Iâm new to trading and Iâm interested in algo and traditional trading. A bit of background about myself: Math background (actuarial science with pure math). Off paper â Iâm been in the shadows of Reverse Engineering (Themida, tuts4you, Iâve worked closely with a member of SnD before). Iâve coded and worked with ASM/C, Iâve also coded in Java and Python. Along with the software side, Iâve tinkered with the hardware side, built a few gaming systems, multi-monitor setups, etc. I want to offer my programming skills to gain exposure to algorithms and strategies, I donât mind if you keep sensitive information private because I want to hone my skills and just develop a better understand â programming vanilla is fine. I donât have any preferences to systems/language/api because Iâm comfortable with programming and Iâm still getting exposure to different systems Feel free to PM/post questions Iâll try to answer everything as best as I can
In an interview setting, would you be able to talk coherently about all this stuff? http://itunes.apple.com/ca/itunes-u/introduction-to-algorithms/id341597754
I'm from UWaterloo, I know a few of them but not all - but I'm definitely willing to learn. I can't produce code in the same night and you aren't going to get the same code as someone with an Masters in Financial Engineering But I know that the success of an algorithm is not represented by the complexity of it and fancy names in it
I said I don't know all of them, I have friends who are in Comp Sci and I know a lot of that is just lingo That reference was made to Black-Scholes, where during the original derivation - economists and mathematicians tried adding more and more stuff and making it more complex. I only made it because I'm studying for an exam that concentrates around Black-Scholes and it's in front of me right now
That's an interesting perspective. Can you elaborate? Not clear where you were going with that - are you trying to say black-scholes doesnt need to be made more complex, or ar you drawing a connection between red-black trees and derivatives pricing?
Could you also explain what 'red-black' trees are? Well to answer your first question, this is also a bias from when I've worked with ASM. Everything just became simplified, a pointer, a comparison, a flag check, moving memory around and basic arithmetic. Heaps: working with nodes, trees, similar to lists. The basis for these ideas is the node: an object with one or more fields, containing data and possibly pointers to other nodes. So herein the lingo is 'heap, list, queues' - which is a glorified node. If you asked me what object-oriented programming was: I'd say adding dots to the end of things to make variables and attributes easier to remember. For the Black-Scholes reference, when academics first tried to concoct a formula for options pricing, they added layers upon layers of complexity - variable after variable after mathematical function. Our result after clearing away all the bullshit (and while we know BS is flawed because of volatility) is an elegant and simple formula. A lot of the mathematical code like matrix calculations would already exist in most cases as well. Like I said before, I probably won't be able to produce the best HF code, but I'm also learning as well