Daily Archives: December 22, 2011

Twitter Updates for 2011-12-22

Looking for a quant job? You may want to read this to filter out the bad ones: http://t.co/TTOeF1Qp # Java vs C++ performance debate: http://t.co/1cGzcv2P # New blog post: How to avoid the quant/developer black hole http://t.co/Gp5gxMz1 # New blog post: IS the only disadvantage of ZeroMQ which does not give you low latency for…

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Why use other services for real time market data when you can get Yahoo Finance for $14/month? Or Google FInance?

Why use other services for real time market data when you can get Yahoo Finance for $14/month? Or Google FInance? Fck! What a mess some of these market data providers are. They are either slow, prepay this, or want to know your life. My answer is … screw it. I am going with Yahoo Finance…

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Why is Esignal so expensive and with this higway robbery for API connections if it does not work? Does not make sense?

Why is Esignal so expensive and with this higway robbery for API connections if it does not work? Does not make sense? Here is another chat with an Esignal rep:       Scott – Interactive Data has joined this session!   Connected with Scott – Interactive Data. Your Reference Number for this chat is…

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How to avoid the quant/developer black hole

How to avoid the quant/developer black hole This was sent to me by someone on my Google +1 http://quantjob.blogspot.com/2011/12/how-to-avoid-quantdeveloper-black-hole.html This article is actually quite good to filter out the shi*tty jobs out there. Interesting read. However I do not agree on the PERL argument. HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW…

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IS the only disadvantage of ZeroMQ which does not give you low latency for HFT?

IS the only disadvantage of ZeroMQ which does not give you low latency for HFT?   Being part of Linked In group discussion, this came up: 0mq has one disadvantage IMO (I can be wrong because I am not an expert in 0mq). It can not utilize “user space TCP/IP” stack implementations of a a…

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More info on Java vs C++ debate for HFT performance with Java JIT compiler including IBM Websphere

More info on Java vs C++ debate for HFT performance with Java JIT compiler including IBM Websphere It looks like it is part of IBM Websphere solution but here are some of other links: http://publib.boulder.ibm.com/infocenter/realtime/v1r0/index.jsp?topic=%2Fcom.ibm.rt.doc.10%2Frealtime%2Frt_jit.html http://www.gnu.org/software/dotgnu/libjit-doc/libjit_3.html http://docs.oracle.com/javase/1.3/docs/tooldocs/win32/java.html http://docs.oracle.com/javase/6/docs/api/java/lang/Compiler.html   HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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Quant development: Links on JNI for this wierd debate on who is faster C++ or Java. Needed to know for HFT uses

Quant development: Links on JNI for this wierd debate on who is faster C++ or Java. Needed to know for HFT uses I keep reading about this C++ versus Java performance debate. They always go one about JNI so here are some better articles about it the use of it. http://www.javaworld.com/javaworld/javatips/jw-javatip17.html http://home.pacifier.com/~mmead/cs510jip/jni/ Also, other mention…

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Bank of India -Excellent Short Sell Opportunity

Bank of India -Excellent Short Sell Opportunity Bank of India is giving a good short term short sell opportunity. The stock has broken out downwards from a rising wedge pattern on its weekly charts, as on 16-12-11, with a rise in volume. Trad…   – ya buddy, u r right…     HOW DO YOU…

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Jointly modelling interest rates and equity returns with these quant analytics

Jointly modelling interest rates and equity returns with these quant analytics Does anybody know of a parsimonious model to jointly generate timeseries of asset classes (say monthly returns of equity indices and government bonds), that allows for varying correlation between the two asset classes over time? I am looking for something that can be calibrated…

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Logistic regression for quant analytics

Logistic regression for quant analytics While selecting the model for logistic regression, it is observed that the removal of particular variable x from the model improves the accuracy significantly but does not reduce the residual deviance as compared to the case in which all variables are considered. How to tackle this?   –    …

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