I am starting to think of focusing Ā on Android now since they have a mature charting community vs IOS. Here are the best libraries I could find with examples
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.
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.
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:
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.
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:Ā http://www.husseinsspace.com/teaching/udw/1996/cnotes/chapsix.htm
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
….Ā 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 unreadableĀ 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:Ā http://bartoszmilewski.com/category/metaprogramming/
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:
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.
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 Ā»
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 Ā»
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.
NOTE I now post myTRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
