Tag Archives: libraries

Best stock chart libraries for Google Android?

Best stock chart libraries for Google Android?

As hinted here,

Here are my fave but important Machine Language resources

I am starting to think of focusing  on Android now since they have a mature charting community vs IOS. Here are the best libraries I could find with examples

https://stackoverflow.com/questions/26467376/android-charting-libraries

Popular and most appropriate http://www.achartengine.org/content/demo.html

https://www.numetriclabz.com/android-candlestick-chart-using-mpandroidchart-library-tutorial/

https://github.com/tasosno1/MPAndroidChart-StockChart

https://github.com/PhilJay/MPAndroidChart

https://www.numetriclabz.com/android-candlestick-chart-using-mpandroidchart-library-tutorial/

 

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Live chart Matplotlib with GUI libraries Tkinter PyQt

Live chart Matplotlib with GUI libraries Tkinter PyQt

A couple of things.  I would revist after 1.5 years

See below for my opinion on these Python GUI libraries

Potential commercial options with Plotly

https://plot.ly/python/candlestick-charts/

Live MatplotLib

https://stackoverflow.com/questions/11874767/real-time-plotting-in-while-loop-with-matplotlib

https://pythonprogramming.net/plotting-live-bitcoin-price-data-tkinter-matplotlib/

Setdex puts out the best videos for this

More general GUI

 

Decent charting Python tool with ptQt (read Youtube video comments)

http://zetcode.com/gui/pyqt4/

ttp://www.youtube.com/playlist?list=PLQVvvaa0QuDcR-u9O8LyLR7URiKuW-XZq

PyQt4 vs 5 sounds still pretty complicated since my experience. Also licensing is too restricted.

http://pyqt.sourceforge.net/Docs/PyQt5/pyqt4_differences.html

https://stackoverflow.com/questions/37048313/pyqt5-or-pyqt4-should-i-do-the-upgrade

https://stackoverflow.com/questions/30950827/uninstalling-pyqt5-to-install-pyqt4

 

Most open GUI library with fewest license restrictions

https://wiki.python.org/moin/TkInter

https://amp.reddit.com/r/learnpython/comments/3pif4k/tkinter_vs_pyqt_vs_wxpython/

Great example of Tkinter with algo trading in mind

Live chart https://stackoverflow.com/questions/11270078/how-do-i-refresh-a-matplotlib-plot-in-a-tkinter-window

https://stackoverflow.com/questions/30774281/update-matplotlib-plot-in-tkinter-gui

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Latest finding on this IOS Swift charting libraries

Latest finding on this IOS Swift charting libraries (remember Telerik is being retired)

How to Use iOS Charts API to Create Beautiful Charts in Swift

http://stackoverflow.com/questions/4724887/ios-chart-libraries

https://github.com/i-schuetz/SwiftCharts

https://github.com/core-plot/core-plot/wiki/Example-Graphs

http://stackoverflow.com/questions/26971240/how-do-i-run-an-terminal-command-in-a-swift-script-e-g-xcodebuild

http://hxcaine.com/blog/2013/02/28/running-gnuplot-as-a-live-graph-with-automatic-updates/

Core Plot Tutorial: Getting Started

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15 Deep Learning Libraries for machine learning

15 Deep Learning Libraries for machine learning

Here is a good list for the most popular need for automated trading

http://www.datasciencecentral.com/profiles/blogs/here-are-15-libraries-in-various-languages-to-help-implement-your

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Crucial C++ libraries known to man

quantlabsnet

All crucial C++ libraries known to man

I made a crucial video today for those that are interested in learning C++ for potential high-frequency trading in the near future. This one stop shop list all the popular important libraries that you can use for various needs using C++. It is quite convenient which shows the most popular libraries from GitHub.

 

Check out this video here

 

Great Python books for data science

I also came across a set of books that are highly recommended from the publisher Packt which can be used for data science with Python. As you know, it is becoming my favorite open source programming language to develop quick and dirty trading scripts with.

 

Check out the list here

 

Finally, we are now coming up to four days before I hit my first LIVE lesson with my “Algo Trading Business with Python” course series. This starts the eve of March 15 this Tuesday. I really want you to jumpstart your learning from the ground up in all the topics that you want so that you could start your own algo go trading business just like Dr. Ernie Chan.

