Digital Dave

Musings on projects, business and life.

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Jul 2, 2008

An Update! Breakout. Finance.

You might be happy to know that I am putting up an installer for Breakout Returns on the website.  I’ve been meaning to do this since, well, since I made it… But for some reason I just never got around to doing it.  Okay, I didn’t feel like fiddling with installers at the time.  The beast used to be around 23MB, but I spent the last hour knocking it down to 11.3MB.

It has been up on GameDev.NET and has had about 740 plays.

Download Breakout Returns

Well the ball has started rolling on this finance project.

I’m working with a finance professor here at Kansas State to do some research on momentum trading.  If you are not finance savvy, the method of trading resembles exactly what the word means.  It’s all about chasing returns.  This is probably one of the most confusing aspects of finance, believe it or not.   Does it really exist?  That’s the million dollar question.  Some of these research papers break out some long winded equations.  Others bring it down to more of an investor behavior.   And none of these papers are confident in their findings…

Anyway, that’s the boring stuff.

My role, beyond understanding the method of trading a little, is to write an application to help my professor study this stuff.  I still don’t have the exact details, but what I can say is that I get to deal with a massive amount of data.   We’re looking at daily, and monthly, data over the past 7 years to analyze.   Not, bad… Right?  Yeah, well, this is dealing with the over 4,000 companies.  So we’re looking at around 8,000,000 entries for the daily returns, and around 700,000 for the monthly returns.   Each of these entries will have around 5-10 things associated with them (stock price, ticker name,  daily return, volume traded, etc).

Obviously, the kudos points really come from developing a program to analyze this data fast and memory efficient.

I still haven’t decided on what language I’m going to write this in.  I need to find some comparisons on file reading, among other things, with java, c#, and C++.

I have a meeting with the professor next week so hopefully I’ll get to write some more detailed information.  Until then I’m writing a bunch of test/performance code to get an idea of what might work the best in terms of speed.

Category: academic, Coding

Tagged: , ,

  • Daniel

    Hey David, sad to hear the internship didnt work out. Portfolio appears to be pretty nice, I would however have a more direct link to it from this page. It’s pretty easy to miss.

    I’m personally working on a 2d shooter using xna in my spare time, its turning out decent, but still has a ways to go.

    I’d def look more towards Java and C# for this project you describe. The memory management would be a huge pain with C for something like this and theres great support for XML parsing using an SAX library or something similar with both C# and Java.

  • http://www.david-mcgraw.com david.mcgraw

    That’s actually not comforting to hear. I thought the link, with the button on the top right, was an obvious indication that a portfolio lied within.

    Hey, good luck on the XNA project. I just started to fiddle with XNA and I’m enjoying it so far. I’m about to write something simple.

    Yeah, I’m leaning toward C#. But I also need to get back up to speed with Java, so I might go that way since I’m messing with XNA.

  • Daniel

    I’m considering buying (myname).com to put my portfolio there when I get it. I would move your blog to blogspot or a subdomain if I were you. It’d be a lot easier for an HR person to see a video of one of ur games directly on the homepage with a direct link to your other projects/portfolio than the current form of navigation, unless you do a direct link.

    I’ve been forced to do mostly Java stuff for the psat 2 years at school and all summer at Cerner. C# was an extremely smooth transition and XNA isnt bad at all. I’m going to hopefully move to some 3d stuff during the fall, only thing that scares me a little bit is when/if I go to C and have to start worrying about memory management and all that jazz.

  • http://www.david-mcgraw.com david.mcgraw

    Yeah, I’ve thought about moving the portfolio to just the david-mcgraw, but I don’t really want to disturb those that regularly check up on what I’m doing with RSS feeders.

    That’s why I kept with the very short portfolio extension, and the quick link to the portfolio if HR ends up here (which should definitely be more clear to see now). Any resume that I distribute by hand will have the entire link http://www.david-mcgraw.com/pf for my portfolio, and all of the sites I list myself on have the http://www.david-mcgraw.com/pf link.

    So far the new portfolio seems to be working much better than just using this blog as my portfolio. I’m being contacted now.

    I would highly consider buying your name. Get it while it’s available. It costs next to nothing to just buy it.

    Yeah, Universities love their Java. In more ways than one. ;)

David McGraw

Founder of iGotIt Games. Trader. Runner. Warrior. Motivator.