February 2009
1 post
Excellent Scraping/Form Posting/Mining Mechanize...
WWW::Mechanize examples
Google
require ‘rubygems’
require ‘mechanize’
agent = WWW::Mechanize.new
agent.user_agent_alias = ‘Mac Safari’
page = agent.get(“http://www.google.com/”)
search_form = page.forms.with.name(“f”).first
search_form.q = “Hello”
search_results = agent.submit(search_form)
puts...
January 2009
3 posts
Listen
5 tags
Synthetic wants look and feel like the one’s...
4 tags
“The new model is: to start a very small fund; to include a significant amount of...”
– this is spot on
The Twilight of Venture Capital (via fred-wilson)
October 2008
12 posts
4 tags
Fair value and limit book spreads and confirmation...
http://mediaserver.thinkorswim.com/transcripts/102506_Penny_Pricing_and_Index_Options.mp3
This guy is talking about how retail customer limit orders frequently adjust and move ask/bid marks and fair value calculations, etc… (because of mid-value between bid/ask) —— I have realized this myself frequently in the past month.
This is back from 2006, but it is still relevant...
3 tags
(Some really) Good Google SpreadSheet Templates →
3 tags
An interesting strategy I found in TOS Orderbook
I wouldn’t use these prices, but the Trailing stop up and conditional RIMM price is a strategy that I have been thinking about, but especially, I wouldn’t execute a trade like this without first having it check that it’s above it’s low trade or within x range of it’s high or something… etc… But yeah, just noting this so I can remember it later.
...
2 tags
Sample data file in ta-lib tests
It’s located in ta-lib-0.4.0-src.tar.gz\ta-lib\src\tools\ta_regtest directory …
Mainly test_data.c, but I am assuming it’s the same data that is written in ta_gDataClose.c, ta_gDataHigh.c, ta_gDataLow.c, and ta_gDataOpen.c — except just contained in one. Didn’t really look though.
But anyway, interesting, I had in mind of analyzing intraday bid/ask/sale data in...
3 tags
2 more Finance::Quote code examples
#!/usr/bin/perl -w
#
# example script showing how to use the Quote perl module.
# gets prices for some stocks, for some mutual funds
#
# This script was originally part of GnuCash.
use lib '../lib';
use Finance::Quote;
my $q = Finance::Quote->new();
# -----------------------------------
# get quotes for two stocks ...
%quotes = $q->yahoo ("IBM", "SGI");
# print some selected values...
3 tags
Finance::Quote example
#!/usr/bin/perl -w
#
# example script showing how to use the Quote perl module.
# gets prices for some stocks, for some mutual funds
#
# This script was originally part of GnuCash.
use lib '../lib';
use Finance::Quote;
my $q = Finance::Quote->new();
# -----------------------------------
# get quotes for two stocks ...
%quotes = $q->yahoo ("IBM", "SGI");
# print some selected values...
4 tags
R2Html - a tool to generate web-based reports of R... →
Here’s a cool example page: http://www.stat.ucl.ac.be/R2HTML/page4.html
Rpad Reference Cards →
2 tags
Speaking of Quantian, here's a presentation on it →
3 tags
Rpad is REALLY cool
Rpad is an interactive, web-based analysis program. Rpad pages are interactive workbook-type sheets based on R, an open-source implementation of the S language. Rpad is an analysis package, a web-page designer, and a gui designer all wrapped in one. Rpad makes it easy to develop powerful data analysis applications that can be shared with others (most likely on an...
2 tags
“Trading Research Analyst
San Francisco, CA
Barclays Global Investors (BGI) is...”
– http://sourceforge.net/mailarchive/forum.php?thread_name=6A3D2E0157CC4C419E94B75A99CAE7FE04A5C2FD%40calnte2k034.insidelive.net&forum_name=quantlib-jobs
3 tags
Seriously, I found my new ambition. →
For the past 10 months, since becoming obsessed and addicted to the stock market, I’ve been growing more and more aware of how the past 10+ years of my life are going to relate to the next 10 years…..
September 2008
7 posts
i love the dreaming when I think of … the...
Awesome, this is an amazing project…. so happy it seems like it’ll be staying around too…..
