Signal processing , the way I am using the term is how engineers use it, using classic time series and signal processing methods. Event Modeling , is different. Remember I did work with the release of major government reports and trading the bond market. That more like what your talking about. When I say signal processing I mean processing a time series and forecasting it. Events actually cause classic time series analysis to fail because they create shocks to the system which is why market data time series are non stationary.
Fletch, Do you have an explanation of this contradiction? I think you may have some insight on this issue. Maybe it is because we never really hear from the successful Hedge Fund managers here at this site because they are too busy making money, and do not need to have "side projects" to earn a living? Zack
If your serious start taking a few courses at your local community college. I would recommended the following Computer Programming I/II Data Structures I/II Introduction to Algorithms You may want to take a math course calc I and II if your rusty on your math. Best of luck.
Same with me. I have some Pascal knowledge (from school) and limited VBA knowledge and I had a brief introduction to OOP with the language Smalltalk at University. Know I am eager to learn one of the more powerful object-oriented languages for two reasons: - develop a trading system to work with IB's API (only possible in C++, Java or VB) - speed for the use of complex algorithms / data processing in real time Any suggestions?
Not to burst y'alls bubbles, but it's easier for an experienced engineer/programmer to learn to trade profitably than it is for a trader to learn programming.
That is the point - to learn to program a robust trading system, just the programming, not to discover a profitable trading strategy.
But, of course. As you no doubt know, engineers are actually smarter than everyone else. (I do hope you noted the tone of self-deprecating humor there.)