{
  "id": 1101,
  "title": "Who's using R? Python? SASS? STATA? SQL? and what else?",
  "url": "/competitions/AlgorithmicTradingChallenge/discussion/1101",
  "author_name": "",
  "post_date": "2011-11-28T04:03:36.633Z",
  "votes": null,
  "comment_count": 17,
  "views": 21545,
  "content": "<p>I'm trying to decide which choice of language is most suited to use on this:</p>\r\n<p>At first glance R strikes me as best. But it would be neat to apply Python timeseries.</p>\r\n<p>One of my partners is learning timeseries in Python, and the other is experienced in R.</p>\r\n<p>&nbsp;</p>\r\n<p>What are people using?</p>\r\n<p>&nbsp;</p>\r\n<p>PS: R's easy-to-use graphing to visualize arbitrary slices of data doesn't really exist in other languages. How are you handling that?</p>\r\n<p>&nbsp;</p>\r\n<p>Thanks in advance,</p>\r\n<p>Stephen</p>",
  "messages": [
    {
      "id": "6822",
      "postDate": "11/28/2011 04:03:36",
      "content": "<p>I'm trying to decide which choice of language is most suited to use on this:</p>\r\n<p>At first glance R strikes me as best. But it would be neat to apply Python timeseries.</p>\r\n<p>One of my partners is learning timeseries in Python, and the other is experienced in R.</p>\r\n<p>&nbsp;</p>\r\n<p>What are people using?</p>\r\n<p>&nbsp;</p>\r\n<p>PS: R's easy-to-use graphing to visualize arbitrary slices of data doesn't really exist in other languages. How are you handling that?</p>\r\n<p>&nbsp;</p>\r\n<p>Thanks in advance,</p>\r\n<p>Stephen</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "6825",
      "postDate": "11/28/2011 04:08:23",
      "content": "<p>I'm using python, just numpy and scikits.learn no stats or timeseries packages yet. It clearly isn't working too great. I think if I knew R better I'd be able to very quickly iterate through many modeling possibilities; python is a bit laborious.</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "6828",
      "postDate": "11/28/2011 06:12:26",
      "content": "<p>R mainly, and c&#43;&#43; for some ideas that have not yet proven worthwhile:)</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "6834",
      "postDate": "11/28/2011 13:11:44",
      "content": "<p>I think R is a lot easier to learn &amp; work with compared to Python</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "6835",
      "postDate": "11/28/2011 13:13:08",
      "content": "<p>I do my data pre-processing in MS SQL Server (2012 Release Candidate 0) and use R to call bits of data from SQL and load back results into SQL.</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "6836",
      "postDate": "11/28/2011 15:10:39",
      "content": "<p>I am using Python</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "6862",
      "postDate": "11/29/2011 17:24:43",
      "content": "<p>I use python, too.</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "6886",
      "postDate": "11/30/2011 23:11:36",
      "content": "<p>Sql Server for data processing <br>\r\nand R for the models</p>\r\n<p>Quick tip: If you are considering using a DB, junk Mysql in favor of the free microsoft product (I'm learning too but this is what I learnt first)</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "6889",
      "postDate": "12/01/2011 02:01:50",
      "content": "<p>Can you elaborate on why you don't like MySQL.....not trying to start a religious discussion here but curious what short comings you see.\r\n</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "6902",
      "postDate": "12/01/2011 20:51:17",
      "content": "<p>Don't know SQL Server, but in some other work I've done I found postgres was much better than MySQL. Postgres seemed more of an enterprise class database capable of handling high volumes of data - MySQL seemed to get worse with higher volumes.</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "7003",
      "postDate": "12/07/2011 22:16:26",
      "content": "<p>Python&#43;mysql for me</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "7020",
      "postDate": "12/08/2011 18:22:53",
      "content": "<p>What about MATLAB, is it fit to do such sort of work or R is better?</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "7095",
      "postDate": "12/13/2011 06:16:16",