 

I have just started posting all the content for my first phase of my pair trading strategy as well. These are the weekly lessons I’ll be starting in the second week of May:

  1. Europe government data
  2. American government data
  3. Hot market scanning
  4. Pick long and short
  5. Screening the watchlist
  6. Technical analysis
  7. Statistics
  8. Position management
  9. Risk with beta and implied volatility
  10. Kelly Criterion

 

Join here to get access to my life treating content right now

 

Thanks for reading
Bryan

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All crucial C++ libraries known to man

All crucial C++ libraries known to man

This is one awesome resource in a one resource

https://cpp.zeef.com/faraz.fallahi?ref=robert.thorpe

http://qcustomplot.com/?utm_medium=referral&utm_source=zeef.com&utm_campaign=ZEEF

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C++ event driven meta programming libraries

C++ event driven programming libraries

This is very critical for a high speed system but also must be done efficiently. After watching the latest Stuart Kozola webinar on this for Matlab:

http://www.mathworks.com/videos/automated-trading-with-matlab-81911.html

You need to understand how critical this ios for efficiency in your code for high performing trading systems. I am looking at ways to optimize that with these many choices. There is event driven metaprocessing which is even more complex but faster since the system will be state free.

Event driven C++ Metaprograming

I would recommend to look my about link. Also realize that this is one of the key advantages you use C++ since neither Python or R is built for this. Also, you cannot use any language that has a garbage collector like C# or Java. I am sure you could but you better really need to understand the mechanics of these languages to keep the garbage collector at bay.

Just a note, this is the best link but Windows based only: http://www.husseinsspace.com/teaching/udw/1996/cnotes/chapsix.htm

Even more added links:

http://cpptruths.blogspot.ca/2011/07/want-speed-use-constexpr-meta.html

In my view, the most interesting aspect of constexpr is its speed. constexpr functions can perform compile-time computations at lightening speed. To compare the performance I implemented an is_prime algorithm in 3 different ways

…. As long as parameter number is an integral constant, this constexpr version will compute the result at compile-time (C++11 compilers only)

 

Examples like this make the code bloated and unreadable http://www.codeproject.com/Articles/3743/A-gentle-introduction-to-Template-Metaprogramming

To be honest my link above that contains this site is the best: http://bartoszmilewski.com/category/metaprogramming/

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C++ Secret vendor and open source libraries potentially used for HFT environments thanks to this Barclays Bank presentation video

C++ Secret vendor and open source libraries potentially used for HFT environments thanks to this Barclays Bank presentation video
Please visit these helpful links with other videos which are part of these listings below:

Programming Language Lessons learning about Barclays HFT use cases including Java C++ Linux FPGA and Erlang

Barclays HFT uses with vendor panel including Solarflare and Corvil video: Decent Open source solutions?

Erlang from Barclays Bank Go Big video with weaknesses including potential RDMA open source solution

NOTES: My path of tech choices is very useful with C++/C backend with Matlab/Simulink trade idea generation into an analytics trading system. NOSQL still useful. These are all part of my Elite learning service.

Introduction to Quant Elite Membership

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Stats on languages for HFT trading environment job wise:

C++ 70% of hft software 25 % java but heavy garbage collection tuning so it might be turn off to focus on that 5% to function programming languages

All Linux based

More hft going to fpga for enormous performance boost

Simulink never mentioned for c translation to vhdl but we are in right track

Maxeller was highlighted

Linux Jitter was mentioned:

He kept mentioning jitter in Linux is problem to get lowest latency, using Java with garbage collection does not help

C++ Libraries

http://tradexoft.wordpress.com/tag/lockfree/

QuantLib used for option pricing Greek analysis

QuantLib, the Greeks and other useful option-related values

Boost Math toolkit

http://www.boost.org/doc/libs/1_57_0/libs/math/doc/html/index.html

Here are some PDFs from this genius Barclays VP

CodeMesh presentation (live links included)

http://www.codemesh.io/codemesh2013/slides/richard-croucher.pdf

Low Latency 101

http://www.informatix-sol.com/docs/LowLatency101.pdf

TCPIP Bypass

http://www.informatix-sol.com/docs/TCP_bypass.pdf

Example for raw Ethernet network programming

http://stackoverflow.com/questions/16009347/trouble-with-implementing-a-c-program-that-sends-and-receives-raw-ethernet-frame

