SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
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fancidev
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Joined: October 10th, 2011, 10:15 pm

Is this project going anywhere?

April 29th, 2012, 11:12 pm

Seems it's been more than 6 months' since the project was started and there has been no material contribution of code whatsoever. All I see is talking, talking, talking...Are we going anywhere?
 
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rmax
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Joined: December 8th, 2005, 9:31 am

Is this project going anywhere?

April 30th, 2012, 7:26 am

QuoteOriginally posted by: outrunVery true, expect that it's a collection of little projects, not "a project"How come *you* don't contribute? The project is not going to miraculously generate code by itself.Do not ask what the project can do for you. Ask what you can do for the project.
 
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Cuchulainn
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Is this project going anywhere?

April 30th, 2012, 9:10 am

QuoteOriginally posted by: fancidevSeems it's been more than 6 months' since the project was started and there has been no material contribution of code whatsoever. All I see is talking, talking, talking...Are we going anywhere?The people who started some of these projects are working in the 'background' (life goes on). For MC1 and FD2, these are two prototypes that you can use and give feedback. I am waiting on feedback!It's open-source (aka gratis), so..Have you actually downloaded any s/w or is it just a shot across the bows?The ball is in your court.
Last edited by Cuchulainn on April 29th, 2012, 10:00 pm, edited 1 time in total.
http://www.datasimfinancial.com
http://www.datasim.nl

Approach your problem from the right end and begin with the answers. Then one day, perhaps you will find the final question..
R. van Gulik
 
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engineerPhD
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Joined: December 15th, 2007, 12:36 pm

Is this project going anywhere?

May 25th, 2012, 6:10 am

I'm considering being active on this project. I know that sounds flaky, however I have very limited time and don't want to start something and then just disappear on you.In my eyes one of the problems is that it isn't easy to browse what has been started (MC), and therefore hard to simply 'dip your feet in' so to speak.I'm wondering if it would be beneficial if I collated/organised what you have and put it on Github? I'm sure I don't need to discuss the virtues of this, but it can be a good way to increase project activity and promote your own personal programming skills.What are people's thoughts? outrun? Cuchulainn?As I said I'm not promising I will do this - but it is a thought, and it might make a casual user/developer (like me) a bit more likely to make small contributions as time permits. [EDIT] Actually I didn't realise that it was available over SVN, which is good and may negate this need. However I do still like the thought of it being on Github - it seems that bit more public and easily allows people to make forks etc. which advances a project quicker IMHO
Last edited by engineerPhD on May 24th, 2012, 10:00 pm, edited 1 time in total.
 
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Cuchulainn
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Is this project going anywhere?

May 25th, 2012, 8:15 am

For my FD2 and MC1:1. People who can design and code PDE and MC models. (Numerical and finance savvy)2. Incremental software design using black-box, loosely coupled modules. The software must be customisable.3. Parallel programming.And I am using C++, C# and F#. It would be great to get people on board. Especially for PDE. We do not build libraries but we use libraries form others, e.g. Boost, .NET, Excel-DNA. So, exteme s/w skills are needed, it's more like doing maths and then a bit of plumbing.What kind of research do you do?
Last edited by Cuchulainn on May 24th, 2012, 10:00 pm, edited 1 time in total.
http://www.datasimfinancial.com
http://www.datasim.nl

Approach your problem from the right end and begin with the answers. Then one day, perhaps you will find the final question..
R. van Gulik
 
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engineerPhD
Posts: 6
Joined: December 15th, 2007, 12:36 pm

Is this project going anywhere?

May 28th, 2012, 7:19 am

QuoteOriginally posted by: CuchulainnWhat kind of research do you do?I suppose my background is in the area of signal processing, data analysis and simulation, and embedded systems. To be frank I want to work on this as a way of getting my feet wet in this application area to gain some sort of working knowledge.I typically program on linux or Mac using C++ and Python. Sometimes Matlab (rarely these days though).I'd actually love to start using F# (and perhaps C#), and concentrate on parallel/high performance stuff. However I'm not convinced the payoff for the time invested would be as great compared to being better with the more ubiquitous C++. I have toyed with Haskell, but I think (in my naive way) that F# would be more attractive to 'banks' as it may fit into the .net strategy that some seem to be keen on (going on knowledge of one fund and job adverts only!).What do you think?
 
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DavidJN
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Is this project going anywhere?

February 20th, 2013, 4:44 pm

Calling all hamsters... come forth and show yourselves!
 
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Cuchulainn
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Is this project going anywhere?

February 22nd, 2013, 9:45 am

Here is a C# project anywayshttp://www.datasimfinancial.com/forum/viewforum.php?f=196
http://www.datasimfinancial.com
http://www.datasim.nl

Approach your problem from the right end and begin with the answers. Then one day, perhaps you will find the final question..
R. van Gulik
 
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hamster
Posts: 216
Joined: October 12th, 2008, 3:51 pm

Is this project going anywhere?

March 12th, 2014, 12:15 pm

hello i am trying to jump in but dont know where to start.(1) how can I contribute? Is there a svn or git repo available for download?(2) are there maintainer who manages the repo?(3) what is the main language? I've seen comments about C++, C#, Matlab, ... (4) are there any external libs developer have to use (instead of writing own stuff)?(5) what is purpose of the code to develop? ("it's for finance stuff" is somewhat blurry)(6) are there targets written down what applications should be possible? (e.g. price a XYZ option, stress test a portfolio of ABC assets, etc.)(7) is there a development process defined? (e.g. Böhm's Spiral, Test Driven Development, etc.)(8) Are there common naming conventions agreed? (i.e. how to name methods, classes, functions, etc.)(9) are there features that have to be supported? (e.g. insertions/extraction operator for serialization, ect)i think it useful to write test scripts even before coding all the source code.
 
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Cuchulainn
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Joined: July 16th, 2004, 7:38 am
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Is this project going anywhere?

March 13th, 2014, 7:58 pm

Thanks for the feedback.At the moment members are doing other things. The site where the projects unfortunately passed away.Personally, I could contribute to a .NET quant project if there were also other contributors. If you are interested, I can elaborate.
Last edited by Cuchulainn on March 12th, 2014, 11:00 pm, edited 1 time in total.
http://www.datasimfinancial.com
http://www.datasim.nl

Approach your problem from the right end and begin with the answers. Then one day, perhaps you will find the final question..
R. van Gulik
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