[Tams]

Originally Posted by natedredd10 »

"“Good programmers write good programs. Great programmers steal good programs.”"

(OT)

and...

Good traders don't scalp.
Great traders ... (fill in the blank).

LOL

[AgeKay]

Originally Posted by natedredd10 »

Before getting too deep into this, I think you should question a lot of assumptions you are making here first...

You're making a lot more assumptions than I do. My visualization is based on the order matching principles of the exchange.

Originally Posted by natedredd10 »

How can you be so sure the feed was the problem?

The data just didn't add up. I then asked data providers and they confirmed it.

Originally Posted by natedredd10 »

If you look at that visualization, to even start to get a clear picture of the book its going to cost you 10-50k a month for a data feed....

like you knew anything about my visualization. A direct connection with the exchange would be 10k, not more. The problem with other feeds that provide the same data is not that they don't get it, but their APIs do not support what I wanted to do.

Originally Posted by natedredd10 »

even though latency arbs are skimming off the top and distorting things and it seems obvious that zenfire themselves are certainly the slowest of the slow on there, no matter how fast they ship it to you once they get the data...

did you read that in a chat room too? Reasonable latency does not matter as long as you get the complete data in the right order. The human eye/brain takes much longer to process the data than any expected latency.

Originally Posted by natedredd10 »

you might be better off with aggregated data that has some millisecond aggregation built in to keep you out of this fools game of trying to beat guys that are so so far ahead of the curve and just picking off the most obvious rare setups.

Making a comment like that and the earlier comment just shows how little research you have done yourself and how little knowledge and experience you have with the order book and order matching algorithms. Please refrain from posting your useless comments unless your ideas are original or YOU have made the experience yourself (i.e. not other sources).

[AgeKay]

Originally Posted by natedredd10 »

I'm so glad I'm a 1999, dot com, CS dropout...

So you're saying that you haven't programmed for 10 years and you think you can comment on what technologies someone should use?

Originally Posted by natedredd10 »

OOP makes sense to build huge programs like windows, linked list pointers make sense to handle computation on machines in 1985 because memory management mattered.

OOP always makes sense when you need to model something. You need to use the right tools for the right job. You also still need to know data structures like linked lists to decide which data structure is the best in terms of performance / memory for what you need to do. Btw, memory management still matters, it's just a lot easier nowadays.

Originally Posted by natedredd10 »

To me its a real shame CS hasn't evolved to be "the study of writing algorithms for parallel computation" at this point. Hardware has practically brute forced to meaningless the science part of 1999 CS...Academia is obviously not the most efficient market though for such things.

The real shame is that you have no idea what you're talking about. Academia is always many years behind current technology. Concurrency is important today but what is the point of studying its algorithms? Microsoft and other companies have already solved the problem and you bet you they do it better than a professor could teach at a college. You just have to know how and when to use them - not how they work, this applies to pretty much any technology nowadays, including data structures.

Originally Posted by natedredd10 »

No one here is geeky enough to "take out" anyone who has wrote a matlab or R function...

You confuse programmers with mathematicians.

[Kiwi]

Jeez guys ... I thought that of all the conversations here this would be one of the most civilized. Why can't you bring this passion to the scammers who turn up here trying to sell us stuff?

An interesting discussion despite the emotion though so thanks

[BlowFish]

Originally Posted by natedredd10 »

Maybe you are getting hung up on programming your own classes? Or at least on how to override a class?

I don't believe so. (though I mist admit I am mixing in some of the issues with 'managed frameworks') I just find it counter-intuitive to 'think' in the OOP paradigm at all. Having written code for over 30 years I like to think I am capable of writing pretty tight, efficient and re-usable stuff. I am fortunate enough to have learnt tricks and techniques (plagiarised if you like ). from some pretty smart guys. They (we) where using many of the ideas adopted by oops way back then.The key difference was that the data and routines that acted on it where not encapsulated by the compiler (I should say assembler). In fact none of the principles where forced by the compiler. Hell often there was no operating system (let alone a frame work to manage your code). Straight jackets are pretty good for preventing certain patients from harming themselves, interestingly bad programmers will still find a way to gurt themselves despite the OOP straight jacket.

[BlowFish]

Originally Posted by natedredd10 »

You should really consider learning R or matlab...steal from better programmers/bigger shut ins than you will ever be...

I agree with AK you assume far too much about everyone else's objectives and their ability to achieve them. There are people that are doing/have done stuff that you are obviously simply reading about. you will never fully discover what can or can not be done or the best way to do it simply reading about things.

I can't imagine why on earth one would want to learn R or matlab. With a view to what exactly? (I have looked at their source code to steal some very specific algorithms and guess what? a) they didn't have exactly what I required & b) I found their implementations of similar function where far from optimal!). I usually know exactly what I want to do before I look at tools (though I am not adverse to playing with stuff to see how it works). Having said that I would certainly not presume to tell people what they should be doing based on stuff I had simply played with.

[natedredd10]

Originally Posted by BlowFish »

I can't imagine why on earth one would want to learn R or matlab.

I can't imagine why you would not. Top of the food change prototype ideas there because of speed of getting things done and testing new shit.
Here is a R package for Ralph Vince's Leverage Space Portfolio Model...
R-Forge: Leverage Space Portfolio Modeler: Project Info
functions to explore his 2009 book...Maybe its worth something, maybe its not..
Makes way more sense to me than writing your own functions to explore such an idea.
If you want to wait for public C# or C++ code then give it 10-20 years.
Anything new and interesting will come out for you to rob in R or matlab first..
Here is a 100 tick boxplot chart of some tick data from 2004 ES...Maybe there is something there, maybe there is not..
Took more time to format the data because of my ignorance than the simple call to a function in matlab to plot the data...

[dam5h]

sage math

nuff said