The winner of Optiver Prize is Meteorites (see photo on www.financeit.cse.unsw.edu.au ). The winners of IMC prize are 1. Eleven51, 2. Alvin's Friends and 3.Team Rocket. The industry sponsors were impressed by the quality of the presentations. Thanks to everyone for making it a success.
Hi All,
Here are the teams shortlisted for Optiver prize. Congratulations..!!!!
Teams will receive more details about the event.
<u></u>Hi,
The reams that are using the Alvin's Friend API, Do Not Use Future Dates when accessing as it tend to crash the server. It's unfair to the other team who use the API.
Dear All,
The report submission deadline is extended to Monday (29th) 7 p.m. for all teams
We will announce the selected teams for the Optiver prize tomorrow. They will get an extra 1 week extension for report submission, that is 5th June 7 p.m.).
Regards,
Madhushi
-Week 12 presentations will be given according to the same timetable as Week 10 (remember that there are two rooms booked),
-Week 12 report due Friday 7pm
Hi All,
Alvin's Friends had gone further and utilised Eleven 51's API in order to cater for both American and Australian Companies (pretty much simulating what we had before Yahoo Finance went down). Big thanks for them.
Example Request:
The rest of documentation is the same as their website which has been updated with v5 @ seng3f.ml .
Note: Do not recommend anyone to load test it since it hasn't been fully tested properly.
Hi All,
Eleven51 have developed an stock market data API which use almost the exact same format as the original CSE api. We appreciate the effort.
It's undocumented, but here is a brief intro of it.
http://api.kaiworship.xyz/cmp/DMP.AX/2011-01-01/2012-01-02
It contains Australia company data as well, if other teams want to use that data in their APIs or applications.
Dear All,
Alvin's Friends team has come up with a good alternative solution for accessing historical market data, using the data from Google Finance. The limitation is that Google API only works with American Companies and not the ASX.
Feel free to use this if it suits your application purposes.
Their API is available at: www.seng3f.ml .
Hi All,
As you already know, the CSE finance API is down (due to a problem in the Yahoo API), collapsing all the APIs that calculate returns.
We are grateful that the Team SeeSharp has come up with a temporary solution by collecting all the data they had in Cache.
SeeSharp home page provides information about the situation and companies that are accessible in their cache:
http://174.138.67.207/
You can use those data for the analytic application, at least for the time being.
Also, a new list of topic codes which may be useful is published on the resources at course page week 1.
Regards,
Madhushi
-Last mentoring session will take place today
-Feedback on Week 10 demos will be given
The requirements for the final demo and report have been uploaded (under Lectures Week 12).
-Week 10 presentations will be given according to the timetable
-Remember that there are two rooms booked, make sure you go to the correct room
-You are welcome to attend as many as presentations as possible
The selected teams are:
-Mentoring will happen at the normal time
-Feedback on Week 8 testing report will be given during mentoring session
-Next week's demos requirements and timetable have been posted under Week 10 lectures
-Mentoring will take place at the normal time on Wednesday
-Week 8 testing report due on Thursday 5pm
Web site URLs of all teams are now published under week 7.
Use them for testing and platform development.
A list of topi codes that are used for News API is posted under week 1 with API specifications.
As it is an excel file, you can download it, but may not be able to preview.
-Mentoring will take place in normal time
-Week 7 deliverable due this Thursday 5pm
-Week 8 deliverable has been posted
-Complete application spec has been posted
The specifications for the week 8 testing report requirements are published under week 7.
Analytics Platform Specifications are now available under Week 7.
Feel free to discuss with your mentor about any clarifications/feedback tomorrow at the mentoring session.
The marking criteria would be as follows:
1. Fixing up last deliverable w/ feedback + improvements/additions
2. (Documentation) Website update
3. GUI
4. Representation of Data/Output
Brief explanation about each criteria :
1. Fixing up last deliverable w/ feedback + improvements/additions - This involves incorporating feedback (if any) from the previous deliverable, adding extra functionality to your service, and making them publically available.
