I’m taking the rest of the month off from blogging and hopefully tie up a few loose ends before the year is over. That said, I wanted to wish my readers and friends a Happy Holiday and a Happy New Year! You guys made 2010 a banner year for this blog and I just wanted to say thanks!
Ingo over at the Rapid-I blog found this link from a Rapid-I forum member about using R and Rapidminer for Trading. Â It’s a pretty wild process developed by Neural Concepts, and he goes into detail about the the win/loss ratios for the system! Â An utterly fascinating read and a job well done indeed!
It goes to show you that the application Rapidminer, and the growing plugin list, makes this software very flexible indeed for ANY application you need!
I found and installed the ECSPY evolutionary computation package and fiddled around with it. Considering I learned how to define and use functions in Python now, the example code (txt) for this Particle Swarm Optimiztation (PSO) chart below is beginning to make sense.
Long time Neural Market Trends readers might be wondering why I’m suddenly posting about Python and not Rapidminer? It’s a valid question and I do have answers.
First off, I always wanted to learn a programming language because I’ve felt that not knowing a programming language has held me back career wise, especially when I’m manipulating and data mining oodles of financial data.
Second, Python is a great way to get my feet wet learning programming! Its fun and easy so far! Ultimately the goal is to learn Java so I can truly extend Rapidminer by creating custom operators, but learning Java at this stage of the game is like swallowing a whole elephant at once; not going to happen! So I’ll start with eating a Python first.