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Programming Thread

croot_lord

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Does anyone else here like to write code or talk about writing code or am I just weird? I really enjoy developing and getting to spend time writing code as well as learning about different programming languages. I would not call myself an expert in the matter, but I really enjoy learning about different languages and using them to try and solve a problem that I've come into.

It's really interesting to me to sit down and go through the process of breaking down what my goal is and the steps needed to achieve it. I've found too that a lot of times the biggest problem is not actually writing the code but understanding what the actual problem is and how it is I can actually solve it. Sometimes the actual process of breaking each step down into simpler steps is where I fail.

There's also that satisfying moment when you compile the program and it runs. There's this almost eureka moment that I get when the program runs as intended especially after bashing my head against a wall trying to figure out why I keep getting the same error time and time again. There have been times where I've spent several hours on a single sub-routine to try and get it to work and then when I finally have that bit of code working I get that feeling for just a moment. Those little moments for me push me to keep going through the program to try and make it work and then when it all finally comes together it's such a satisfying moment.
 

America 1st

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TLDR but I enjoy steam games FWIW.

Grand tactician Cvil War is where it's @
 

CBradSmith

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Another short answer:

My desire is to build a modest automatic trading algo within the next 12-18 months. Not high frequency trading.
 

Croot_Overlord

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Another short answer:

My desire is to build a modest automatic trading algo within the next 12-18 months. Not high frequency trading.
If you define the algorithm we could help you with this EzPz. I had a matlab script that could pull everything off the SP500 with a Price/Earning multiplied by Price/Book (P/E * P/B) less than 25 - as suggested by Benjamin graham in the book The Intelligent Investor
 

Sandford’s_Finest

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I do it for a living. Started off with mainframe COBOL/CICS and JCL. Then I had a project where I wrote a web service with vb.net. Recently I’ve been doing nothing but SQL Developer programs and Unix shell scripts. I’ve been doing it for about 20 years total. I’ve also dabbled with Java and C++ but I don’t care for object-oriented languages.
 
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croot_lord

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Another short answer:

My desire is to build a modest automatic trading algo within the next 12-18 months. Not high frequency trading.

So this is something I've always been really interested in doing as well. I've gone through and found a lot of resources on doing it. I've not taken the time to getting around to doing it but it seems pretty straight forward to develop the program that does it. Coming up with the rules for trade execution seems to be the hard part....duh. One idea I've had was to take old market data and use nearest neighbor analysis to try and develop something that would execute trades based on technical analysis. Youtube has some great stuff on getting started with this though.
 

croot_lord

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... but I don’t care for object-oriented languages.

I hear this one pretty regularly. I try to just look at each language as a different tool and some are better at different tasks than others. I personally love OOP but the first languages I started writing code with seriously was C++. I can see why some people wouldn't be a huge fan of it though. I'm curious why you don't like using OOP though.
 

Croot_Overlord

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Honestly, I really hate software most of the time. My favorite people to work with are software people because I don’t have to do it myself. I do like coming up with the algorithms though
 

croot_lord

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%program to coom 1000 times
bool coom;
bool lotion = true
bool porn = true;
int t;

for t=0:1:1000
If porn
For lotion
sprintf(“I’m fixin to cooooooom”);
coom = true
End
End if;
End;

I'll run this tonight and let you know how to it does.
 

Sandford’s_Finest

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I hear this one pretty regularly. I try to just look at each language as a different tool and some are better at different tasks than others. I personally love OOP but the first languages I started writing code with seriously was C++. I can see why some people wouldn't be a huge fan of it though. I'm curious why you don't like using OOP though.
It’s not that I don’t like object-oriented languages per se; I am just more comfortable with COBOL. I cut my teeth on mainframe COBOL and it made more sense to me. It seemed that it was the language that most resembled how I ‘speak’ code, if that makes sense. The .net stuff I did was fun, but even after the fact I can’t say that I have a great grasp on it. I really enjoy the stuff I do with SQL Developer as it is so much more efficient than COBOL. And it seems to be a good compromise between the traditional compiler languages and the object-oriented stuff.

Also my C++ professor was an asshole.
 

CBradSmith

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If you define the algorithm we could help you with this EzPz. I had a matlab script that could pull everything off the SP500 with a Price/Earning multiplied by Price/Book (P/E * P/B) less than 25 - as suggested by Benjamin graham in the book The Intelligent Investor
Are you talking about the business logic?
 

