Tag Archives: “scripting”

Microsoft To Considers Adding Python as an Official Scripting Language for Excel

Microsoft Considers Adding Python as an Official Scripting Language to Excel

<< Test First Name >>,
Will this really file or will it get abandoned eventually?

 

Here are some Facebook post comments on this:

 

Now a fuc*in news

 

Why would you use Python in Excel, when you can use just Python  😀 The mind boggles sometimes.

 

Refer to the links here

 

https://quantlabs.net/blog/2017/12/microsoft-considers-adding-python-as-an-official-scripting-language-to-excel/

 

Here is the video 

See the links above
Thanks Bryan

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Microsoft Considers Adding Python as an Official Scripting Language to Excel

 

Will this really file or will it get abandoned eventually?

https://www.bleepingcomputer.com/news/microsoft/microsoft-considers-adding-python-as-an-official-scripting-language-to-excel/

https://forms.office.com/Pages/ResponsePage.aspx?id=v4j5cvGGr0GRqy180BHbR7tUuWqOwSJFpBE5ZLhdkgtUMkhZWlkxRjhDRklXSjNTVkNSWkE2WlNQMS4u

https://www.forbes.com/sites/danwoods/2015/01/27/microsofts-revolution-analytics-acquisition-is-the-wrong-way-to-embrace-r/#5ccc945e75e1

http://ironpython.net

 

https://www.python.org/downloads/

 

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Finally a way to integrate Dukacopy JForex Java with Redis NOSQL and Python scripting

Finally a way to integrate Dukacopy JForex Java with Redis NOSQL and Python scripting

A video with details is soon coming for this. It will only be available for my Quant Analytics members

Order Analytics

Get the announcement of this 90 minute by joining here

http://quantlabs.net/membership.htm

Note: Running Redis, Java, and Netbeans sis required to fully understand this 90 minute video coming soon

 

 

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Other NOSQL open source Redis in memory database extending options with LUA scripting and ZeroMQ message bus video demos ?

Other NOSQL open source Redis in memory database extending options with LUA scripting and ZeroMQ message bus video demos ?

I still want to verify this is the best option on top of scripting with LUA and message bus

https://quantlabs.net/blog/2015/01/nosql-redis-in-memory-database-now-closes-its-weak-gap-videos-on-cluster-and-failover-for-new-version/

ALso, there was this interesting demo with ZeroMQ for potential uses with a decent Message Bus

Interesting LUA open source projects where it can be embedded into a running Redis Server session

http://stackoverflow.com/questions/21707021/lua-script-for-redis-which-sums-the-values-of-keys

https://github.com/nrk/redis-lua

https://github.com/niedbalski/libbacktesting/blob/master/README.md

Only demo use of LUA scripting for a traing environment

http://www.softcapital.com/Products/Scriptstudio/scriptstudio.aspx

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Meetup video on Use of R core scripting to eliminate ‘NA’ and other common issue

Meetup video on Use of R core scripting to eliminate ‘NA’ and other common issue

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Detail of Meetup from:

Use of R core scripting to eliminate ‘NA’ and other common issue

Tuesday, Jun 10, 2014, 6:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

9 Researching Traders Went

Meetup Webinar Tues Jun 10 at 6 PM EST: Use of R core scripting to eliminate ‘NA’ (“and other common recycled value problems”?)Body of presentation: I Use of rm() inside of source codeThis following portion is still under construction as I haven’t gotten as much feedback as would be helpful from core R team yet…II Manually coding a ‘divisor proc…

Check out this Meetup →

Use of R core scripting to eliminate ‘NA’ and other common issue

Tuesday, Jun 10, 2014, 6:00 PM

10 Members Went

Check out this Meetup →

Presentation material:

Manuscript of Intended Presentation:

 

 

The Use of     a<-a[-(i)]   can lead to NA’s

 

Argument is that a<-a[-is.na(a)] would then suffice to clean this up, but what are the costs if, say, a is a resultant vector from a sorting algorithm which recursively shortens the vector?

 

The reality is that removing individual elements by referring to their index can be difficult on data integrity after the remaining indices are then restructured.  Perhaps this is dependent on the cluster or R environment you are loading from.      The reality is that NA’s are a commonly recurring problem in R.

 

Since there are many precompiled functions in R, it seems logical to make use of them.  What isn’t so obvious is the usage of them for non-vector arguments.   For example,  typically rm() is a function which can be used to clean up a directory prior to inputting or after outputting a file from a program.   However, rm() can also be used for the same purposes as a<-a[-(i)], and therefore bypassing the need to subsequently call a<-a[-is.na()] afterwards,  and the risk for loss of data integrity.

