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       / ======================== / fri.may.20030502 / ======================== /
       Dear friends of CoSy
        Time marches on ; CoSy gets ever more powerful .
        I often feel dragged by what I see is possible -- or necessary ,
        when a more conventional path would be much more comfortable .
        But , I guess that comes with the territory and I'm addicted to
        the view . ( See  CoSy/Life  )
        Here are links to the branches of my recent activities :
      / ------- / 
      • TradeSpeed "Speed of Thought" Quantitative Analytical Applications
        and Trading Systems Development .
          Working with Scott Gordon and Jeanne McConnell of JTM Associates , we developed and demonstrated an environment integrating the "NoteComputing" environment of K.CoSy with Kx's Kdb and "Tick and Quote" systems . click for full screen
          In Scott's words , this marriage creates "the highest performing, most technologically advanced, most intuitive strategic investment management analytical applications and trading system."

          Here's a screen showing the nature of the environment ( click to enlarge ). The CoSy Job window `.CoSy.Kdb on the left provides the critical "NoteComputing" interface . In the `text window , a line has been executed in Kdb ( by tapping ctrl_q ) selecting average price , etc , in 5 minute buckets from a model 'tic' data base Evolved from a script created by Danny Moore of First Derivatives New York office . ( peeking out on the upper right ) . The line is repeated in the variable `l and the result virtually instantly in the variable `r . The notebook character of the CoSy environment is apparent . A "day line" has been inserted ( by tapping f12 ) showing this work was being done back on March 12th . Without going into details , several other lines do such things as select first and last prices and volume , and something I find particularly interesting , delta dollars or cash flow over selected time buckets . These lines are in Ksql Structured Query Language and are clearly pretty readable . The first couple of lines below the dayline are in the K language itself in which both the Ksql vocabulary and the CoSy vocabulary are defined . These lines were executed by tapping the f7 key . While Ksql is very powerful within its domain of ordered relational data ( a super set of SQL ( which suffers from having no notion of order ) ) , K is among the most powerful general purpose notations for expressing complex structures and algorithms . An example of the sort of problem which will yield to K.CoSy is the Conic All Connect below .
          The Trade Speed environment was created in about 30 working days over a month and a half , by far the greatest portion of which was spent gaining a basic mastery of Ksql with the excellent support of Danny Moore in the New York office and everybody whereever at First Derivatives , the global marketing and support partner of Kx .

          Please contact Scott and Jeanne to arrange to see this environment for yourself .

      • I have also found it very useful and interesting to attend the weekly Mathematical Finance Seminars organized by Marco Avellaneda and his colleagues at NYU Courant Institute . The math is at the very edge of my knowledge . The world of APL and K are totally finite data based ; Generalities from functional analysis like measures on continua are far from everyday thoughts . I learned most of my math sitting in on courses and hanging around mathematicians in my later years an NU , and I've found that eventually the major ideas connect themselves . I found out about the series from a link on Island ECN which in turn is a customer of Kx . Island is at the front of a revolution which reminds me of advent of sonar for the sport fisherman . Island displays the bid/ask limit books on the instruments they trade . Awesome .

      • The great Small Cap conference host , whose frendship I will always appreciate , John Westergaard , passed away this winter . See CoSy/Home#WallSt for more .

      • Taxes

      • Liberty
          I have been told many times that business and politics should never be mixed .
          But that's not reality . CoSy is about the Business of Life , and Politics is the business of the legitimized application of force in our lives . The Coalescing Global Nanny Police State is by far the most dangerous and generally parasitic force in our lives . See CoSy/Liberty for commentary and actions concerning :
          • The extension of US War on (some) Drugs to the herb that made America .
          • US entanglement in Religious War ; The first clause of the US First Amendment , Truth , Global Democracy and Law be damned .
        • On April 16th I did an hour with James Yan on his Manhattan Neighborhood Network call-in cable TV show Earthling Network discussing , generally , the role of the UN .
          I took along the couple of volumes of Winston Churchill's 4800 page , 12 books in 6 volume memoirs of World War 2 which I was just finishing containing the origins of the UN and his disappointment with its non-regional-hierarchical structure .
        • Note that I am available to speak on "The Logic of Liberty" to your organization .

      POSSIBLE :
      Bob A
    Ultimate Executive NoteComputer
    Note : I reserve the right to post all communications I receive or generate to CoSy website for further reflection .

    Contact : Bob Armstrong ; About this page : Feedback ; 212.285.1864
    Coherent Systems / 42 Peck Slip 4b/ New York NY 10038.1725
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