My NY resulution for 2015 was to learn c++ from the basis to write little applications. My aim is to write an application at the end of the year that can parse 3d models (e.g. obj) and apply some catmull clark subdivision to it. I'd then like to view the 3d model using open Gl. Hope this will turn out well. Until I am finally able to do something like this, I'll post my code experiments here, with the hope that somebody else can use it for their own projects. :D
- First week of January: I bought myself a video training by Galileo Computing and a book. I learned about variables, functions etc.
- Second week of January: I've installed an app on my tablet to practice the things I learn in my video course by answerting questions and watching youtube videos. Secondly I found the webpage cprogramming.com I've done their exercises on creating a pascal's triangle solver. See this link: http://www.cprogramming.com/challenge.html
- February, March and April: I decided to stick with Sololearn and not only the video training by Galileo Press because I felt limited only using this. I've written some algorithms to calculate Pi. In a way I liked the MC method best, but I also tried around with Gauss and Leibnitz. For testing purpose also downloaded the BBP alogorithm. However I like the Monte Carlo method best, despite the fact that it's not very performing and accurate. For the next weeks I'd like to to do a bit more of the Monte Carlo stuff like calculating the value of risk. It will require reading .csv files, my video training will probably come in handy, but I'd like to try first. My brother has attended a c++ course by integrata. I'll check his excellent information. I hope they will supercharge me and boost my skills. :D My goal is still to create a simple raytracer, that's why I think that sticking with Monte Carlo in 2d and other fields can't be a bad idea.
- I spend a looong weekend in Rome, nevertheless I continued working on my Value at Risk Calculator. I started with 2 variations of a hostrical value at risk calculation. This was good to get used to statistics terms etc. I've learned to use filestreams, creating casts and had some practice with while loops etc. I had to do many revisions, as I had different books and online ressources showcasing different methods. So far I haven't created a Monte-Carlo-Sim. This is something for next weeks.
- The last two weeks I've worked on an application to calculate prices for European options. For now I used the Black Scholes formula for non-divend paying stocks. The most challenging part was two get the interface working, as I was using gtk. Looking back, it would have been more clever, if I used QT.The implementation of the formula itself was easy. I plan to share the code here soon. What I improved during this week: data type conversion, creating easy to use gui, converting European number input to international, using handlers. I've organized my code in classes as well. I'd like to extend this application using MC methods (see 4), support for dividend stocks and more. Last weekend I experimented with my new 3d printer, so I had less time for coding :D . I've done three excersises for drawing triangles on the screen nothing fancy, but fun to code. This week I hope to experiment with the yahoo finace api and storing historical prices in an array. If I come up with a stable solution, I'll integrate this to my option pricing tool to suggest volatility using historical data. With this little "piece" I hope to get myself more used to efficient ways of error handling. If I find the time I'll start with the MC sim.