Monday, September 29, 2008

What I'm Researching...

InterfaceLIFT: Wallpaper sorted by Date

Posted: 29 Sep 2008 01:05 AM CDT

awesome desktop wallpapers - free download.

Personal Finance Assistance « ActiveState Code

Posted: 28 Sep 2008 03:41 PM CDT

great code example of using python and sqlite.

scipy array tip sheet

Posted: 28 Sep 2008 12:34 PM CDT

brief coverage of constructing, indexing, slicing, and summation of arrays.

Sunday, September 28, 2008

What I'm Researching...

Python/CDAT for Earth Scientists: Tips and Examples

Posted: 28 Sep 2008 01:15 AM CDT

great cookbook covering python & numpy. hat tip to the Smooth blog. Covers plotting, reversing arrays, etc.

Array creation — NumPy v1.2 Reference Guide (DRAFT)

Posted: 28 Sep 2008 01:08 AM CDT

Covers creating arrays in NumPy - covers recarrays. to create recarray: x = np.array([(1.0, 2), (3.0, 4)], dtype=[('x', float), ('y', int)]). Then to view as recarray: x = x.view(np.recarray). x.x

NumPy Reference Guide (DRAFT) — NumPy v1.2 Reference Guide (DRAFT)

Posted: 28 Sep 2008 01:00 AM CDT

great reference guide to using NumPy.

Posted: 28 Sep 2008 12:08 AM CDT

example of creating structured arrays in numpy.

SQLite The Hammer

Posted: 27 Sep 2008 01:16 PM CDT

a great resource for SQLite.

Friday, September 26, 2008

What I'm Researching...

Econometrics in R (pdf)

Posted: 26 Sep 2008 01:37 AM CDT

Simple tutorial in R from a finance perspective.

SQLite Optimization FAQ

Posted: 26 Sep 2008 01:27 AM CDT

excellent guide to tuning SQLite. Need to try some of this stuff.

Programming in R

Posted: 26 Sep 2008 01:14 AM CDT

very comprehensive tutorial on R language. Covers plotting, creating functions/classes/methods, parallel programming, optimizations, etc. Great coverage of databases (sqlite).

R Graph Gallery (65) Bollinger Bands

Posted: 26 Sep 2008 12:54 AM CDT

great example of R stock charting.

Reading and Writing Data in R (pdf)

Posted: 26 Sep 2008 12:51 AM CDT

great primer on reading/writing large files in R language.

R functions to read ASCII price series

Posted: 26 Sep 2008 12:34 AM CDT

several functions to read price series in ASCII format.

R CSI Interface

Posted: 26 Sep 2008 12:30 AM CDT

R functions for interacting with the CSI Data platform

R: Econometric tools for performance and risk analysis.

Posted: 25 Sep 2008 03:34 PM CDT

performance analysis library covering the whole gamut of performance and risk analysis functions.

TWiki - the Open Source Enterprise Wiki and Web 2.0 Application Platform

Posted: 25 Sep 2008 12:27 PM CDT

one of the wikis to consider.

TiddlyThemes - Home

Posted: 25 Sep 2008 12:23 PM CDT

cool themes for TiddlyWiki

Thursday, September 25, 2008

What I'm Researching...

Groovy Domain Specific Language Tutorial « InnovationStartups

Posted: 24 Sep 2008 12:50 PM CDT

nice example of a stock trading DSL. Not familiar with Groovy...research more.

Non-Programmer's Tutorial for Python/Contents - Wikibooks, collection of open-content textbooks

Posted: 24 Sep 2008 12:55 AM CDT

Great tutorial on python. - love the format.

The gplots Package (pdf)

Posted: 23 Sep 2008 11:15 PM CDT

another interesting plotting package in R language.

Tuesday, September 23, 2008

Barplot function in R

Much of my backtesting platform is text driven. Not that I'm opposed to graphs...just felt my time was better spent developing the foundation for the platform before adding bells and whistles. Little did I realize how difficult it is to find a simple graphing engine for the platform. Problem is...I'm old school...couldn't care less about flash graphs. Keep it simple.

Since I'm using python...figured I had to give the matplotlib library a try. It is nice...simple...but something was missing. Couldn't put my finger on it. So, dug around and played with the R language plotting libraries. A bit more my speed...though a bit particular in the settings. Anyway, here's a function I wrote to generate bar charts using R with a replacement for pie charts in mind...

# Simple bar chart - use instead of pie chart when possible.
barPie <- function(xSeries, chTitle="Your Bar Chart", xLab="X Label",
xSeries <- sort(xSeries)

# save off original settings in order to reset on exit
oldPar <- par(no.readonly=TRUE)

# set page margins in inches

# pad 30% for labels
# start plotting at 0.0 unless negative
if (min(xSeries) < 0.0)
xLim = c((min(xSeries) * 1.3), (max(xSeries) * 1.3))
xLim = c(0.00, (max(xSeries) * 1.3))

# horizontal barplot in color baby!
bp <- barplot(xSeries, horiz=T,
xlab=xLab, las=1, col=rainbow(length(xSeries)),
axes=F, cex.names=0.7, main=chTitle)

# if x negative then start label at 0.0
# otherwise, start label at value of x.
xVals = ifelse(xSeries < 0.0, 0.0, xSeries)
text(xVals, bp, paste(xSeries, xDesc, sep=""),pos=4, cex=0.65)

# format x axis
xRange <- formatC(pretty(xSeries), 1, format="f")

axis(1, at=xRange, labels=as.character(xRange), cex.axis=0.75)

#restore par value to previous state

Used data from my portfolio to plot sector allocations and called the function...

sectors <- c(10.64,119.83,162.66,66.48,71.78,35.44,32.77,161.17,53.91,
sectors <- round((sectors/sum(sectors)*100.00), 1)

# write to png driver

barPie(sectors, "Sector Allocation", "Pct Allocated")

# stop writing to png driver

And here's the result...