Anyway, they have a vmware image of the platform that you can pretty much just download and boot up vm ware … and have everything up and running right away for a test environment….
http://trac.marketcetera.org/trac.fcgi/wiki/0.5.0/Marketcetera/Appliance
Can’t wait to...
Wow, ... Yahoo Pipes service is *really* cool
And I’ve seen it before tons of times, just didn’t realize until now how organized and structured everything is behind it.
Nice screencast tour of Reuters QuoteCenter... →
2 tags
August 2008
41 posts
nice site, intridea →
for a consulting/development company I really like their site’s style and structure… :)
indiehead/stock-tracker →
indiehead/stock-tracker @ github
Game theory approach:
Operations on Time Series Data
* A typical framework is that of the FAME system, since it embodies an excellent understanding of the special properties of time series. FAME stands for forecasting, analysis and modeling environment
FAME information systems, Ann Arbor Michigan.
www.fame.com
* Data Preparation (i.e. interpolating and time scale conversion) --...
3 tags
“A fun game on a slow Friday afternoon: take the front page headline on Yahoo...”
– http://www.condoroptions.com/2008/04/25/the-correlation-game/
Portfolio123 - Historical Screener Overview (it's... →
They have a really nice suite of web-based tools for trading analysis/ranking/simulation….
Portfolio123’s Historical Screener is a one-of-a-kind screening tool that allows you, during screen development, to get immediate feedback on the past performance of the screen. Once you are satisfied with your screen, you can run it as a normal screen to get a list of the current stocks for...
3 tags
Portfolio123 Product Feature page →
Portfolio123 uses Trading Systems to manage Model Portfolios. By following the buys and sells in these Models, an investor can effortlessly manage a large, diversified portfolio of stocks, without constant monitoring and research of his/her positions.
The Trading Systems are centered around a quantitative approach known as “Weighted Multi-Factor Ranking System” (or...
As iPhone Applications for Capital Markets Emerge,... →
Algorithmic Trading Directory →
Stamford, CT →
Job Board for Traders, Quants and Trading Tech... →
“I wanted to give a brief overview of the quantitative stock models I’ve...”
– http://quantinvestor.blogspot.com/2006/07/quantitative-stock-models.html
Yahoo Stock Screener (they have an HTML version... →
3 tags
wm september options
???
WM is at 4.11 now and was even lower mid-day yesterday almost in the 3 dollar range…. i want to keep track of these 3 each call/puts for september on wm … at $3
WM options to watch (sept expiration) - calls: WMIU.X WMIH.X WMIA.X / puts: WMUU.X WMUH.X WMUA.X $3, $4, and $5 respectively….. ? :)
….. I really hate Washington Mutual/stupid name wamu (makes me angry...
Watchi like this guy a lot and agree on several points that (in a small way) other people usually always say opposite of. or ok, at least one point.. maybe more, just can only recall 1 for certain at the moment though. :)
2 tags
on trading plans... (an excellent list of...
Found here: http://www.investopedia.com/articles/trading/04/042104.asp
… Investopeia is a super good educational resource too. A ton of book-quality content that isn’t spammy or pumping bullshit people or stocks….
Anyway,
——
Building the Perfect Master Plan What are the components of a good trading plan? Here are 10 essentials that every plan should include.
...
Wow! RackSpace IPO ... really awesome to see.....
Rackspace prices IPO at $12.50 a share 10:30p ET August 7, 2008 (MarketWatch)
SAN FRANCISCO (MarketWatch) — Rackspace Hosting Inc. late Thursday announced its initial public offering of 15 million shares of common stock at a price of $12.50 a share.
The Rackspace IPO broke a record dry spell for venture-backed initial public offerings.
The San Antonio, Texas, company’s IPO will begin...
“If you can show growth such as a traffic hockey stick, your don’t need a...”
– OM Malik (via Chad Hurley) (via doqrs)
thinkorswim educational resources →
facebook auto-suggest component. →
this is *really* nice… and totally high quality enough to be actually worth using and implementing in a serious project.
jQuery Facebox -- modal box, facebook style. →
been around for a while, but I am pretty sure this is my definite favorite.