Perl's Pegex Module: a great way to parse files by creating grammars

We recently came across Pegex and found it to be an interesting module for parsing text data. Instead of using regular expressions directly, the user can write a grammar for the data to be parsed. The data can be automatically converted to a native Perl object or, if the user desires, it's possible to use actions to handle the grammar while parsing using a Pegex::Receiver class.

Pegex uses the type of grammars called Parsing Expression Grammars (PEG), which is an unambiguous form of writing a grammar. Each parsed string will in effect have a single valid parse tree. Since Pegex conver…

Technical Analysis in Finance using PDL - An Introduction.

In early 2013 I came across PDL and was surprised at its quality and applicability to large data sets which exist in the finance/trading world if you consider intra-day data which is stored tick by tick. You can easily run into 100,000 or more ticks in a few hours and tools like R and Excel become really slow for performing complex analysis and researching models.

I finally found time to learn PDL and to learn to use it to perform ="http://en.wikipedia.org/wiki/Technica…