Are These the easiest instructions to get a full integrated Python development for data science and quant trading research?
Geez. After my recent horror of R, I decided to (YET AGAIN) give Python a chanceso here we go so far so good. Follow these instructions which help with minimal efforts:
I got the best development Python environment with Anaconda with Ipython. I followed these instructions for Window 8.1
This includes a launcher for Spyder 2 which is the best IDE for data science which seems to include numpy and pandas which are popular Python modules for data science. I was able to confirm all modules included by running with my Spyder Ipython console at:
#FAIL R and FSharp R provider cannot be integrated. Frig!
Maybe I am missing something but finally, this path is dead after three attempts. Despite my attempts from helpful Twitter user phil.i.am, I still don’get it. Maybe I ain’t smart enough but have had no issues working with many Visual Studio projects. This would be have been good.
Frig! I still cannot get R FSharp R Provider working despite this blog posted as suggested:
Is Marketcetera the best FREE open source true HFT Java platform ready to be integrated with my IQFeed and Interactive Brokers stuff?
I have played with this years ago as it was the first kid on the block. It was well written at the time with decent documentation. I also got everything to work but I am unsure of the current version and status. You can download the source under their GPL2 license.
Here is a thought on Marketcetera:
1. It is complete open source with Java minus the important broker and data provider adapters.
2. Use IQFeed Java API sample to implement
3. Use my third party Interactive Brokers third party library to implement
4. Use MATLAB Builder JA to integrate
This could be interesting. Also, do check out their adapters what you can plug into including pure HFT low latency brokers.
In the past month I have been analyzing HFT data from the Brazilian Markets. I'm still on the
backtesting phase and I'm facing some complications.
Have you ever tried to recreate the Market for a given security tick-by-tick? I'm trying to
do that from scratch In Matlab and let me say that I'm have some good results. I'm not 100%
satisfied because I find weird behavior in the processed data.
Do you have anything that might help?
This one is kind of easy I guess. If you are using Matlab and with something like .NET and C#,
check out this out with Matlab Build NE toolbox option.
> Great I'll take a look. >
> Any idea of latency for that? How fast we have to be in order to be
> competitive analyzing the market depth?
If you use Matlab Builder NE, you will definitely get latency of a few seconds. The other option
is to code generate to C++ or C for native calls using Matlab Coder toolbox. This is the option
I am going with. The only condition is you need to make sure that your Matlab code generate
lgo/script can be keep up with the incoming ticks otherwise to you need to handle with a
slower frequency like minute bars.
You could integrate it into something like tin the video below.
Hi, were you ever able to get QuantLib-SWIG bindings for Python built on your linux box? i’ve been trying unsuccessfully for some time now and i’m arriving at the same result when running python setup.py test, that is, it throws an error which appears to be an issue with one’s path. Thanks!
I have not yet looked at this with no success Part of it is I find Python will just add to the confusion of too many languagees you need to know. I am just surprised this is still a problem from a few years ago. If you got a solution, please let me know by comment below with a solution.
New discoveries in Matlab Simulink model building for quant based trading strategies and C++ live trading platform being integrated
This is one of those weeks where new discoveries have taken this rapid model building to a new level. Once reverse engineered and code generated to C++, these Simulink models will be implemented into my live trading C++ system I have being going on about. Once complete, a new workflow of standards ll be established to develop everything, this operation will start purely focusing on the huge stack of strategies being discovered. Many people are approaching me to develop custom strategies for them. This process will be fairly fast once this workflow is in place. You can expect another massive increase to the Quantlabs.net Premium Membership once everything is in place. This is including the one coming this Tues Jan 22.
Follow the links at the lower under the Update dated today Oct 25. You should work with the latest IB-TWS files in order to work properly. A symptom of this is getting stuck while trying to initialize at the splash screen of TWS on Linux.