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I'm completely new to the Algorithmic Trading domain. I've just completed a course that was Ocaml based, and read about Jane Street. Obviously they are a huge company with a large amount of resources, but is it feasible to use Ocaml for small time algorithmic trading?
I know that probably seems like a stupid question, but (from what i've found) there aren't any trading APIs for Ocaml. This would mean one would have to written from scratch correct?
Any insight would be greatly appreciated guys, like I said I am a complete noob to this domain.
Thanks!
I've recently noticed this package in Opam that could provide a starting point for a trading API:
"IBX is a pure OCaml implementation of the Interactive Brokers Trader Workstation API (TWS API) built on top of Jane Street's Core and Async library."
As for open source trading algorithms in general this project started recently:
http://scarcecapital.com/hft/
I think this question is probably too open-ended for the Stack Overflow environment to be useful to you. Stack Overflow is for when you have a specific problem you're trying to solve.
But being opinionated, I can't help but say that OCaml might be pretty good for algorithmic trading. The strong typing system and immutable data tend to help avoid errors while allowing you to code quickly. This, at least, is what I've found. But you'd need to plug OCaml in to your data sources and your trade execution channel, which would be extra work. Knowing nothing about this area, I don't know if there are libraries for other languages.
Most likely the folks who are actually doing this have an incentive to keep their secrets to themselves. But that would be true regardless of the language.
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We're running an experiment which will involve collecting data from multiple stations around the world. Each station will be providing HDF5 files with magnetic field measurements in a rate of 1 kHz and some auxiliary data in real time. The latency is going to be a few minutes.
I'm assigned to design this program (in C++, with clients/server model, with server being in linux and clients being cross-platform), and apparently I'll be designing this from scratch. My first concern is not to really do everything from scratch because this will be more error prone and pure wrong, so my question here is: What information/file transfer protocols/libraries should I use so that
The program can live for 10+ years with minimal maintenance
I can have very good support from the community for when I need help.
Since we need something relatively secure, my first thought was libssh (the only cross platform opensource library available out there for ssh), but then after discussing with some pros there I realized that the support there isn't so wonderful because only a few people work with libssh. The pros there hesitated in suggesting OpenSSL, but with OpenSSL I'll have to write my own authentication (apparently, I'm not an expert and that's why I'm asking).
What would you suggest? Please share your vision to whether I should go for OpenSSL, libssh, or something else.
PS: Please, if you're going to start off by saying this question is off-topic, move on and ignore it. Consider being helpful rather than critical.
If you require any additional information, please ask.
I think that OpenSSL might be a good choice.
No you do not have to "write you own authentication" - you just need to generate certificates and keys and put them in the right places - that is all.
I would suggest to look at the examples in <openssl-source-dir>/demos and <openssl-source-dir>/apps to get you started. Reading a book about OpenSSL would also be a good idea - for many other reasons (sometimes not directly related with SSL/TLS).
I hope that helps.
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Besides taking classes I mean. I want to make myself stand out from the crowd. I am very good at building logic/algorithms. Like I can implement any problem in C. But I don't know how to harness it! Like what to code!?!
All I have made upto this point is games that too in C's console, using ASCII and character arrays. Snake, Sudoku (making a puzzle and solving too), rip-off of Mario Bros., tictactoe with AI. But making games won't get me anywhere.
I was wondering if I could get suggestions from you guys?
I know C++/C and a little Java. I have just got started with data structures. So, it would be great if it would be relevant to data structures. I know about most trees and types of data structures. Thanks a lot for your help.
I know it's off topic but I have nowhere else to turn to.
Pay attention in your finite automata classes. Learning the basis of all languages makes "knowing" a language irrelevant.
If your school offers it, take some business computer systems classes.
Try to get some project management experience under your belt. This could be done by doing work for charity or an internship for a prof.
Of course there is always open source projects as well.
Get a job. I was working for a small development shop as a second year student.
Open your own company, and start doing some mobile apps. The sky is the limit.
If you want to have long term impact, you can do one of two things:
Be a genius, and invent a new gizmo everybody needs. [Extra points].
Build a foundation for something. Add to it cleanly, continuously. Eventually it will have enough mass to have an impact.