      "content": "<p>I coded up a prototype in Octave for some data visualization and linear regression. It was quick to write, but execution turned out to be painfully slow. I am probably doing something wrong (started learning Octave just a few weeks ago). In the end, I got\r\n impatient and rewrote the regression code in C&#43;&#43;. Took longer to write, but the running speed is great. An RMSE of 0.79 in 45 seconds. This on a Dell laptop from 5 years ago.</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "7103",
      "postDate": "12/13/2011 18:04:15",
      "content": "<p>For this particular competition, it seems to me you need the capability to do an awful lot of what-if exploration and visualization of derived features, hence R has the edge.</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "7293",
      "postDate": "12/17/2011 21:39:46",
      "content": "<p>C&#43;&#43; will certainly beat MATLAB and R in speed of execution.</p>\r\n<p>Stephen, I do not think I understand what you mean :) Why R has an edge over MATLAB in what-if? Also, their graphics capabilities are around the same.</p>\r\n<p>I use both MATLAB and R on rather beginning level (grad school projects), I know C&#43;&#43; at adv level. I am not running for this particular competition, I just would like to solicit an opinion from experienced guys if I should concentrate on MATLAB or R for\r\n pattern recognition /&nbsp;data mining of financial data.</p>\r\n<p>Sorry for intruding, I thought my question is related to the OP's.</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "7696",
      "postDate": "01/05/2012 22:12:47",
      "content": "<p>Wolfram Mathematica 8 :-) option to compile to C&#43;&#43; for speed, out of the box parallel features, remote kernel and grid support, symbolic computation support, and amazing algorithms and visualizations built-in.</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "7717",
      "postDate": "01/06/2012 10:10:25",
      "content": "<p>[quote=Stephen McInerney;7103]</p>\r\n<p>For this particular competition, it seems to me you need the capability to do an awful lot of what-if exploration and visualization of derived features, hence R has the edge.</p>\r\n<p>[/quote]</p>\r\n<p>&nbsp;</p>\r\n<p>For speed of development and visualistion capabilities, Wolfram Mathematica 8&nbsp; is hard to beat.</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "8057",
      "postDate": "01/11/2012 05:44:39",
      "content": "<p>In my experience I have found MySQL to be extremely slow when there is a lot of data. Adding indexes helped a lot but when I switched to SQL - SERVER I found it to be much faster even without the pain of creating indexes.</p>",
      "rawMarkdown": "",
      "votes": null
    }
  ],
  "comments": [
    {
      "id": 6825,
      "author_name": "jacobj",
      "author_url": "",
      "post_date": "11/28/2011 04:08:23",
      "content": "<p>I'm using python, just numpy and scikits.learn no stats or timeseries packages yet. It clearly isn't working too great. I think if I knew R better I'd be able to very quickly iterate through many modeling possibilities; python is a bit laborious.</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 6828,
      "author_name": "dejavu",
      "author_url": "",
      "post_date": "11/28/2011 06:12:26",
      "content": "<p>R mainly, and c&#43;&#43; for some ideas that have not yet proven worthwhile:)</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 6834,
      "author_name": "sashikanthdareddy",
      "author_url": "",
      "post_date": "11/28/2011 13:11:44",
      "content": "<p>I think R is a lot easier to learn &amp; work with compared to Python</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 6835,
      "author_name": "sashikanthdareddy",
      "author_url": "",
      "post_date": "11/28/2011 13:13:08",
      "content": "<p>I do my data pre-processing in MS SQL Server (2012 Release Candidate 0) and use R to call bits of data from SQL and load back results into SQL.</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 6836,
      "author_name": "dirknbr",
      "author_url": "",
      "post_date": "11/28/2011 15:10:39",
      "content": "<p>I am using Python</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 6862,
      "author_name": "iamivo",
      "author_url": "",
      "post_date": "11/29/2011 17:24:43",
      "content": "<p>I use python, too.</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 6886,
      "author_name": "pidtis",
      "author_url": "",
      "post_date": "11/30/2011 23:11:36",
      "content": "<p>Sql Server for data processing <br>\r\nand R for the models</p>\r\n<p>Quick tip: If you are considering using a DB, junk Mysql in favor of the free microsoft product (I'm learning too but this is what I learnt first)</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 6889,