2. (Documentation) Website update - Align with the first criterion, make sure anything new is well documented!
3. GUI - Refers to the quality of the user interface i.e. is it obvious how to use it? is it aesthetically pleasing? Etc.
While it is not possible to create something perfect by the deadline, develop with the understanding and intention that you want someone to use your application.
4. Representation of Data - This is different from GUI and about how the data is visualised/displayed in a way(s) that are readable and useful to people.
Closing notes
We have left off the weightings in this document to keep you all on your toes.
Also know that whatever you have built for this deliverable, YOU WILL BE EXPANDING UPON IT, during the semester. So please keep that in mind with respect to how to develop your application (and your use of screen real estate).
Any questions about the contents of this document can go to
j.y.j.j.lau@gmail.com
Any questions about how to best meet the criteria should go to your mentor.
-mentoring will take place at the normal timetable time today
-mentors would be giving feedback about the deliverables in week four and week five
-specification about week seven deliverable will be posted today
Demonstration Schedule for Week 10 and 12 are available under Week 10, Lectures page.
Check the time slots assigned for your team and let your mentors know if there is any conflict.
This Wednesday, there is no mentoring. The programme is:
-2-3: Guest lecture by Suncorp
-3-4: Guest lecture by IMC
-4-5: Open session
Remember, 1st prototype due by Thursday 5pm.
Hi Teams,
I modified the example calculation table of API 1 spec appendix 6.2. The percentage of return is calculated by dividing the difference of prices by previous day price, as explained in introduction section 2 and table on page 2. But in the appendix, there was a mistake in the calculation of return(%), now it is fixed and updated.
For the teams working on News API,
If you are having syntax errors, when copy, paste and try from PDF specification, use this text file.
http://adage.cse.unsw.edu.au/Resources/SampleData/News/SampleNewsQuery.txt
In API 1 parameters for upper and lower windows (page 7) are updated to be positive numbers, so it is compatible with calculation on page 6.
In API 3 the output parameter 'date' is updated to be the last day of each month.
-Mentoring will take place during normal time
-Initial report and Web site due on Thursday
-Spec for Week 5 deliverable has been posted
The table describing parameters at section 5.2 was updated. There are 5 parameters.
Hi,
Following changes are done for API 1 and 3 specs.
Returns API: Updated the input parameters of upper and lower window of sample input.
Statistics API: Updated the URL and explanation of section 5.1, Included NT (norther territories) to the list of territories that can be used as input for the ABS Stat API, Fixed a typo in section 3 input parameter "category" - "OtherManucacturedArticles"
Hi Teams,
I published the API allocations for each team, in Lectures page under week 3. When there were multiple choices for the same API, a random allocation was done according to the preferences.
Another note - Some of you asked about the 1st requirement of your initial report due on week 4 - whether you should develop a stand-alone application as well. You all should develop a REST API, but if you can run it as a stand-alone application as well, it is fine. As 5th week deliverable, you can demonstrate the functionalities through a standalone module if REST API may require further work.
The return format of JSON file is updated to produce a list of InstrumentIDs and TopicCodes related to each news item.
-Check the mentoring timetable (under Lectures -> Week 3) and be sure you are on time
-During the mentoring session, discuss which API you want to tackle, preferably giving two choices.
-Look at Deliverable 1 spec which is due Thursday week 4. You will need to deliver a small report and have a team website up and running.
If there are any issues or if your team is not listed, let me know.
This takes into account various requests. If you are not on the timetable, please let us know ASAP.
-Guest lecture by Optiver
-Lecture on software components
-Open session (confirming teams, Q/A)
See Week 3 under Lectures. There are many teams that have not formed yet. Please ensure you do it as soon as possible.
This will take place on Wednesday 1 March between 2-4pm in Mathews 310