Simmer007

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giphy.gif
Does anyone else here like to write code or talk about writing code or am I just weird? I really enjoy developing and getting to spend time writing code as well as learning about different programming languages. I would not call myself an expert in the matter, but I really enjoy learning about different languages and using them to try and solve a problem that I've come into.

It's really interesting to me to sit down and go through the process of breaking down what my goal is and the steps needed to achieve it. I've found too that a lot of times the biggest problem is not actually writing the code but understanding what the actual problem is and how it is I can actually solve it. Sometimes the actual process of breaking each step down into simpler steps is where I fail.

There's also that satisfying moment when you compile the program and it runs. There's this almost eureka moment that I get when the program runs as intended especially after bashing my head against a wall trying to figure out why I keep getting the same error time and time again. There have been times where I've spent several hours on a single sub-routine to try and get it to work and then when I finally have that bit of code working I get that feeling for just a moment. Those little moments for me push me to keep going through the program to try and make it work and then when it all finally comes together it's such a satisfying moment.
 

Croot_Overlord

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Are you talking about the business logic?
Any aspect of it really - the special sauce would be the algorithm (I think this is how I refer to business logic) but if you identified an algorithm we could build something up super quick.

Like @Croot_Lord said the most difficult part would be having the program execute a trade, but to start you could probably just have it send you notice recommending when to buy and when to sell

Both he and I have built stock data scrapers. The websites that present financial metrics try and obscure the data in the html to make it difficult to parse, but it can be overcome without too much trouble
 

croot_lord

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It’s not that I don’t like object-oriented languages per se; I am just more comfortable with COBOL. I cut my teeth on mainframe COBOL and it made more sense to me. It seemed that it was the language that most resembled how I ‘speak’ code, if that makes sense. The .net stuff I did was fun, but even after the fact I can’t say that I have a great grasp on it. I really enjoy the stuff I do with SQL Developer as it is so much more efficient than COBOL. And it seems to be a good compromise between the traditional compiler languages and the object-oriented stuff.

Also my C++ professor was an asshole.

I got really lucky with my c++ professors they were all very nice and encouraging. I didn't really understand the utility of object-oriented languages until I learned about data structures and that was when the light bulb moment hit for me. I've spent some time with SQL I'm at best proficient, but I wouldn't call myself anything close to good at it. This site uses a SQL server to manage all the data so I have to be familiar with it and use it to manage things. It's not my favorite language but it's a great tool for data analysis.

I had to work with R and SPSS in school and I didn’t particularly enjoy it.

Qualtrics and Tableau were pretty cool though (comparatively)

I spent some time using R for data analysis about a year ago. I really enjoyed it for what I was doing, but if you're not using it for ML it's pretty whack. R-studio also has easy access to a lot of different data sets which is really handy. I had to use it to calculate the odds of a particular person defaulting on their loan at a bank. I think R is a lot like SQL it's a great tool for data analysis but it does fall short in some areas like actual data management and a few others come to mind.
 

Nape

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Does anyone else here like to write code or talk about writing code or am I just weird? I really enjoy developing and getting to spend time writing code as well as learning about different programming languages. I would not call myself an expert in the matter, but I really enjoy learning about different languages and using them to try and solve a problem that I've come into.

It's really interesting to me to sit down and go through the process of breaking down what my goal is and the steps needed to achieve it. I've found too that a lot of times the biggest problem is not actually writing the code but understanding what the actual problem is and how it is I can actually solve it. Sometimes the actual process of breaking each step down into simpler steps is where I fail.

There's also that satisfying moment when you compile the program and it runs. There's this almost eureka moment that I get when the program runs as intended especially after bashing my head against a wall trying to figure out why I keep getting the same error time and time again. There have been times where I've spent several hours on a single sub-routine to try and get it to work and then when I finally have that bit of code working I get that feeling for just a moment. Those little moments for me push me to keep going through the program to try and make it work and then when it all finally comes together it's such a satisfying moment.
My oldest is a coder and is graduating from college in May. It’s ridiculous what he comes up with. It’s also ridiculous the projects he has had to complete in school. Data mining is the next big thing and he said it’s the hardest coding he’s ever had to do. Sounds like a golden opportunity to me.
 

CBradSmith

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Any aspect of it really - the special sauce would be the algorithm (I think this is how I refer to business logic) but if you identified an algorithm we could build something up super quick.

Like @Croot_Lord said the most difficult part would be having the program execute a trade, but to start you could probably just have it send you notice recommending when to buy and when to sell

Both he and I have built stock data scrapers. The websites that present financial metrics try and obscure the data in the html to make it difficult to parse, but it can be overcome without too much trouble
My understanding is that many brokerages platforms can host logic that will execute trades.