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I'd really like to know what knowledge do I have to pursue in order to create scripting languages from the ground up, probably using C++, maybe python, for those are the languages I know.
I've searched through SO similar questions, but nothing comes close of what I'm asking. I intend to understand language processing, not natural language, but scripts that doesn't have the focus on human readability, only on functionality.
My first idea, without any technical background, was to create a scripting language that assimilates a bunch of logical statements and making use of advanced built-in algorithms like logical reasoning, pattern recognition, neural networks an statistical analysis, in order to provide lots of useful(or not) information.
Sorry my bad english, I learned online, as almost everything I cited here :D and that kinda explains my lack of theorical background.
Thanks in advance.
"From the ground up" is a quite relative term, especially if you consider Python as the implementation language. I think what you are looking for is the implementation of a domain specific language (DSL). Good starting points might be this book or this one. DSLs are a wide topic, so if you provide more details, we might be able to give better tips.
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Hey guys.Tomorrow I have a phone interview with a good company for a Junior Software Engineer position. I have been out of the university with a bachelors for 3 months now, and am a bit rusty on my C++, as it has been a few semesters since I worked with it. I am currently reviewing it (working on pointers at the moment) to be prepared for tomorrow. Below is the description of the job. What would people recommend I brush up on the most to be prepared for the interview? What type of questions do you think the interviewer would ask that I should be sure to be prepared for? Thanks much. This would be huge for me.
Responsibilities
Willingness to accept new challenges and learn on the job in a fast paced environment
Opportunity to become heavily involved in all phases of the development cycle in a very short time period
You will gain hands on experience from day one while working in conjunction with other developers to ensure a high level of quality
Through quality testing and real world feedback, continuously improve the software*s functionality and performance
Skill Requirements
Bachelor*s degree required in Computer Science/Engineering, or any science/engineering field with relevant programming knowledge
Experience programming in C/C++
Ability and desire to learn quickly and adapt to new technologies
Familiar with polymorphism, memory allocation/de-allocation, and common data structures
C# experience is a plus
Network knowledge is a plus
Knowledge of financial terms is a plus
If your C++ experience is a few university courses and that's a while ago, and if you need to brush up on pointers again, then that means you used to know a few things about C++, but need to learn a lot before you'll be a yearling.
If I were you, I would be open about this. Then it comes down to how much you can convince them that you are a quick learner.
Of course, they might not want to hire someone who's not up to it immediately.
Just admit that you aren't experienced with C++ or C, but that you can handle it well and you've been exposed to it before. Emphasize examples in your past where you have accomplished something that took persistence and learning a new skill/field within a reasonable amount of time. I think most employers don't expect university graduates to be very experienced programmers, just simply fresh new minds. Use that to your advantage.
24 hours is sort of a short notice to start preparing for a technical interview.
Read about what you feel you need the most but I'd suggest to drop it. It's always a good advice to take some easy time before an interview.
Behave naturally and honestly. When they ask you about the things you don't know try to think of the solution but if it doesn't come to you just outline your current ideas and admit you don't know/remember it. It's an important personal quality in our job to be able to admit you don't know everything and ask/look for information instead of persisting in your ignorance.
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I'm a game programmer working in Korea.
I started Stackoverflow recently and I found it helps me a lot.
Also I think communicating with other developers is a good way to learning and improving myself.
Stackoverflow is the only site I know to communicate (especially in English).
Any other nice place to communicate(ask/answer/talk) with game developers(or C++ programmers, network programmers)?
Gamedev.net has a great community of game developers, along with tons of great articles and resources related to game programming.
Beyond3D.com is another good site (and forum) frequented by game developers and gaming enthusiasts.
Too often people discredit IRC for it's abundance of high egos, and not to mention the ongoing war waged on infidels that promote spam terrorism. Despite those set backs, it can often be a good source of information. Typically if I go in there with an eagerness to learn and an openness to advice, I can typically find someone who is sitting at home bored and willing spend time teaching someone about something they have a passion for.
I would suggest logging into irc.freenode.net and looking for a gaming related channel. If you have trouble finding one (it's a rather long list), jump on the C++ channel and ask anyone if they know of a good channel targeted specifically for C++ game development.
Be warned though... sometimes certain channels can be rather clickish. If someone is rude to you, don't take it personal.