 

 

More along the lines of data integrity is the loss of precision in arithmetic operations as you get close to your assigned machine precision.  What then happens is dependent on, again, your own system and which version of R you are utilizing.  Apparently 3.0.0  seems to be set up now with the idea of allowing data to just drop digits as precision is maxed out.     To quote the current developers blog:

The following function is due for release:

 

digitloss=c(“allow”, “warn”, “forbid” )

 

 

C developers can deal with this by implementing their own arithmetic procedures, keeping in mind the underlying algorithm of each.   e.g.   Division can be viewed as the inverse operation of multiplication, which in turn can be viewed as a “convolution” of two floating point integers.

 

So what does this mean..  ?     Maybe for the purposes of speeding up your system and avoiding the abovementioned data loss, converting your division problem to a multiplication by the inverse of your divisor, and then in order to convert your base 10 number to decimal formatting-  either calling strtoll()  or incorporating your own division algorithm.

 

At this point you would be ready to perform the “convolution” portion of  your multiplication formula.   Warning:   convolve() in R (as in C’s numerical recipes) incorporates  the Fourier transform, adding a full      N*logN     to your computational complexity.   So it may be best to code up your own if you think time is of importance.

 

 

 

 

 

Examples of code  demonstrating the above topics can be available upon request.  Thanks for your attendance.

 

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Meetup Webinar Tues Jun 10 at 6 PM EST: Use of R core scripting to eliminate ‘NA’ (“and other common recycled value problems”?)

Meetup Webinar Tues Jun 10 at 6 PM EST: Use of R core scripting to eliminate ‘NA’ (“and other common recycled value problems”?)

Body of presentation:
I Use of rm() inside of source code

This following portion is still under construction as I haven’t gotten as much feedback as would be helpful from core R team yet…

II Manually coding a ‘divisor procedure’ to help eliminate recycling issues when machine level precision is approached

Tuesday June 10 at 6PM EST

 

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What’s the best “scripting” language to use for implementing automated trading strategies?

What’s the best “scripting” language to use for implementing automated trading strategies?

We’ve recently launched (yet another?) 100% Java, 100% GPL algorithmic trading platform. Currently strategies for the platform need to be written in a combination of Java and Esper EPL. This is not terribly user friendly, particularly if you’re not a Java/SQL hacker.

What is your favourite algo “scripting” language, and are you fond enough of it to write some code to persuade it to sit easily on top of Java/EPL?

 

code.google.com

Algorithmic Trading System based on Esper, InteractiveBrokers and…

—-

In my opinion it does absolutely make sense to have a combination of scripting language (like Esper EPL, Groovy or JRuby) and object oriented language (like Java or C#).

To express trading rules and come up with signals I personally prefer a rule-based language like Esper EPL, but for things like Execution and Position management I prefer to have something more procedural (like Java).

Also in case your strategy involves more than just a few simple technical indicators and you want to express rules that contain a temporal logic (like during, between, afterwards, parallel with, along with, finishes, begins with) Esper EPL is great way to do that. Even though I have to admit that there is a learning curve attached to it.

—-

I’ve always preferred prototyping/scripting in Matlab and I’m very intrigued by your project. I’m well versed in Matlab/Java integration and this looks like a fun side-project. However, I have to ask, what is the ultimate goal for this project?

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i am a fan of lua for scripting, very powerful. I am just starting using it, but can see the possibilities it can bring to the tool box.

—–
I’m pleased to discover that you’re very intrigued by AlgoTrader.

This is very early days for what is after all an open source project. The “ultimate goal” of the active participants may change over time. We rather hope for more active participants over time also! The roadmap currently states:

FIX broker/market data interface based on QuickFix/J
GUI frontend
Automated portfolio optimization
Integrated risk management
Automated parameter optimization

We’re currently trying to gauge what people’s interests are (if any!) regarding a “scripting” frontend. I understand that quants like Matlab, but I’m not a quant! However some other members of the group are, and whilst this is not my area of expertise I gather that QuantLib is such an obvious inclusion that it’s not even mentioned on the roadmap.

From my own point of view, I have an irrational fear of automated trading using software for which I do not have access to the source code. I also believe (irrationally also?) that open source ultimately produces more reliable software too. My personal short term goal is reliable and extensible platform independent software for which I have access to the source code and which I can rely on for my own strategy development and automated trading. Along the way I get to work with some interesting new people, and learn some fancy new tricks with Enterprise Java and CEP too.

Does that go some way towards answering your question?

P.S. Any more votes for Matlab or Lua?

—-

I’d vote for R over Matlab any day for probability & statistics related work, integration of R with ruby (and ruby on rails) is in beta stage, but there’s probably a very good future there as ruby development is drastically faster compared to raw java

——

while R is better for prob/statistics work natively, Matlab’s native support for Java makes it much easier to expand a Matlab prototype into a fully functioning model (i.e. you can start transferring the code object by object to Java while keeping everything else fixed).

I checked out a copy of AlgoTrader last night. I’ll PM you when I get a better feel for your code. Thanks for sharing!

 

thanks, I’ll look into it, I suppose you’re familiar with the JRI project? http://www.rforge.net/JRI/

 

 

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