      "author_name": "leazar",
      "author_url": "",
      "post_date": "12/01/2011 02:01:50",
      "content": "<p>Can you elaborate on why you don't like MySQL.....not trying to start a religious discussion here but curious what short comings you see.\r\n</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 6902,
      "author_name": "mcee25312",
      "author_url": "",
      "post_date": "12/01/2011 20:51:17",
      "content": "<p>Don't know SQL Server, but in some other work I've done I found postgres was much better than MySQL. Postgres seemed more of an enterprise class database capable of handling high volumes of data - MySQL seemed to get worse with higher volumes.</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 7003,
      "author_name": "bvds5431",
      "author_url": "",
      "post_date": "12/07/2011 22:16:26",
      "content": "<p>Python&#43;mysql for me</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 7020,
      "author_name": "vincegata",
      "author_url": "",
      "post_date": "12/08/2011 18:22:53",
      "content": "<p>What about MATLAB, is it fit to do such sort of work or R is better?</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 7095,
      "author_name": "anlthms",
      "author_url": "",
      "post_date": "12/13/2011 06:16:16",
      "content": "<p>I coded up a prototype in Octave for some data visualization and linear regression. It was quick to write, but execution turned out to be painfully slow. I am probably doing something wrong (started learning Octave just a few weeks ago). In the end, I got\r\n impatient and rewrote the regression code in C&#43;&#43;. Took longer to write, but the running speed is great. An RMSE of 0.79 in 45 seconds. This on a Dell laptop from 5 years ago.</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 7103,
      "author_name": "smcinerney",
      "author_url": "",
      "post_date": "12/13/2011 18:04:15",
      "content": "<p>For this particular competition, it seems to me you need the capability to do an awful lot of what-if exploration and visualization of derived features, hence R has the edge.</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 7293,
      "author_name": "vincegata",
      "author_url": "",
      "post_date": "12/17/2011 21:39:46",
      "content": "<p>C&#43;&#43; will certainly beat MATLAB and R in speed of execution.</p>\r\n<p>Stephen, I do not think I understand what you mean :) Why R has an edge over MATLAB in what-if? Also, their graphics capabilities are around the same.</p>\r\n<p>I use both MATLAB and R on rather beginning level (grad school projects), I know C&#43;&#43; at adv level. I am not running for this particular competition, I just would like to solicit an opinion from experienced guys if I should concentrate on MATLAB or R for\r\n pattern recognition /&nbsp;data mining of financial data.</p>\r\n<p>Sorry for intruding, I thought my question is related to the OP's.</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 7696,
      "author_name": "gr3gk1",
      "author_url": "",
      "post_date": "01/05/2012 22:12:47",
      "content": "<p>Wolfram Mathematica 8 :-) option to compile to C&#43;&#43; for speed, out of the box parallel features, remote kernel and grid support, symbolic computation support, and amazing algorithms and visualizations built-in.</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 7717,
      "author_name": "imagedoctor",
      "author_url": "",
      "post_date": "01/06/2012 10:10:25",
      "content": "<p>[quote=Stephen McInerney;7103]</p>\r\n<p>For this particular competition, it seems to me you need the capability to do an awful lot of what-if exploration and visualization of derived features, hence R has the edge.</p>\r\n<p>[/quote]</p>\r\n<p>&nbsp;</p>\r\n<p>For speed of development and visualistion capabilities, Wolfram Mathematica 8&nbsp; is hard to beat.</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 8057,
      "author_name": "pidtis",
      "author_url": "",
      "post_date": "01/11/2012 05:44:39",
      "content": "<p>In my experience I have found MySQL to be extremely slow when there is a lot of data. Adding indexes helped a lot but when I switched to SQL - SERVER I found it to be much faster even without the pain of creating indexes.</p>",
      "votes": null,
      "replies": []
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