AgilePakistan.org needs a new lead, if anyone in Karachi wants to take over AgilePakistan.org please email me or ping me on twitter (@sheysrebellion).

On the technical front, I’ve been continuing my climb up the Erlang learning curve. I’ve prototyped some simple applications in Erlang  and now I’ve started writing a FIX engine in Erlang.

I’ve always maintained that stocks follow repeatable patterns in the short term and a computer should be able to exploit that fairly easily, which is why I’ve always preferred the idea of using pattern recognition over technical analysis in my next automated trading platform.

I needed to have a grasp of the basics of machine learning and data mining which is why I started reading Programming Collective Intelligence.

There are a couple of ideas that I’ve been throwing around in my head—applying pattern recognition and machine learning to financial data—I’m going to use Orange to play with these ideas a little further and I hope, eventually develop a trading strategy.

Having finished PCI, I’m also ready for something more theoretical, so I’ve bought a copy of  Introduction to Data Mining– I’ll read the book over the next few weeks while following along Stanford’s Stats 202 course syllabus, watching their videos and hopefully, form a deeper understanding of which machine learning algorithms to apply to this domain.

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. 

Let me start:

I’m a senior software engineer at a small software development company in Karachi. Most of my work revolves around integrating third party applications, i.e.: Project Server 2007, with Microsoft Dynamics Navision 4.0 (an ERP) and customizing different modules and reports in Nav. I also spend part of my time working on ASP.NET applications and writing Perl scripts to automate Navision migrations.

I use the same development tools that you use, Visual Studio 2005 and jEdit for my editors/IDE, SVN for source control, MbUnit for Unit testing, WATIR for web application testing. The only uncommon tool you’ll find on my computer is Beyond Compare—THE single best file and directory comparison utility I’ve ever used.

So, what do you do?

Earlier this week I hit a snag in my Project Server/Navision integration, lets just say that portions of Project Server’s web service isn’t documented very well. I wasted a lot of time trying to figure out researching exactly which functionality the Time Sheet web service exposes; it wasn’t until I found an example on Christophe Fiessinger’s Blog that I finally figured out what I wanted.

Working with Project Server has gotten me excited about programming languages again and I want to learn C# 3.0 and Ruby– C# has gone through some major changes, they’ve added extensions which are similar to Ruby mixins, lambda expressions and anonymous variables, it’s a completely different language now, much more flexible, much less like Java and much more like Ruby.

Tenerife Skunkworks, a Erlang blog has peaked my interest in Erlang and day trading in general. In my former life I was a quant in training and a software developer working on an algorithmic trading platform. Algorithmic trading is resource intensive and our system distributed ‘jobs’ over several computers to manage the processor load, looking back I wish I programmed the core of the system in Erlang instead of C++. That’s hindsight for you. I’d like to get back to my ‘roots’ and work with financial systems again, maybe the FIX protocol or a trading simulator or platform, I should spend some time searching for open source projects that I could get involved in.

I finally got around to installing an evaluation copy of Resharper– I’m disappointed, maybe my expectations were too high, or I haven’t had enough time to use it– while it’s an improvement over the default VS 2005’s interface it still falls behind Eclipse’s refactoring code generation. Does anyone have any Resharper tips for me?

Definitely a severe case of Nerd ADD.

Any advice?

I’ve had two in the last month, one client asked me to work for free because he’s married!

1. I love books and I read tons of them, ALL the way through, cover to cover, including the introduction, preface, afterward, acknowledgments and bibliography.
2. I got my first computer, a Commodore 64, when I was 7; during initial setup I couldn’t find the ‘any’ key.
3. When I was 11, I wanted to move to Canada and become a nature photographer, how I became a programmer is another story.
4. My nickname Shey was given to me by my 4th grade teacher, Mrs. Graham, my real name is hideously difficult to pronounce.
5. My favorite cafe ever is Empire Café in Houston. The coffee is awesome and the food is delicious, my favorite place to be on a cold Houston winter night.

Watch me kill this meme, I tag:

Thomas Nguyen
Paul A.