Arduino is great, but…
Arduino and the Arduino IDE are great products. They serve as an on-ramp (and a very good one) for many makers. You can do quite a bit of tinkering, and even build commercial products without leaving the Arduino ecosystem. I…
jmjatlanta
IoT and Smart Watches
There are plenty of avenues to enjoy some good old-fashioned coding. Lately, I’ve been doing some embedded work, and found a reason to explore smart watches. It seems quite a community is building around watches and fitness bands. I purchased…
IoT – The marriage of software and hardware
I have always enjoyed electronics as a spectator. It continues to fascinate me. But the maturing trend of IoT captures my imagination because it blends electronics and software. My career has mainly revolved around the major platforms. Windows, MacOS, Linux.…
Side project: Marine Weather Radar
I am researching open-source projects for marine weather radar. The weather radar hardware manufacturers are proprietary. I understand why, and I’m not against it. But I would like to have my data in one place if I can. To do…
An Algorithmic Trading Framework
I’m dreaming here. But if I were to build the ultimate framework for algorithmic trading, what would it look like? Purpose One purpose would be to concentrate more on the algorithm, and less on the mechanics that all strategies need.…
Data Storage Formatting
I have been battling an internal war. The question: In which format should data be stored in? Twenty years ago, the question was fairly simple. Much was moving from proprietary storage systems to relational database management systems. That was a…
C++ vs Python in Algorithmic Trading
I am very much a C++ person. I warmed up to the language as it was warring with C for programmers and popularity. Although I used neither for my “day job” ex/cept on rare occasions, I jumped at opportunities to…
Algorithmic detection of chart patterns
I have been building out some algorithms that rely on detecting “consolidation”. Chartists know what that looks like, but the term by itself is extremely vague to a quant. What to do? I have often thought about the method used…
Testing, probing and profiling the code
This is part 3 of a series on improving performance. Click here for part 1, and here for part 2. Now that the basics are done, it is time to start thinking more about testing. Some may say “but what…
Order matching and container types
This is part two of my order book exercise. To start at the beginning, click here. The initial commit of my order book uses a std::map as a collection of bids and asks. That works, but it has a problem.…