Source code for NEW Workflow Qaunt Algo from Research Paper to Simulink to C CPP or FPHA HDL for HFT
Source code for NEW Workflow Qaunt Algo from Research Paper to Simulink to C CPP or FPHA HDL for HFT
Research paper in R: Here is why GotoBLAS2 may be the fastest C multi threading library over ATLAS, MKL, GPU, FPGA, and others
Research paper in R: Here is why GotoBLAS2 may be the fastest C multi threading library over ATLAS, MKL, GPU, FPGA, and others. I was just referred to this which shows GotoBLAS2 could be the fastest C multi threading library out there. http://www.tacc.utexas.edu/tacc-projects/gotoblas2 These claims come from a vignette where there is an […]
Crucial and many helpful R packages and research papers for finance and HFT with quant model, algo, and strategy example
Crucial and many helpful R packages and research papers for finance and HFT with quant model, algo, and strategy example Note none of these have NOT been verified or validated yet but don’t mind me, I feel like a kid in a candy factory with these! With Interactive Brokers and R: http://blog.fosstrading.com/2010/05/introducing-ibrokers-and-jeff-ryan.html http://cran.r-project.org/web/packages/IBrokers/vignettes/RealTime.pdf Implied volatility: […]