left Apple from the words of CEO John Sculley (interview)

From Bloomberg:

The history of why Steve Jobs left Apple from the words of CEO John Sculley (interview)

Get it here.

 

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Some history on the Option pricing with Black-Scholes for quants

Some history on the Option pricing with Black-Scholes for quants

Some highlights from this quick and dirty article:

If there was no inventory at hand, a market maker knew that they should hedge their position using the underlying asset. Nelson describes this concept already in 1904. Later the concept is generalised and extended by Thorp from ‘at the money hedge’ to ‘off the money hedging’, essentially formulating the concept of ?-hedging.

Thorp went on to make a small fortune by discovering risk neutral probabilities and putting the concept to practice in the Las Vegas casinos. He also went on to discover the formula now know as the Black-Scholes equation. Thorp formulated the equation, but didn’t have a derivation at first. It was Black and Scholes who added the dynamic hedging concept used to make a portfolio of a derivative and its underlying asset risk free, allowing for the derivation of the equation.

Later Bachelier (1900), Einstein (1905) and finally Wiener (1923) developed a rigorous theory and the mathematics to describe Brownian Motion. The resulting theory is essential for the derivation of the Black and Scholes formula, which uses Brownian Motion to model asset prices as stochastic differential equations. To work with these equations we need Ito calculus. Ito (1951) showed how given a stochastic differential equation for some independent random variable, one can derive the stochastic differential equation of a function of that variable.

Some quant algo highlights:

Can we find a choice of ? that eliminates all the dX terms? Yes, choose:

[6]?

Something amazing happens using this choice of ?, the ?-term also disappears! Implying that
we no longer face the difficult task of coming up with a number for stock return (?).

. We are left with a risk free portfolio, since the equation no longer contains a dX term.

Quite nice explanation. Get more info on this great article at:

http://www.linkedin.com/news?viewArticle=&articleID=223779876&gid=90917&type=member&item=32151191&articleURL=http://financialagile.com/reflections/10-teachings/31-option-pricing-with-black-scholes&urlhash=LU9G&goback=.gde_90917_member_32151191

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History of this 7 digit income for the programmer and what computer languages used

This is one of many posts you will see on this.
Source: http://www.reddit.com/r/IAmA/comments/9s9d7/iama_100_automated_independent_retail_trader_i/

macdude 1 point2 points3 points 6 months ago[-]

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you should do an IamA!

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mindhacker 2 points3 points4 points 7 months ago[+] (29 children)

mindhacker 2 points3 points4 points 7 months ago[-]

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  • What is your technical background?
  • Your financial background?
  • How much do you make on an average per annum?
  • Do you work alone? If yes, would it be better if you had a team?
  • Finally, how can one reach the position you are in currently, in terms of time, knowledge, investment etc.

Thanks!

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mejalx [S] 15 points16 points17 points 6 months ago* [+] (28 children)

mejalx [S] 15 points16 points17 points 6 months ago* [-]

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  • BS Operations Research/BS Computer Science. I worked as a software developer at a technology consulting firm.
  • I was making 65k/year for several years. After expenses I was an average middle class employee. I started trading with around 35k and then later borrowed additional money from family and friends.
  • After taxes, business expenses (I operate through a single member LLC), I earned a little under 7 figures in 2008. I’ve since ramped up volume, but I’m lagging behind last year.
  • Yes, I work alone. I am in contact with others traders, but mostly we just bullshit around and speculate on the future of our economy. I’d love to have a few people to bounce ideas off of and to get more perspectives. I’ve entertained the idea of going past a single member LLC and attempt to expand, but the business is cut-throat and I’ve only got a few good edges.
  • I was honestly clueless when I first started trading. I’ve got to admit I got roped in by the great advertising, flashing lights, indicator loaded charts, and of course the lure of fast/big money. It didn’t take me long to abandon all of that garbage. From there on, I, being a computer science guy, decided to stick with automated non-TA based strategies. I was also lucky enough to have an incredibly experienced trader teach me the ropes and a couple of really important lessons. I never looked at the market the same way and developed my strategies upon those principles. It took me around 7 months from inception to have a working trading model with a sizable edge, which I started trading with 26k (down from 35k at start). There were a couple of books that helped me along (On modelling, derivatives, etc), and my stats knowledge also came in handy.

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mindhacker 6 points7 points8 points 6 months ago[+] (6 children)

mindhacker 6 points7 points8 points 6 months ago[-]

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Very interesting read. A couple more questions if you don’t mind.

  • What is the most counter-intuitive thing you have learnt over the years?
  • What are the hours like? (time during trading hours + time spent developing the platform)
  • What kind of hardware do you run on?
  • What languages do you use?
  • Is your competition similar to you (computers background, single person LLC) or are you unique?

Thanks again for your valuable time.

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mejalx [S] 13 points14 points15 points 6 months ago[+] (5 children)

mejalx [S] 13 points14 points15 points 6 months ago[-]

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  • I’ll have to get back to you on that. First thing that came to mind was how I developed a complete detachment from the money at stake, but that’s sort of lame. I feel like it should be some market parable, like the triend is your friend until it ends? Let me get back to you on this.
  • I usually do a 8-6 routine. Since I’m mostly automated, I can work on research during the day.
  • It’s all commodity hardware running linux. I’ve got three servers colo’d in New Jersey. I have a little control center in my office from which I keep tabs on everything.
  • I’m ashamed to say, but my infrastructure is basically a rig job. My goal was to get running as quickly as possible and I’ve basically glued various components together, which means I’m mixing C++, Java, Python. I try to do most of my work in Python and then I’ll drop back to C++ for performance requirements. I’ve been trying to harmonize things, but that task usually takes the back burner to strategy research/development.
  • I know of/met a handful of traders who are automated like myself. I’m sure there’s quite a few of us out there, but the game is controlled by larger players.

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evilbunny 1 point2 points3 points 6 months ago[+] (4 children)

evilbunny 1 point2 points3 points 6 months ago[-]

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!