There are three main resources I’ve been using to teach myself Objective-C, Cocoa Touch and iPhone programming:

• The iPhone Developer’s Cookbook by Erica Sadun
• The lecture videos from Stanford’s class on iPhone development
• The podcasts available on OS 3.0 from ADC (Apple Developer Connection; only available to registered iPhone developers)

The cookbook is excellent as a reference, and as a human-readable, easy-analogy alternative to the lecture slides.
The class itself holds your hand with their assignments, and I have been slowly builing up my Obj-C development skills through their carefully thought-out assignments.

Finally, the ADC videos provide an excellent window into what iPhone OS 3.0 can do, and code samples to help you start actually doing it.

Now, you may be asking, “that’s all fine and good, but where do the LOLCATS come in?”

SO, you only need look at someone and you can quickly make an assessment if they’re an apple or a PC person.  Apple’s TV marketing depends on it.  But I would like to argue that you need only look at their EDUCATIONAL SLIDE MATERIAL to make the same assessment.

Sure, this isn’t from WWDC, but this is on iTunes to help people understand how to use iPhone OS 3.0.  If I wasn’t a Mac convert before, this truly would have made me a believer:

Brilliant.  Bloody fucking brilliant.

I am in the midst of a trial of the TradeStation platform.  It is a wonderful system that allows you to quickly develop your own trading strategies, and then backtest them against historical data.  TradeStation will then create a Performance Report that shows you everything from your win/loss ratio to your Equity performance graph (showing how your initial capital grows/shrinks over time).

It seemed perfect for what I needed — except.  Except they don’t have historical options data.  They do have six months worth of historical options intraday data for NON-expired options.  But it doesn’t do you much good if you’re trying to backtest an option trading strategy based in front-month contracts only.

So, I am cobbling together a solution that is full of hacks and workarounds.  And I am discovering the beauty of using VBA macros in Excel in order to sew said hacks together.  John Walkenbach’s book at right is helping me do it.

I never really appreciated VBA.  Sure, I tried it in college during my days in the New Media Lab, and I knew many people utilized it for tactical matters, but as a former C#/.NET developer, I was far too “good” for anything as low as VBA.  But VBA is quick, dirty, simple, and plugable.  You can manipulate your data in the very spreadsheets that data sits in.  And it’s easy to get Excel — and that’s all you need to have to access their VBA editor, debugger and help documentation.  Not so for C#, which requires the highly computer-intensive, and wallet-draining, Visual Studio (although there is a free alternative).

But all of this hacking and sewing is really not what I want to be doing, educational though it may be.

Does anyone know of a good backtesting system with both the features and the historical data needed to do option backtesting?

I am FLOORED by the Bloomberg platform, and thrilled to finally have a terminal to call my own.  There are two particularly impressive areas: (1) the customer service Bloomberg provides to users of its terminal, and (2) the platform itself, in areas like my portable, “Bloomberg Anywhere” card that reads my finger print and logs me in by holding the card up to the screen and scanning.

To learn more, I’ve picked up “Bloomberg by Bloomberg” from the Brooklyn Business Library.  It is full of quotables, but here are two on the theme of agile development that struck me:

Start with a small piece; fulfill one goal at a time, on time. Do it with all things in life. Sit down and learn to read one-syllable words. If you try to read Chaucer in elementary school, you’ll never accomplish anything.

Life, I’ve found, works the following way: Daily, you’re presented with many small and surprising opportunities. Sometimes, you seize one that takes you to the top. Most, though, if valuable at all, take you only a little way. To succeed, you must string together many small incremental advances–rather than count on hitting the lottery jackpot once

What is so fascinating to me is that Bloomberg’s methodology is essentially Scrum — but he was doing it before there was such a thing!  Recall, Bloomberg L.P. was started in 1981, and Scrum only has its roots in the paper by Hirotaka Takeuchi and Ikujiro Nonaka (and their paper, “The New New Product Development Game“). Who’s to say that Toyota was the only innovator in this realm?

In reading Bloomberg’s autobiography, it’s clear that the build, review with users, revise, review with users, revise, repeat, was also crucial to advancement at Bloomberg.

The lesson, though, is clear.  Break it up, start small, and be flexible.