On this one I agree with you, so early on the project it should stay platform independent and high level, on a language like R, matlab/octave, or python... Once there is a proof of concept, then optimize (to Linux , jk) No point crossing the bridge before getting there.
someone agrees with me, yippii (must be my condescending attitude or strong arguments to make it this rare ;-) (re Linux, only if you manage to upload the data via USB stick. Also j/k)
Since the computers took over trading the historical data are more difficult to analyze. People were much more predictable.
I see no differences from past to present. Volatility is lower, trends last, many patterns are formed. Maybe it depends on the analysis method.
There is a difference in the difficulty to execute large blocks of stocks, the machines play a lot of games in the order book and are always looking to front run a large order. Sure, this also happened back in the day, but the HFTs are better at it. They are also better at moving prices up and down to shake you out of your trade, this has been specially problematic for trades who take a large block of stock for a few minutes to a few hours.
A Field Guide to Genetic Programming [Paperback] Riccardo Poli (Author), William B. Langdon (Author), Nicholas Freitag McPhee (Author) try amazon (around $15) or free pdf http://www.gp-field-guide.org.uk It is not in C (Java) reviews are good, I have no opinion to post at this time Only missing ingredient is domain knowledge (whatever it means in Statistics world). Once I Google it and it will be under $20 or free I will post.
no wonder you need to run Linux and vent against Microsoft if you need to concern yourself with whether a book is for free, costs 15, or 20 dollars ;-)
You are a dino waaay behind times: for your information this is what is happening now and this is the future: 1/ OS is free or cheap (who would have guessed that Win OS will be offered for free ever) 2/ books are becoming cheap or near free (I have downloaded some from Amazon for $ 0.0 or slightly above that level) due to electronic publishing (self publishing) and delivery because of inherent competition with downward pressure on prices (and yes sometimes quality). Before the author who wrote book was getting very little due to cost of printing and ditribution and in the end and if this was not a bestseller with large number of copies sold they were not making any money. Many recent cheap/near free publications are much better than some books offered for a chunk of money. However, proceed with caution because for obvious reasons some of them do not offer any value but I am surprised myself how many are actually very good or better than some books already in the market priced according to old pricing model 3/ Why pay a lot for something that is available on the Web anyway and you just want convenience of having this knowledge base reviewed and compiled in convenient form, or have an expert publishing on the topic who already has lecture and presentation material ready and makes it available in convenient form for a modest fee