My first need is data. I guess I should have been more precise in my original post. I can perform some solid analysis with data, so I need to gather it.
 

ChicagoFats

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Also, I recently signed my kids up for CODE NINJAS. Its a national franchise and your kids go and learn actual programming. I have found the schools in our area teach a decent amount about computers, but shockinlyg little about programming. Its a great program, if you have kids check it out.
 
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As someone who is more into RE than NYSE so maybe someone can shed some light. Are programs like this what majors companies or brokers use to navigate the market, meaning is everything bought and sold using algorithms?
 

BigBucnNole

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Does anyone else here like to write code or talk about writing code or am I just weird? I really enjoy developing and getting to spend time writing code as well as learning about different programming languages. I would not call myself an expert in the matter, but I really enjoy learning about different languages and using them to try and solve a problem that I've come into.

It's really interesting to me to sit down and go through the process of breaking down what my goal is and the steps needed to achieve it. I've found too that a lot of times the biggest problem is not actually writing the code but understanding what the actual problem is and how it is I can actually solve it. Sometimes the actual process of breaking each step down into simpler steps is where I fail.

There's also that satisfying moment when you compile the program and it runs. There's this almost eureka moment that I get when the program runs as intended especially after bashing my head against a wall trying to figure out why I keep getting the same error time and time again. There have been times where I've spent several hours on a single sub-routine to try and get it to work and then when I finally have that bit of code working I get that feeling for just a moment. Those little moments for me push me to keep going through the program to try and make it work and then when it all finally comes together it's such a satisfying moment.

Just finished with a code running 5 independent scenarios for a tax credit.
 

Croot_Overlord

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Also, I recently signed my kids up for CODE NINJAS. Its a national franchise and your kids go and learn actual programming. I have found the schools in our area teach a decent amount about computers, but shockinlyg little about programming. Its a great program, if you have kids check it out.
Love the idea, but closest one to me is in Franklin, TN. Or do they offer something remote?
 

ChicagoFats

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As someone who is more into RE than NYSE so maybe someone can shed some light. Are programs like this what majors companies or brokers use to navigate the market, meaning is everything bought and sold using algorithms?

I use algorithms on a daily basis. I wont say the exact product but I am an options dealer for a product you have probably heard of. When you look up a price quote for an option, those are some of my quotes that you are looking at. If you buy or sell then maybe we trade together.

Anyway, a large portion of trading is electronic, meaning driven by algorithms. However, there is still "retail" trading also. I consider the "retail" trading to be people like you trading from home.

During normal times without crazy volatility, we run algorithms all day. Their are different algorithms for different things. Any strategy you can think of in your head can be implemented with an algorithm.

That being said, when the market goes crazy the algos can't keep up and its not profitable to run them. So, we end up just turning them off and the liquidity dissappears.

So, lots of algorithmic trading not sure exactly what percentage it is. But it does provide great liquidity to the market during normal times. On the opposite end of the spectrum, algos probably exacerbates volatility during turbulent times.
 

BigBucnNole

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Damn you serious? You write the software?

I don't write the software, I just program the math behind the law into R, and then run what are called static impacts of proposed legislation before looping that output into other software to run dynamic impacts. That produces multipliers that then that gets sucked back into R to develop tables of outlooks for potential changes to economy.

Then from there you can do things like selling legislation or modify language.
 

ChicagoFats

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Love the idea, but closest one to me is in Franklin, TN. Or do they offer something remote?

Nothing remote that Im aware of. I talked to the guy about opening a franchise because i liked the idea so much. My area is already claimed so it wasn't going to work out. Could be a good fit in Huntsville, seems like all those smart people would want their kids to learn to code.
 

ChicagoFats

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I don't write the software, I just program the math behind the law into R, and then run what are called static impacts of proposed legislation before looping that output into other software to run dynamic impacts. That produces multipliers that then that gets sucked back into R to develop tables of outlooks for potential changes to economy.

Then from there you can do things like selling legislation or modify language

So you do the math for modeling software that produces forecasts etc?
 

Croot_Overlord

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I don't write the software, I just program the math behind the law into R, and then run what are called static impacts of proposed legislation before looping that output into other software to run dynamic impacts. That produces multipliers that then that gets sucked back into R to develop tables of outlooks for potential changes to economy.

Then from there you can do things like selling legislation or modify language.
Awesome dude. I knew you were a political analyst (or something like that)

That’s how I work to. I fuckin hate writing software, but I am good at writing algorithms. I pass the algos to the software guys
 

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