Showing posts with label links. Show all posts
Showing posts with label links. Show all posts

Monday, August 17, 2009

Links of Note

Links of note from the physics arXiv blog.

Basketball and The Theory of Networks - Bet this applies to star performers at work as well. It's all about the bottlenecks. If you have a guru at work - logically the thought is we can't live without him/her. True? Would we instead be better off without him/her? Something to think about.

How Dragon Kings Could Trump Black Swans - what's interesting is I had several extensive discussions regarding this topic today. Then found this post tonight. Now I have a name for those extreme events - Dragon Kings.

[edit]
I'm updating this post to include Covel's recent link, Nobel Prize Winner Vernon Smith on Bubbles. This type of stuff fascinates me. Covers why history never quite repeats and why we keep thinking it does.

MT

Monday, October 20, 2008

What I'm Researching...


RocketDock - About RocketDock

Posted: 20 Oct 2008 12:17 AM CDT

extremely cool application dock for windows.

Python Programming/Lists - Wikibooks, collection of open-content textbooks

Posted: 20 Oct 2008 12:12 AM CDT

Great collection of python list examples.

Introduction To New-Style Classes in Python

Posted: 19 Oct 2008 01:18 AM CDT

great explanation of python classes. check out the final part discussing the __slots__ feature. basically, reserve attributes...those not defined cannot be assigned.

PyTables User's Guide

Posted: 18 Oct 2008 12:30 PM CDT

html version of the pytables userguide.

rdoc:graphics:barplot [R Wiki]

Posted: 17 Oct 2008 04:22 PM CDT

R doc for barplot

Welcome to DrQueue Commercial Website

Posted: 12 Oct 2008 11:44 PM CDT

queue manager with python binding. looks to be used as a render manager...but could see other uses as well.

Building home linux render cluster

Posted: 12 Oct 2008 11:30 PM CDT

excellent article on building a cheap 24 core x 48GB ram linux cluster.

Thursday, October 09, 2008

What I'm Researching...


Tips For Barplots in R

Posted: 08 Oct 2008 12:27 PM CDT

examples of barplotting in R - color the bars, horizontal axis, stacked bar graph, and side by side graphs.

R Functions and Procedures We Should Know

Posted: 08 Oct 2008 12:26 PM CDT

common functions in R - just a brief command set.

Gmail, Weather, Beauty on your Ubuntu Desktop | Quick Tweaks

Posted: 08 Oct 2008 11:59 AM CDT

very cool desktop for ubuntu.

Wednesday, October 08, 2008

What I'm Researching...


Linus' blog: .. so I got one of the new Intel SSD's

Posted: 07 Oct 2008 10:02 PM CDT

great analysis on evaluating SSD hard drives. read the comments for more info. as an aside...linus has a blog...cool.

pymc - Google Code

Posted: 07 Oct 2008 12:45 PM CDT

monte carlo in python? looks worth exploring further.

Tuesday, October 07, 2008

What I'm Researching...


The Sect of Homokaasu - The Rasterbator

Posted: 07 Oct 2008 01:45 AM CDT

Cool, print huge posters from normal paper - software breaks up images to fit on 8.5 x 11 paper. Hat-tip to my wife for finding this site.

PerTrac Support - Statistics

Posted: 06 Oct 2008 12:43 PM CDT

Great site covering formulas of investment stats. Useful for coding the performance part of the testing platform.

pickle(cPickle) vs numpy tofile/fromfile - Python - Snipplr

Posted: 05 Oct 2008 11:09 PM CDT

interesting code snippet comparing performance of cpickle and numpy to/from file routines. been thinking about this lately...using numpy directly or cpickle instead of using a bloated dbms for persistent storage of time series on the testing platform.

HintsForSQLUsers - Hierarchical Datasets in Python

Posted: 05 Oct 2008 11:06 PM CDT

covers many of the faq of SQL developers when developing with PyTables.

EasyvizDocumentation - scitools - Google Code - Easyviz Documentation

Posted: 05 Oct 2008 09:55 PM CDT

Python plotting interface to various backend plotting engines: Gnuplot, Matplotlib, Grace, Veusz, PyX, VTK, VisIt, OpenDX, and a few more. Seems like a fairly straight-forward interface. And choosing the backend used is a one-line import statement. Interesting.

PyX - Python graphics package

Posted: 05 Oct 2008 12:25 PM CDT

looks like a dead-simple plotting library in python to produce pub quality pdf/ps images. Need to explore.

Sunday, October 05, 2008

What I'm Researching...


TinyMCE - Home

Posted: 05 Oct 2008 12:12 AM CDT

WYSIWYG Javascript WYSIWYG editor - haven't tried it...but may be worth testing on a new project of mine.

PyTables - Hierarchical Datasets in Python

Posted: 04 Oct 2008 01:35 PM CDT

the original python interface to the HDF5 library. Have tested this before...need to test again using new architecture. Original tests found speeds that were equivalent to SQLite but of course slower than CSV files.

Python bindings for the HDF5 library — h5py v0.3.1 documentation

Posted: 04 Oct 2008 01:33 PM CDT

a python interface to the excellent HDF5 library. worth testing in project.

Dive into Erlang

Posted: 04 Oct 2008 12:24 PM CDT

enjoyed reading this guy's take on Erlang. Of course, he had me with quoting Unix philosophy, "Do one thing and do it well."

Optimal RAID setup for SQL server - Stack Overflow

Posted: 04 Oct 2008 10:35 AM CDT

Excellent Q&A on choosing the optimal RAID config for disk i/o performance. By the by, stackoverflow is an awesome site for programmers!!!

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.

http://conference.scipy.org/static/wiki/demo_numpy2.py

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

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 Hackszine.com

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.

Rtips

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.

scienceoss.com » 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.

Friday, September 21, 2007

Recent Links for 09/21/2007

Newbie - converting csv files to arrays in NumPy
Great message thread on how to convert csv files to numpy arrays.
Cookbook/InputOutput - Numpy and Scipy
File processing examples using numpy, scipy, and matplotlib. How to read/write a numpy array from/to ascii/binary files.
Numpy Example List
Examples of Numpy functions such as fromfile(), hsplit(), recarray(), shuffle(), sort(), split(), sqrt(), std(), tofile(), unique(), var(), vsplit(), where(), zeros(), empty(), and many more.
Introducing Plists: An Erlang module for doing list operations in parallel
Could you spawn a trading system process for each stock of a given day's trading (a list)? What if you had 20,000 stocks for a given day? Can plists/erlang handle 20,000 processes without hitting memory constraints?

Wednesday, September 19, 2007

Recent Links for 09/19/2007

130/30 Strategy Backtested
Disagree with comparison of 130/30 to non-leveraged benchmark/strategy. Also, the additional longs didn't improve the long portion of the 130/30 returns compared to the long-only strategy returns. Am I missing something?

Monday, September 17, 2007

Recent Links for 09/17/2007

Sunday, September 16, 2007

Recent Links for 09/15/2007

Links for 2007-09-15 [del.icio.us]

Posted: 16 Sep 2007 12:00 AM CDT