To start with, implement 5 empty strategies, run 5 million tick based data quotes over them in a portfolio run (not linearly but parallel) and let me know how long it takes you in Python. You will see that your Python implementation will even be slower than a mediocre Visual Basic coder could do it, lol. If you do not believe me then I am happy to report my own numbers with factual backup (screenshots, video, code samples) after you presented yours. And if you cannot or do not want then fuxx off, you can question anything you want. Even an audited broker statement would not suffice as you would claim it was photoshopped or whatever. If the truth would hit asswipes like you in the blank face you would still not see it.
really? Because you can't compete? How performant is your backtesting and testing harness? Let us all know other than only coming out of the woods and flaming, only. People like you are littering and hogging this website like hens in a cramped chicken farm. ;-)
are you fucking real ? so not only you are not a programmer and can't code shit in any language, but you can't even state properly a trading strategy to be "programmed" what a frigging fraud you are, no clue in trading strategies and no clue in programming explain us again what you do exactly then since you have no clue in trading AND programming ? LOL
Not only have you on multiple occasions run away from any challenge like a wining boy but you have so far not shown the slightest knowledge in anything trading related. Not in one topic it looks like you have something of depth to say. I am done here. Nothing but flaming. The OP asked a retarded question and I explained why. I do not intend to waste more of my precious time on people like you.
hahah, so you are running away like a wining boy ? LOL what a sore loser you make LOL I guess you didn't have any CREDIBLE challenge to post so best to stop here before making a bigger fool of yourself Back to your mom basement with the XBOX 360 then
I guess Knight Capital Group didn't read volpunter memo about Python not being used primarly by Sell Side firms and other big players http://www.simplyhired.com/job/pyth...eloper-job/knight-capital-group-incorporated/ Python/C++ Trading System Developer - Chicago Location: Chicago Job Code: 1249 # of Openings: 1 Description Core Tech-Trading Systems Developer Role We are seeking a Sr. Python Developer who will work closely with our traders and technologists to mine data, identify opportunities and build tools which will enable new approaches to trading as well as the way we look at information. The successful candidate will enjoy utilizing their extensive software, quantitative and statistical skills in order to extract value from our large database of proprietary financial information. Candidates will possess both strong programming and analytical/mathematical abilities. Profiles for this role may include (but not limited to) individuals with a background in mathematics, physics or computer science who also possess extensive programming experience or software developers who have a demonstrated experience in mathematics, algorithms or theory. Responsibilities: Learn and internalize the theories behind current trading system. Participate in the design, architecture and implementation of next generation software. Enhance back testing simulation infrastructure. Take ownership of system from design to implementation. Collaborate and communicate effectively with team members in defining and prioritizing technical projects. Skills/ Experience: Extremely proficient in an Python with an understanding of the C++ language. Language agnostic. Not married to one specific language and able to utilize multiple languages based on what makes sense for the current problem set. Experience implementing machine learning techniques, time series analysis, digital signal process, statistics or applied mathematics in a commercial setting. Experience developing systems which successfully interpret enormous amounts of historical data. Experience manipulating and maintaining large data sets. Strong background with statistical programming languages preferred. Excellent communication skills both verbal and written. Education: Extensive mathematical or statistical knowledge. Advanced Degree in technical field is preferred
Anyone who claims that either Python, C#, C/C++, R, Java is not used by sell or buy side firms is completely out of touch. I do not think volpunter suggested that python is not used by capital markets firms in general but instead he was talking under the context of trading systems. Certain keywords/phrases on the above job spec give away that the candidate, while probably member of a trading systems team, will not be developing a trading system but more of an analytics or research system. For example: “…will work closely with our traders and technologists to mine data” “…enable new approaches to trading as well as the way we look at information.” “Enhance back testing simulation infrastructure” “time series analysis”, “interpret enormous amounts of historical data.” Etc… It is obvious, under that job spec, python is not used for the trading system itself, but for analysis and research. Which makes sense, as python and R are the 2 top languages/packages within that space.
but trading apps are not simply processing "orders" to an exchange, but building the conditions for orders so they can be sent to an order queue or be part of the OMS trading cycle, and writing code in Python does not exclude itself from doing that, as volpunter was trying to argue and "demonstrate".
Totally agree, just saying that the above job spec is not about such system. It is about an offline research environment that will provide insight on how to design and code the part of the system you just described (e.g. actual trading system). While I do not exclude python being part of a trading system or more specifically an OMS, I highly doubt getco/knight have implemented their trading systems on python. I do not doubt that their analysis and research system maybe based on python though.
I am posting few selected resources that can add to this discussion and clarify some misconceptions about Python and Visual Basic. It is of interest that Python is getting more popular and also more powerful and efficient while VB is becoming less relevant. Here the point is that mediocre VB coder will do better than mediocre C# or C++ coder because VB takes care of many things in the background: http://stackoverflow.com/questions/5006927/which-one-is-faster-c-sharp-or-vb-net http://stackoverflow.com/questions/3836073/is-c-sharp-faster-than-vb-net High Performance Python Practical Performant Programming for Humans By Micha Gorelick, Ian Ozsvald