notchup

here's a recruiting/headhunter marketplace jobs site that i should get on my radar (or, rather, on theirs). they use independent talent scouts that scour sites like linkedin and personal contacts to find candidates that might already be employed ('passive' candidates) under the assumption that really good people are very rarely out of a job or trolling the job websites, looking for work. hang out my shingle and let them race to me with offers... now that's the way to get a job.

using googlecl with blogger from bash

i think i finally found a good way to post from the cli.

google blogger post --title 'blog post title' --tags 'tag1,tag2' $'multiline content...'

the $ in front of the hard (single) quote lets bash escape single quotes inside that last string, but nothing else. so i can put all kinds of crazy chars in my multiline post, including a backslash-escaped single quote, with impunity. only problem is editing a previous line.... well, now i have an excuse for leaving the typos in.

stock index futures and price forecasting

trying to figure out exactly what numbers financial commentators use to make headlines like, "futures point to higher open..." often they point to specific futures contracts, like SPc1, NDc1, or DJc1. the cme group equity futures quotes seem to be what people are referring to (or at least have equivalent price percent changes). unfortunately, the javascript in those pages that handle the quote updates prevents convenient scraping. options pages like these, otoh, are exceedingly easy to scrape as whitespace-delimited plain text. and with the eom (end of month, european-style) options, the price/probability is fairly simple. if i really need to get at the futures contract prices, i could use bloomberg, which just has static html tables (with major us and world indices on one page). back on the cme group site, i couldn't find quotes for options for oil, and even the time and price transactions list is another inaccessible js job. however, if i only care about end-of-day data, there are a lot in the ftp server (see the settle/ dir, for example) and other links from the volume:volume & open interest tab of one of the futures pages. daily settlement prices (near the bottom) has links for interest rates, equities, (agricultural) commodities, precious and industrial metals (in comex), oil and energies (in nymex and cme clearport clearing), and fx. the volume by price data on that page might be particularly useful for building distributions. it combines total volume for the day at a each price, and the historical data available on the ftp server goes back a year and a half. the format is a bit obfuscated, but there are links to one-page format descriptions next to the data links.

one other thought about using derivatives for price forecasting/asset valuation: the price of the derivative depends not only on what people believe about the future price, but also on what everyone knows about the current price. so, if i had intraday data for the derivative price, i should subtract out the effect of the underlying price to get the future price. i wonder if ica on the log derivatives would achieve this... obvious maybe, but worth noting so i don't forget.

more python libs

rthread exposes a threading interface on remote processes, if you are into that kind of thing. \
\
struct (standard library) interprets a string as a c structure.\
\
timeit (standard library) for quick and dirty timing of a command string, like the ipython magic and tic,toc in matlab.

python from excel

xlrd, xlwt, and xlutils are fine for accessing excel files from python, but what about accessing python from excel (like calling out to vba hooks to define user functions)? pyxll seems to do what i would want (even claims numpy, ctypes, and cython support!), but the license seems very restrictive. if there is nothing better, it is probably the way to go. i might also check out the ironpython hook (http://www.ironpython.info/index.php/Interacting_with_Excel) and discoveryscript (http://www.xefion.com/discoveryscript.html). discoveryscript is free, but i think its license will also restrict redistribution (and the other products on the website are in the $500/licence range), so that might be problematic.

clyther

tool for generating opencl code directly from python, as an alternative to cuda and pycuda. might be a little alpha at the moment, but i should keep tabs....

ubuntu one

can't believe i haven't signed up for this yet. is there any downside? i guess i could use cryptoloop on all my machines that link to it if i'm paranoid about privacy. but that would prevent me from accessing files on the web.