Tyson Maly Computer Engineer in Finance

Energy Tax credit needed please

info — Tue, 08 Jul 2008 03:21:23 +0000

Congress, had better start thinking about repealing their 1 trillion dollars in discretionary spending for next year’s budget. My co-workers are complaining about the projected cost of heating oil in the Northeast. They are already starting to stock pile food. I sure hope that Congress does not return to the price controls of the Carter administration. They only cause shortages. We need Congress to stop raising the budget and start cutting. What would really help everyone right now would be an energy tax credit. People need to drive to work in many cases, and we do not have 30 years to wait for new rail lines. People in the Northeast are going to need heating oil come October, so Congress had better start passing something now or else people are going to freeze to death this winter. Maybe Dodd could let us stay at his place since he is getting such a good deal on his Countrywide mortgage.

Technical Analysis and Charting with Perl Tk and gnuplot

info — Mon, 02 Jun 2008 03:58:16 +0000

I had a little fun with perl this weekend. First I compiled the ta-lib which gives you access to all sorts of technical analysis functions like double exponential moving average. While the library itself does not install the perl module like a typical module off of CPAN, it is easy enough to figure it out if you know a little bit about perl. Second thing I did with perl is setup a script to take a file with historical price and volume data and graph it with gnuplot via a Tk interface. This is really nice since gnuplot has some really great looking financial plots. Here is a basic plot I created of Sprint since 1984. What is nice with the x11 terminal and a pipe to gnuplot, you can quickly change the graphs in the window to show some other data. This beats writing the data out to a file then loading it.

The Federal Reserve is laying off people

info — Tue, 27 May 2008 22:04:33 +0000

So I was up near a job re-training facility near Springfield MA. They had a list of companies from which employees could utilize their service if they were terminated. What jumped out at me was that the Federal Reserve Bank was on the list. That is right, the place that prints our paper money, is firing people. Top this off, I was on my way to lunch, and a lady comes up to me begging for money. I was shocked, I only saw this sort of thing when I traveled overseas to developing countries. This was Massachusetts. If my short riff was not enough to scare you, take a read of this article that included a discussion on a recent panel with Nouriel Roubini.Eye Opener

Kernel Density Estimation with Perl and RSPerl

info — Tue, 13 May 2008 04:04:06 +0000

I recently was searching for a way to do kernel density estimatation. I came across a module for matlab, but I do not have a copy of matlab. I tried porting it over to perl, but I was having some problems getting the inverse discrete fourier transforms working in Math::FFT the way I wanted them to work. In the end, I ended up compiling the latest version of the R language 2.7.0 and then installing RSPerl which is a bridge to allow you to call R from perl and vice versa. One of the maintainers helped me out. There are some environment scripts you should source in your shell rc file first. Once you have that done, one of the perl modules that came with RSPerl had an extra =cut that I had to take out. The tie call in the RReferences.pm was not needed since no TIESCALAR was ever defined. After these small changes, the whole thing worked like a charm. I am including an example here since I did not find anything like it in any of the other examples. Given a sample of some random variable, this will perform a kernel density estimation using gaussian kernel. It will create a plot. Then it will dump the X and Y values seen in the plot to the screen. You can of course use these values for other things.

#!/usr/local/bin/perl -w
use strict;

# stuff to get R started
use R;
use RReferences;
&R::initR("--silent");

# sample of random variable
my $x = [1,2,2,3];

# do the kernel density estimation  $h will be the reference to the result
my $h = &R::callWithNames(”density”, {’x',$x,’kernel’,'gaussian’,'na.rm’,'TRUE’});

# plot the result
&R::callWithNames(”plot”, {’x',$h,’main’,'gaussian’});

# sleep for a few seconds so the plot window does not vanish
sleep(3);

# get the x values from the result object
my @xv = $h->getEl(’x');

# get the y values from the result object
my @yv = $h->getEl(’y');

print “X values\n”;
print join(”\n”,@xv) . “\n”;

print “Y values\n”;
print join(”\n”,@yv) . “\n”;

Getting this blog up on Technocrati

info — Mon, 05 May 2008 01:49:02 +0000

Today is the day that I put this blog up on a couple of places to get more exposure. I hope my posts on using perl for everyday things will help out the community.

