[youtube https://www.youtube.com/watch?v=YX3iRjKj7C0?rel=0]

Programming in Matlab / R exposes one to vectorized way of thinking. One doesn’t usually write loops often and one tends to think in terms of vectors,array, matrices etc. R for instance is designed to facilitate vectorized input and output. Almost all the functions in base R support vectorization. Most of the functions in the packages on CRAN are equipped to take vectorized input. In fact the program design itself makes vectorizing easy.

In the Apr 2012 issue of “Advanced Trading ” magazine , I found these points . quotes worth noting down : Exchanges have announced plans to roll out measures aimed squarely at eradicating the technique of quote-stuffing, a common strategy in which high-frequency traders rapidly fire off, and then cancel, millions of orders as a means to probe the direction in which the market is heading. Under Dodd-Frank, hedge funds and other private fund advisers that manage $150 million in assets or more will have to fill out Form PF, the brainchild of regulators who are looking to prevent seismic events like the demise of LTCM

In the Mar 2012 issue of “Traders” magazine , I found these points worth noting down : The FIX Protocol Ltd. Americas buy side working group has been trying to amend FIX Protocol to make it easier to track orders. It is considering the adoption of new FIX tags later this year Interview with Keith Ross, the early partner at GETCO HFT guys are incredibly good risk managers

This book is cited as the classic reference for Python programmers. Instead of diving in to Python as the title suggests, I did some ground work before going through this book. I went over Learning Python the Hard Way, Think Python, Python Visual Quick Start guide and understood Python 101 . Those three books gave me some confidence to go over this book that is supposedly for experienced programmers. The book is organized in a very interesting way.