All scripting

Summer is almost over and I haven't been sitting on my hands. Here is what I have been up to lately:

In July I finished the MITx 6.00x Introduction to Computer Science and Programming course.

And at work I build a import status monitor in VBscript, which I partly first modeled in Python, but as all servers and applications are managed by VBscript I decided to stick to that. Again, I learned a lot, doing this.

Then for my trading efforts I build a python app that will retrieve historical FX rates and back tests and optimizes a trading strategy. Currently I am getting ready to test the strategy in live trading and I am working on automating the execution of the strategy. I will be doing this with both python as well as perl probably.

In order to do Perl I also finished up following Udemy course during my summer holiday:
Learn Perl 5 By Doing It
I highly recommend this course if you already have some programming experience and want to quickly pickup the basics of Perl. At the moment I am reading / working through the book:

Mastering Algorithms with Perl

Cover of
Cover of Mastering Algorithms with Perl

This book nicely covers the basic algorithms that are also covered in the MITx 6.00 course and then some more, while doing it in a very practical and Perly manner. I like it. Topics covered are:

  • Data structures
  • Sorting
  • Searching
  • Sets
  • Matrices
  • Graphs
  • Strings
  • Probability and statistics
  • Cryptography
  • Number systems and theory
  • more...
PDLEven though, currently I get most of my trading programming stuff done in Python with all the standard libraries and the nice external libs like pandas, numpy, pylab, mechanize, etc.. I do find Perl to have a nice feel to it. It just requires more discipline to keep the code human readable. And needless to say Perl has amazing libraries and frameworks to get stuff done. After I finish above book I will also have a further look at PDL (Perl Data Language), which, I guess, is kinda like numpy and pandas, but then for Perl. The PDL book can be downloaded here as pdf.

For now I will have to put these books aside as I will start the Coursera course:

Computational Investing, Part I

While at the same time I will be implementing my trading strategy. Pfff.. Guess I'll be busy. :-)

I'll try to post updates on the implementation of the trading strategy.

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