Python + Django + Anaconda + Heroku + CentOS

Setup Github

https://help.github.com/articles/set-up-git

Install Anaconda

tbd

Install Django

http://blog.theniall.com/2014/02/14/installing-and-running-django-tutorial-on-anaconda-python/

Install heroku

(!) important before ruby and gems installation:
yum install openssl-devel openssl

http://snowdream.github.io/blog/centos/2013/11/21/how-to-install-heroku-toolbelt-on-centos-64/

1、install ruby

Installing libyaml

$ wget http://pyyaml.org/download/libyaml/yaml-0.1.4.tar.gz
$ tar xzvf yaml-0.1.4.tar.gz
$ cd yaml-0.1.4
$ ./configure –prefix=/usr/local
$ make
$ make install

wget http://mirrors.ibiblio.org/ruby/1.9/ruby-1.9.2-p180.tar.gz
tar -xvzf ruby-1.9.2-p180.tar.gz
cd ruby-1.9.2-p180/
./configure –prefix=/usr/local
make
sudo make install
2、install rubygems
wget http://rubyforge.org/frs/download.php/76728/rubygems-1.8.25.zip
unzip rubygems-1.8.25.zip
cd rubygems-1.8.25
sudo env PATH=$PATH ruby setup.rb

sudo env PATH=$PATH gem install rb-readline

4、install heroku toolbelt
wget -c https://toolbelt.herokuapp.com/install.sh
sh install.sh

heroku login
:29:in `require’: no such file to load — openssl (LoadError)
from :29:in `require’
from /usr/local/heroku/vendor/gems/excon-0.31.0/lib/excon.rb:6:in `
from :29:in `require’
from :29:in `require’
from /usr/local/heroku/vendor/gems/heroku-api-0.3.17/lib/heroku/api.rb:3:in `
from :29:in `require’
from :29:in `require’
from /usr/local/heroku/vendor/gems/heroku-api-0.3.17/lib/heroku-api.rb:1:in `
from :29:in `require’
from :29:in `require’
from /usr/local/heroku/lib/heroku/client/organizations.rb:1:in `
from :29:in `require’
from :29:in `require’
from /usr/local/heroku/lib/heroku/command/base.rb:4:in `
from :29:in `require’
from :29:in `require’
from /usr/local/heroku/lib/heroku/command/ssl.rb:1:in `
from :29:in `require’
from :29:in `require’
from /usr/local/heroku/lib/heroku/command.rb:14:in `block in load’
from /usr/local/heroku/lib/heroku/command.rb:13:in `each’
from /usr/local/heroku/lib/heroku/command.rb:13:in `load’
from /usr/local/heroku/lib/heroku/cli.rb:27:in `start’
from /usr/local/heroku/bin/heroku:24:in `


[constantine@localhost ~]$
[constantine@localhost ~]$
[constantine@localhost ~]$
[constantine@localhost ~]$ sudo yum install openssl

Data Science course

101 course practical course on Big Data from Harvard by Hanspeter Pfister and Joe Blitzstein. I highly recommend it for juniors and mids. This course together with ML by Andrew Ng and AI by Sebastian Thurn and Peter Norvig will create solid base on further Intelligent Big Data processing.
Course home page http://cs109.org

HW0 – Setup environment: http://nbviewer.ipython.org/github/cs109/content/blob/master/HW0.ipynb
- Python Environment: https://github.com/cs109/content/wiki/Installing-Python

Play 2.0 on Heroku

Несколько простых шагов и ваш веб апликейшн созданный на базе Play 2.0 фреймворка в клауде Heroku.

Install Play2.0 framework
Sign up to Heroku and install toolbelt
Create Public/Private keys
Create new project play new
Create Procfile in root dir of your project with one single line (web: target/start -Dhttp.port=${PORT} ${JAVA_OPTS})
Commit to Git (git init, git add ., git commit -m “init”)
Login to Heroku
Create Cedar stack (heroku create –stack cedar)
Push changes to heroku (git push heroku master)
Scale(start) your first web dynos (heroku ps:scale web=1, heroku restart)

Resources:
- https://devcenter.heroku.com/articles/quickstart
- https://github.com/playframework/Play20/wiki/ProductionHeroku

Design high frequency trading system

Approximation of Algo trading.

Within this post I will outline how high frequency trading systems (algorithmic trading system) are designed. the post is an extraction from a developer conference held in april 2010.

You can take it as a rough design guide for users looking for a way to build their own trading system or to learn how such systems are working. there are serveral posts covering the issue and each post goes deeper into the technical details of the system.

So what actually is high frequency trading? the definition varies from the person that describes it. all will agree to the following bullets:

  • piece of software running on a system to trade (buy/sell) certain asset classes
  • trading activity above the execution abilities of human possible
  • direct connected to a brokerage firm, a stock exchange or other trading network

Source

По сути это сводится к определению оптимистического распределения приорных вероятностей по возможным вариантам среды и вынуждает агента на первых порах вести себя так, как если бы повсеместно были разбросаны замечательные познаграждения.

Стартапы

Поиск устойчивой и масштабируемой бизнес модели. Тестирования изначальных предположений о рынках с помощью прототипирования, привлечение пользователей для получения обратной связи и др. Новейшие подходы, которые позволяют достигать целей гораздо быстрее чем традиционные методы разработки.

Машинное обучение

Машинное обучение (aka Machine Learning) один из самых успешных разделов искусственного интеллекта (AI). Координально изменил Финансовые Рынки, Индустрию Рекламы. Используется практически во всех компаниях, бизнес модель которых расчитана на получение прибыли за счет информации: инвестиционные банки, поисковые системы, онлайн и оффлайн ритейлеры и т.д.