OpenOnLoad Ef_vi

http://www.openonload.org/download/openonload-201210-u2-ChangeLog.txt

RDMA description

http://en.m.wikipedia.org/wiki/Remote_direct_memory_access

Intel C compiler optimization (best C compiler)

https://software.intel.com/en-us/articles/step-by-step-optimizing-with-intel-c-compiler

Intel Xeon Optimazation Tuning

https://software.intel.com/en-us/articles/optimization-and-performance-tuning-for-intel-xeon-phi-coprocessors-part-1-optimization

Big page and memory optimization

https://access.redhat.com/documentation/en-US/Red_Hat_Enterprise_Linux/5/html/Tuning_and_Optimizing_Red_Hat_Enterprise_Linux_for_Oracle_9i_and_10g_Databases/chap-Oracle_9i_and_10g_Tuning_Guide-Large_Memory_Optimization_Big_Pages_and_Huge_Pages.html

Linux RDMA Verbs API Tutorials

http://fabbritech.blogspot.ca/2012/07/linux-rdma-verbs-api-tutorials.html

GPU Accelerated Computing with C and C++ (only pricing options Greek analysis via Monte Carlo simulation)

https://developer.nvidia.com/how-to-cuda-c-cpp

Assist with GPU CUDA for onloading data and program to GPU from CPU

http://www.xcelerit.com/

Maxeler for FPGA  options to vhdl (where does MATLAB’s Simulink fall in her due to code generation to C C++ or VHDL)

https://www.maxeler.com/

Continues below:

Other topics from:

Low Latency 101

http://www.informatix-sol.com/docs/LowLatency101.pdf

Linux Kernal of choice potentially: https://www.kernel.org/pub/linux/kernel/projects/rt/

Personally saw big latency wins when I moved from RH 5.3 using 2.6.18 to a
2.6.27 kernel
Also refer to stack diagram on pg 23 and more lessons learned there
TCP Bypass
http://www.informatix-sol.com/docs/TCP_bypass.pdf
p 28
Application Programming with OFED
Highest performance, sometimes referred to as RAW is to use the Verbs
provided by the hardware
p35
High cost to establish but then very high B/W at low CPU overhead e.g.
2GB transfer takes a single ‘C’ call
More from a fellow Skype user:
http://stackoverflow.com/questions/14925568/lowering-linux-kernel-timer-frequency
https://rt.wiki.kernel.org/index.php/Main_Page

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Quandl Update: Premium Database Previews and New Libraries

Premium Database Previews and New Libraries
First Set of Premium Databases

Our first set of premium databases launches soon. The flagship vendor for the launch is Zacks Investment Research, the leading global authority on earnings estimates. Zacks data on Quandl will include earnings, announcements, surprises and sales forecasts for 5000+ companies, estimated by 2500+ analysts.

Also available in the first set: a comprehensive global macroeconomic database, and the world’s best continuous futures database, both published by Stevens Analytics. Coming soon: definitive EOD stock prices powered by QuoteMedia, and US stock fundamentals from Sharadar. More details »
Our Quality Promise

With the launch of these databases, we will be entering the (crowded) commercial data arena. We aim to outcompete the incumbents on price, usability, terms of use, support and quality. The last point, which we are quite focussed on right now as we evaluate premium data vendors, is the subject of my most recent blog post »
New Libraries and Tools

The Quandl ecosystem just keeps growing!

Danny Ben Shitrit has created a PHP library for Quandl, which will satisfy many users who have asked for this.
Danny has also created a second Go library for Quandl, which powers Gondl, a command line tool for getting Quandl data.
Anderson Wilson has created an AmiBroker plugin for Quandl, and Quandl will be included in the next AmiQuote release as well.
A research group headed by Prof. Ramon Lawrence at UBC has written an amazingly powerful JDBC driver for Quandl, allowing users to download and query Quandl datasets using SQL from any Java-enabled reporting software; Timothy Rutherford wrote most of the code for this.
You can now export any Quandl dataset to visualization apps Plotly and Statwing, in a single click.

Visit our libraries page to see a full list of all our addins and tools.

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Youtube video on Microsoft dotnet libraries for refactoring decompiling and GUIs for Windows 8 WPF or Silverlight

Youtube video on Microsoft dotnet libraries for refactoring decompiling and GUIs for Windows 8 WPF or Silverlight

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