Recent content by daleholborow

I should say, if you can code Matlab already, R will be a piece of cake (conceptually). Through some friends of mine who use it, they *do* often complain that libraries often break with updates etc, so practically it could possibly be a pain in the bollocks, as opposed to Matlab which is...

@smcarter generally speaking, "it depends", if you can code, I think for the next couple years at least you'll still seem like a bit of a guru in many settings, but increasingly, it will be expected (I believe). R is sufficiently different to python, with a subtle but significantly different...

I check in from time to time but I'm doing more backend programming these days, more traditional IT and not as much finance. Have started doing some consulting/programming with a rising Finnish fintech though, they're making a good name for themselves and we have a couple cool potential finance...

can't hurt

I've actually found their team and their service to be awesome... When I found mistakes in their data, I contacted them and they responded immediately, and resolved issues soon after. Did you contact them, talk with Joey etc?

There will always be the cost of losses as you learn, but I encourage you strongly to investigate backtesting BEFORE you start trading. And also, don't learn trading, study *investing* ;) Read the books by Michael Halls Moore, and his articles. While I am personally quite opposed to "trading"...

@Andy Nguyen - it seems that the attachments are failing (file not found). Is this something that you were aware of?

Ok. So you want a hill climber or gradient descent algo probably, at least to start with. Think about applying jumps to avoid local Maxima, so simulated annealing might be applicable as well. Now... I start with my trusty friend Google, and type "walk forward parameter optimization" and voila...

You don't say what you are trying to do. You don't say why you are trying to do it. You don't say anything of use, or of interest. You should really correct that, if you want to get any advice, of any use, at all. That said, my initial and immediate advice would be "don't rely on brute force"...

Contact Andrew at intrinio.com and tell him that Dale sent you. They have plenty of data and I believe real time.

Interactive Brokers (or in Europe, Lynx, which uses the same data / API but for cheaper) might be a good bet

What range of time will your investment competition cover?

More info required. First question: why? What's your goals?

Why do you pick arbitrary year ranges when calculating and presenting performance? It seems that your backtest in particular, has several selected date ranges, but no obvious reason why they are broken up?

I'm heavily a .NET guy atm for my day job so I can't comment on the Java landscape. That said, looking at Spring, it seems directly comparable to WebApi2 (or my preferred option, ServiceStack), in terms of the MVC framework. So.. I would say that by trying to mix MVC templating and Angular...