<t>In regards to an earlier poster: I think it is quite often the case that people just blindly throw one of a selection of "exciting" ML algorithms at a problem...e.g. I have seen a lot of excitement recently on a couple of programming forums, where people have "rediscovered" evolutionary algorithm...

The great statistician George Box is quoted as saying: "All models are wrong, some are useful". It's amazing how often this truism is forgotten!

Either Ruby or Python. I personally prefer Ruby, but Python seems to have more momentum behind it at the moment.

<t>They use the underlying COM APIs (I think it is the SSL COM API) to get the data, I believe...you can retrieve real-time data using RtGet() and historical time series data using DtHistory(), IIRC. So yes, I think you can contribute, subscribe to real-time data, and historical data all from an Exc...

<t>As the previous poster said, you will probably want to use the RFA API. Its actually quite straightforward - I wrote C++ adapters for R for both real-time (RFA) and historic time series (SFC) data. Note that SFC will probably disappear sometime in the future, and the RFA API will handle both real...

<t>I used this last year when researching some data for a research project. I found it to be very good - its like Amadeus or similar systems, however CapIQ is nice in that it allows you to drill down into the financial statements by clicking on individual measures, so you can see exactly how they ha...

<t>I use Eclipse every day, and have done so for the past five years or so. I'm also a long-term VS user, and whilst VS has come a long way, there are certain features that I take for granted in Eclipse that are still missing from VS. It's an extremely powerful (although somewhat bloated these days)...

Not being funny, but you seem to have picked a very inappropriate time to come to London to resurrect your career...

<t>R is a virtual standard in statistical analysis tools. Most stats researchers for the last 10 years or so have been doing their published analysis in R or S/Plus. It is certainly worth learning - it has a nice quasi-functional language interface, a huge array of libraries, and a very straightforw...

<t>QuoteAs to whether the best way to mastrering other languages is by learning C first - I very much doubt that (everybody's brain is wired differently of course). Clearly if you already know C, it won't hurt you - but the time required to learn it, instead of just starting with C++, might not be w...

<t>Actually , these are the specific lectures (the original ones by Abelson and Sussman), although you'll find a lot of other courses based on the textbook and content from this original coursehttp://swiss.csail.mit.edu/classes/6.001/abelson-sussman-lectures/These lectures were actually filmed for a...

I'm very interested in DSLs. If you've ever watched the video lectures for the MIT SICP course, you'll see that they advocate DSLs as a favoured solution, citing a couple of examples.

<t>I think this question has been asked here previously at some stage, you might be able to find an answer by searching the forum...Otherwise, I'm not altogether sure how you can *efficiently* save tick data from PPP. I just use it for time series imports, and use the lower-level RFA API from C++ or...

Have you tried gretl?http://gretl.sourceforge.net/

It's very easy to call the R API directly from C/C++ - a lot of R extensions do this. Just include the relevant R header files. All the information you need is in the "Writing R Extensions" document on CRAN.