Last Two Weeks
This last mini vacation provided me with an opportunity to spend quality time learning data mining/machine learning; just as importantly it reaffirmed my belief in the application of science and technology over “common sense” to solving complicated problems
Programming Collective Intelligence has beautiful examples of how science can be applied to real world problems, but it only offers an introduction to a very complicated very diverse field of machine learning.
Another Piece of the Puzzle
Data mining, software engineering, Python, Erlang and financial risk management are just pieces of a very complicated puzzle: algorithmic trading. On Monday, at my new job, another piece of puzzle will fall into place: the FIX Protocol. The next few weeks I’ll be busy learning FIX but I know that working with FIX and getting re-exposed to the industry will help me make better decisions regarding which technology to use and which to avoid.
Going Forward
I still plan on studying and experimenting in my free time. My roadmap includes: Introduction to Data Mining which I want to supplement with Orange; Mnesia, a distributed database which is used in conjunction with Erlang or possibly MonetDb which should be more suitable for data mining and tick databases and finally some tinkering with Markcetera and market simulators.
Parting Thoughts
This is a roadmap without a timeline, one thing I should have learned by now is that learning takes time and I have to mentally prepare myself for the long haul. I don’t know if this combination of technology will yield the results I expect, but no knowing is exciting—the experimenting is half the fun.