Anyone into programming?

I starting with VBA a few years back, and have moved onto matlab and R (No “true” programming languages yet). Although a true programmer would probably laugh at my methods, I feel as if learning some basic programming has helped with my logic and problem solving abilities. Plus it definitely helps speed things up when excel takes forever…

Any other non computer science guys into this stuff?

Me! Since I decided I wanted to put my efforts info becoming a trader, I have been self-teaching myself programming. (With help from a friend of mine who is a programmer) My aim is to be able to use programming to develop a more algorithmic approach to my trading. I have started to get my feet wet using simple coding to write programs for my trading platform. (I use thinkorswim and they allow you to alter current code or write orginal programs to run on the platform) They have a language that is similar to java. As basic as they have been, I have used them to compile data from back test or create new studies based on my own theories. The one program I wrote delivered information that actually made a new scalping strategy I am experimenting with more effective. It’s really exciting!

I would like to learn R and see where it takes me. I was looking at using this book…

OP, do you have any reccomendations for "do-it-yourself’ R?

If only Blake were here…

F… No!

I’ve been writing code since the mid-70s for a variety of applications, including:

  • Running numerically controlled machinery (milling machines, lathes, punch presses, coördinate measuring machines, traffic cameras)
  • Analyzing mortgage-backed securities
  • Monte Carlo simulations to determine the lethality of weapon systems
  • Estimating the cost of constructing petroleum processing facilities
  • Analyzing investment portfolios
  • Designing explosively-formed penetrator (EFP) warheads
  • Simulating bond markets
  • Analyzing inspection data for fabricated parts


You are a genius. I was a programmer for many years…hardcore C#.

I like R and Python. Don’t like VBA much, but can do it when necessary.

I did some Java years ago, and Pascal back in the stone ages.

For those of us who like to think systemically, programming is enjoyable, usually.

One question: Do you want to write good code, or you want to write crappy code?

Once you answer this question, we can move on to next steps

R-Bloggers is great! I have’t hit any books yet, I’m still a beginner/lower intermediate, but once I get a little more comfortable I’ll probably invest in more in depth reading.

Ha I’d prefer not to write crappy code.

I’m gonna go with I prefer to write no code and I’ll hire CSK to write good code. He’s happy, I’m happy, everyone’s happy.


99% coders are crappy coders. Ain’t nobody like Mark Z.

I prefer solving problems rather than handing them off to someone else, and if I have to write some code to do, then that what I do.

Years ago I was working on a warhead design to defeat a specific (and very interesting) target. The lethality analysis was given to another company, so at one meeting with the whole weapon system team at Redstone Arsenal, I carefully explained how the analysis should be conducted. I had a vested interest in it: I needed certain parameters from the analysis to complete my design. I waited patiently for them to do they job they’d been assigned, and at the next team meeting they gave their presentation: they’d done the analysis completely wrong.

I went back to my office, spent about an hour coding a Monte Carlo simulation, sat about for four hours while it ran on our Convex supercomputer, and had the parameters I needed so that I could get back to doing _ my _ job.

(Interesting (and annoying) note: my boss got angry at me for doing the analysis, because it had been assigned to another contractor. Idiots, the lot of them.)