Learning AWS Lambda and new serverless architecture

Today, I'm decided to learn and understand about serverless architecture. Amazon Web Services (AWS) have Lambda services that are easy to learn and simple to deploy.

You can learn more about AWS Lambda here .

My first ever AWS Lambda function (using Python 3.x runtime environment):

My test input to the above Lambda function is :

And finally, the output are :

Conclusion:

1. AWS Lambda provides a new way to deploy and run code on cloud infrastructure.
2. Currently, AWS Lambda provide Python, JavaScript (Node.js), Java and C# runtime.
3. The AWS Getting Started, User Guide, how-to, tutorials and documentations to learn AWS are easy to understand and useful.
4. TO-DO-NEXT : My next learning is to try out Google Cloud Platform (GCP) serverless product --> Cloud Function. 

Learning Blockchain 101 @ MaGiC Cyberjaya

Today, I am attending Blockchain DevCon at MaGiC, Cyberjaya.

The session is conducting by LuxTag ( http://luxtag.io/ ) - blockchain for luxury items.


Digital Signature
- is generated by the secret key (SK)
- is verified by the public key (PK)

sign(content, SK)

verify ( sameContent, signature, PK  ) 

Hash function, SHA256

Maximum Drawdown Ratios in R

“Maximum drawdown simply represents the most dollars in equity a strategy lost from any point to any point in the future. This figure is a candidate to replace standard deviation in the denominator of the Sharpe Ratio.”

Excerpt From: Chris Conlan. “Automated Trading with R.” iBooks.

PROGRAM HACKATHON DATA TERBUKA SEKTOR AWAM 2017

Yes ! Yes ! Yes ! We're selected.

High-Frequency Sharpe Ratio in R

Sharpe Ratio is a measure for calculating risk-adjusted return.

It is one of the best-known metrics for measuring investment strategy performance. It is specifically mean excess return divided by standard deviation of returns.

Sharpe ratio = (Mean portfolio return − Risk-free rate) / Standard deviation of portfolio return

In R language:

SR <- mean(Rt, na.rm=TRUE) / sd(Rt, na.rm=TRUE)

Generally, we want higher value of Sharpe Ratio as it is more attractive risk-adjusted value.

Notes : For a portfolio engaging in “zero risk” investment, such as the purchase of government bonds (with fixed-rate expected return or the risk-free rate), has a Sharpe ratio of exactly zero.

Plotting Simulated Equity Curve with R

Today, I'm learning how to plot Equity Curve in R language.

What is Equity Curve?
Equity curve is the trading account value plotted against time.

Randomly Generated Equity Curve