Technorati Profile

Housing Prices

info — Sat, 26 Apr 2008 07:18:13 +0000

I just read an article about the bottom of housing prices . Story here The article had a pretty sound basis and it recycled the Credit Suisse picture so here is the low down. Housing prices will hit bottom when you can make a profit renting out a house from day one. The general ratio mentioned in the article was 1:7 where you would multiply the yearly rent by 7 to get the price the house would have to be about to break a profit from renting. Ok so here is the scary mortgage reset picture. 2012 looks like the year where we might start to see some sunshine. However, we still have to wait on the credit to free up and the banks to restore their reserves. In the meantime, should we buy some 50 pound bags of rice? Soros seems thinks we have a commodities bubble that is going to start unwinding. But of course he is holding stock to benefit from this His fund’s top ten holdings Most of the companies that support the commodities producers look like Intel before the dot com crash.

Trading ETFs

info — Wed, 23 Apr 2008 15:11:09 +0000

Well I just opened my first trading account a week ago. Boy is there alot to learn. I have been reading and reading for like the last 2 years, and I still do not think I know enough about the markets. I found a new investment blog today that I am going to monitor because it looks interesting. http://www.etfdigest.com I came across some ETFs I had not seen before on one of their most recent posts SLX, MOO, XLB, XLE, and ILF. The XLE is an energy index etf that seems to have done extremely well. ILF is an index of Latin American companies that looks amazing. However, they both look like the stocks at the top of the dot com boom right around when INTC was trading 72 a share. Then all of a sudden bam they were done. I am still trying to figure out when a mean reversion is going to occur.

Strange filenames in linux

info — Mon, 31 Mar 2008 16:10:03 +0000

I recently ran into a problem where a whole bunch of strange filenames with strange characters appeared in a home directory in linux. Because the filenames had wildcards in the naming, it was a little tricky to delete them. For instance say you have a file named m?v?. I initially thought I could use perl and stat to get narrow them down and unlink them. However, the stat did not seem to return any data on these strange files. My next idea was to use the octal display, if you run a ls -b to display the file in octal you might see something like m\173v\002 to delete this you would type rm m$’\373′v$’\002′ however, I ran into some filenames that still had strange characters with octal display. My final solution was a windows / linux mix. Since they were all created a specific time, the easy solution was to open up the directory in windows via Samba and then just sort by time, select, and delete. This did the trick.

Portable Media Players as a learning tool

info — Sat, 29 Mar 2008 22:50:31 +0000

I recently picked up a creative zen vision w media play from circuit city. It was on clearance since they were not longer going to carry the item. This worked out well for me since I wanted this particular model. I chose it over others because I only wanted to play videos and not surf the web with it. I am still reviewing the battery performance so I can only say that the reviews mentioned this was one of the better models. What is great about this unit is the large 4.3″ screen.

The one problem I had with the unit is the formats supported. It mentions support of a large variety of videos formats where in reality it only supports a small subset. It relies on a windows based converter to change into the correct format, however this process has yet to succeed for me. I really do not care as I figured out the format it needs, and I just use linux tools like ffmpeg and mplayer to convert the video to that format.

What is really great, is that I can download all these lectures from online sites and load them right up into the machine. It has given me something productive to do on the train to work.

Auto Update your CPAN modules

info — Fri, 28 Mar 2008 19:57:33 +0000

I was looking across some perlmonks posting, and I came across a reply to a post that seemed useful. Putting this in a crontab will automatically update the CPAN modules that you have installed in your system.

perl -MCPAN -e ‘CPAN::Shell->install(CPAN::Shell->r)’