[Python-talk] Python meeting - next week! 7:00 PM Thursday 22 September, Manchester

puissante puissante at lrc.puissante.com
Sat Sep 17 14:56:00 EDT 2005


Michael ODonnell wrote:
>>(IF someone can show us that "lambda" is easy to
>>read as well as to write!)
>>
>>That would be Fred, right?  HE could show us...  (*)
> 
> If I were him I'd be afraid to show off my coding skills
> because y'all might make fun of me in public, and I've never
> really cared for roasted lambda chops.              ;->

ROFL!

Actually, I am not afraid to show my programming skills, as I have done 
so in various programming courses I've taught in the past.

Alas, my Python prowess is *not* current, as I have not written much 
Python since the time series pattern "sniffers" I wrote during my 
day-trading days that would scour trading data for statistically 
significant recurring patterns. These Python scrips would run all night 
long looking for exploitable trading patterns in all the major 
securities and give me a report in the morning a few hours before the 
market opened.

It was truly a wonderful system, integrated with MySQL, Java, and C++ 
running on a cluster of 5 computers, and would -- on my custom-written 
real-time charts -- alert me when that pattern re-emerged and show it to 
me graphically *on the chart itself*.

Having the patterns that were, say, successful 70% of the time was one 
thing. Being able to execute the trades based on those patterns was 
quite something else. 70% success rate also meant a 30% failure rate, 
and knowing when a trade was failing or succeeding was pretty tough, 
especially when you have 10s of thousands of dollars on the line.

Anyway, enough of my rambling and reveling in "the good old days." If I 
get back into Python anytime soon, I'll be more than happy to give a 
talk on it.

Actually I have a new language in mind I'd like to write, something 
highly experimental, that would basically put OOP on steroids. I hope to 
be able to do that soon. Functional Programming would definitely play a 
role, but that role would be minor in lieu of what I hope to accomplish.

Giving away my secrets; gotta stop doing that! :-)

-Fred



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