2009 Oct 26 - Mon
Machine Readable News and Algorithmic Trading
A-Team Research has released a special report called:
Machine Readable News and Algorithmic Trading.
I've writing some code to accept a news release feed from DTNIQ/IQFeed. This report comes in handy
for supplying some ideas on how to analyze and make use of the news feed. Here are some examples:
- When generating trading signals for high frequency traders and other alpha-seekers, it can be used to build sentiment measurement applications, stock screening applications and back-testing systems for trading algorithms.
- It can be used in support of market surveillance systems.
- This translates into simple stock-screening applications for individual securities or lists of stocks.
- It can mean the analysis of macroeconomic data to identify trends, correlations and other relationships.
- It can involve scanning key parameters to measure market sentiment.
- It could predict potentially volatile trading days, indicating which stocks or types of stock may be most affected.
- It can also be used to quickly derive directional signals from the marketplace, and set in play appropriate trading algorithms.
[/Trading/AutomatedTrading]
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Bottom Line on Security in Windows 7, and Some Thoughts on MultiTouch
From SANS NewsBites vol. 11 Num. 84, 2009-10-23, NewsBites editorial board member John Pescatore says:
From a security perspective, Windows 7 offers definite improvements
over Windows XP, but there is no major security reason to move to
Windows 7 before it makes business sense. The biggest improvement in
Windows desktop security comes from getting off of the IE6 browser and
moving to IE8 or the latest version of Firefox - and you don't need
Windows 7 to do that.
I've read that Windows 7 is somewhat faster but is better than Windows Vista. I havn't seen
definitive reviews that Windows 7 is faster than Windows XP, or offers anything useful over and above
what Windows XP offers as a development or user platform.
Well actually, I understand that Windows 7 has a multi-touch API built-in for when multi-touch devices
become more ubiquitous. 10/GUI is one such interesting multi-touch
method of CHI (Computer Human Interaction).
reacTIVision is an existing
tangible multi-touch interaction framework. I've always thought that using a multi-touch interface
with a DMX controlled lighting system would make for some very intersting busking capabilities for
live concerts.
Anyway back to Windows 7, the EE Times Newsletter roving editor Rick Merritt asserts:
That all Microsoft has done with Windows 7 is not mess it up. "Imagine the response systems makers might have if Microsoft had actually enabled some cool new ideas," Merritt writes. "Call me a curmudgeon, but I think Microsoft is resting on its monopolistic backside." What was needed from Microsoft, of course, was an OS that advanced the state of the art. This is not the time for tech companies to play it safe, especially a company with pockets as deep as Microsoft's.
On the other hand, if I took the time out to evaluate real life workflows in the new Windows 7 environment, and the execution time
differentials was minimal, I'd migrate just to stay with the latest thing. Some of the workflows I'd have to
check would be:
- Editing video with Adobe Premiere Pro CS4: lots of drive activity and lots of multimedia interaction
- Compiling heavily templated Boost supported C++ programs in Visual Studio: lots of CPU and some drive activity
- Compiling heavily templated Boost supported C++ programs in a an KDE/Eclipse/GCC environment hosted in a VMWare Workstation environment: lots of cross operating system calls
- Running trading and news gathering applications with intensive cross thread messaging: cpu and network intensive
Can anyone offer up opinions on what they've encountered between Windows XP, Windows Vista, and Windows 7 in these various
workflow environments from a speed/stability/effectiveness point of view?
Shortly after having written this, I saw an article published at Ars Technica which had a rather lengthy review regarding
XP, Vista, and Windows 7 entitled
Hasta la Vista, baby: Ars reviews Windows 7.
Buried further back in the article makes reference to the fact that performance isn't much different among the three.
The article does mention multi-touch, and indicates that it isn't very well integrated into the supplied applications.
Once I get some time, it looks like an upgrade to Windows 7 might be worth examining.
[/Personal/Technology]
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