Monthly Archives: May 2015

My PostGres SQL Trading Database DDL Schema

My PostGres SQL Trading Database DDL Schema

Here is the current and first version of it to be loaded into PostGreSQL trading ddl postgres sql

This is the needed for my entire trading ut this will be tweaked to make it efficient. It is a lazy persons person for testing at the current moment.

You should use a dcent low cost front client like RazorSQL to interface with PostGres  http://razorsql.com/

Source code for Custom risk management tools Beta Kelly Criterion Position weighting

Source code for Custom risk management tools Beta Kelly Criterion Position weighting

This is reference to this posting on my blog and video

http://quantlabs.net/blog/2015/05/custom-risk-management-tools-beta-kelly-criterion-position-weighting/

The code is here:

riskmanagement