What I'm Researching...

Visualize real-time data streams with Gnuplot

Posted: 22 Sep 2008 11:26 PM CDT

perl script feeding Gnuplot to plot streaming data in real-time. Interesting find...hat tip to

The plotrix Package (pdf)

Posted: 22 Sep 2008 10:21 PM CDT

need to review this...looks like an all encompassing plotting package for the R language. Barcharts, piecharts, gantt charts, oh my!

Monday, September 22, 2008

What I'm Researching...

Writing R Extensions (pdf)

Posted: 21 Sep 2008 09:28 PM CDT

the how-to of creating extensions to the R language.

The Hazel Tree - A Python Compendium

Posted: 21 Sep 2008 07:21 PM CDT

central location of texts covering python.

The fTrading Package (pdf)

Posted: 21 Sep 2008 06:25 AM CDT

R language package containing functions for ohlc plots, sharpe ratio, sterling ratio, maxDrawDown, rolling analysis, ema, sma, emwa, etc.

Sunday, September 21, 2008

What I'm Researching...

Quick-R: Home Page

Posted: 21 Sep 2008 01:37 AM CDT

nice site covering all the R essentials - reading data, graphing, stats.

R mailing lists archive

Posted: 21 Sep 2008 01:28 AM CDT

search the R language mailing list.


Posted: 21 Sep 2008 01:26 AM CDT

cookbook of the R language

Producing Simple Graphs with R

Posted: 20 Sep 2008 10:47 PM CDT

examples of various charts (line, bar, pie, dot, histogram) in R language

Creating Charts and Graphs with GNU R

Posted: 20 Sep 2008 10:45 PM CDT

brief tutorial covering pie, bar, scatter, and line charts in R language.

R Graph Gallery :: List of graphs

Posted: 20 Sep 2008 10:26 PM CDT

great gallery of R Language graphs.

R Graphical Manual

Posted: 20 Sep 2008 10:16 PM CDT

gallery of R language graphics by category such as Finance, Econometrics, SocialSciences, etc.

R Graphics

Posted: 20 Sep 2008 10:13 PM CDT

book on the graphics available with the R language. Very nice!

Chart of R Colors

Posted: 20 Sep 2008 10:12 PM CDT

table of colors available in R language.

Using Color in R Language (pdf)

Posted: 20 Sep 2008 10:10 PM CDT

showcases all the colors available in graphing with the R language.

Getting Started With Matplotlib's OO Class Library

Posted: 20 Sep 2008 08:34 PM CDT

brief summary of matplotlib's api.

Using Python for Interactive Data Analysis

Posted: 20 Sep 2008 08:26 PM CDT

Several excellent examples of using numpy and pylab (matplotlib) together. » Blog Archive » Creating a custom bar plot in matplotlib

Posted: 20 Sep 2008 03:33 PM CDT

interesting code examples of bar charts in pylab.

Friday, September 19, 2008

What I'm Researching...

Python: package matplotlib

Posted: 18 Sep 2008 11:20 PM CDT

api reference for matplotlib - not a cookbook of examples - just command and descriptions. Use as reference guide.

Plotting with Pylab - python

Posted: 18 Sep 2008 11:13 PM CDT

drop-dead example of plotting with pylab versus matplotlib's api. would like to use pylab's api...if at all possible.

Sofeng's Blog: Simplistic Python Thread example

Posted: 18 Sep 2008 11:02 PM CDT

drop-dead example of threading in python.

Sofeng's Blog: How to use *args and **kwargs in Python

Posted: 18 Sep 2008 10:59 PM CDT

drop-dead simple explanation of variable length argument lists in python.

Sofeng's Blog: Emacs 22 Command Index (sorted by Category)

Posted: 18 Sep 2008 10:58 PM CDT

breakdown of emacs commands - not sure if format is the best...but worth saving for future.

Sofeng's Blog: Example pie charts using python and matplotlib

Posted: 18 Sep 2008 10:38 PM CDT

really like the look of these pie charts. use for sector allocation page.

Sofeng's Blog: How to draw a simple line using python and the matplotlib API -

Posted: 18 Sep 2008 10:34 PM CDT

drop dead simple example of using matplotlib.

Goldblog - Python - Creating Bar Graphs with Matplotlib - Corey Goldberg

Posted: 18 Sep 2008 10:20 PM CDT

example of bar graph in python. like the format of the graph.

Vim is a beautiful tool

Posted: 18 Sep 2008 01:04 PM CDT

nice summary of the top shortcuts used in vim.

Thursday, September 11, 2008

Portfolio Performance for August 2008

Some very nice weather happening here in Missouri. In fact, in all my life I've never had weather like this in August/September timeframe.

Back in Texas, it's usually some of the hottest times of the year. But, feels like Fall already in Mid-Mo.

Can't wait to see the leaves turn colors. Of course, my kids are looking forward to piles of leaves to jump and play

Maybe this weather change will bring the market out of the doldrums. By the way, the picture above was taken while visiting the Devil's Ice Box.

And now for the August returns...

Still, nothing going on with the market or the trading system. Though, plenty to do with the system testing platform. I'm exploring the numpy library for python to determine how big a role this library should play in the platform's architecture. For those curious...check out my delicious bookmarks on numpy.

Later Trades,