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Twitter Updates for 2012-05-18

View CommentsWritten on May 18th, 2012 by caustic
Categories: Uncategorized

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Twitter Updates for 2012-05-18

View CommentsWritten on May 18th, 2012 by caustic
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Youtube video on How to populate a highly scalable NOSQL Redis database from Java with source code

View CommentsWritten on May 18th, 2012 by caustic
Categories: Quant Development
Tags: , , , , , , , , ,
Youtube video on How to populate a highly scalable NOSQL Redis database  from Java with source code Some links to you out: Usage: https://github.com/xetorthio/jedis Download the JAR: https://github.com/xetorthio/jedis/downloads Learn more on how I do http://quantlabs.net/membership.htm YouTube Preview Image

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New R blog created on how to do a model, algo, strategy for HFT High Frequency Trading

View CommentsWritten on May 18th, 2012 by caustic
Categories: HFT High Frequency Trading, Quant Development, R
Tags: , , , , , , ,
New R blog created on how to do a model, algo, strategy for HFT High Frequency Trading See here at http://quantlabs.net/r-blog/

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Will Facebook save the market?

View CommentsWritten on May 18th, 2012 by caustic
Categories: Stock News and Tips
Tags: ,
Will Facebook save the market? Thoughts? -- I would vote no. I think the focus is solely on the European debacle. If Greece leaves the EU and there is going to be a similar move like we saw last year. Facebook's a nice story buy it doesn't have any real weight to carry the market -- True. This ia a fickle market. -- Since this is such a headline driven market and we're near a psychological low, 1300 SPX, maybe Facebook will renew bullish enthusiasm and help reverse the down trend Thoughts? -- Can Facebook's Debut Survive Such a Volatile Market? 12 hrs ago - CNBC.com For Facebook to live up to its larger-than-life public image, it will have to withstand a broader stock market where the overwhelming pressure is heading downward. The Facebook [ FB 38.00 +0.00 (+0.00%) ] bet then—at least for investors willing to take a stab at the company whose initial public offering goes online Friday—is that the shares can rise even if the market falls,and perhaps even create its own momentum that lifts all of Wall Street higher.

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Why bad multiples happen to good companies

View CommentsWritten on May 18th, 2012 by caustic
Categories: Stock News and Tips
Why bad multiples happen to good companies mckinseyquarterly.com A premium multiple is hard to come by and harder to keep. Executives should worry more about improving performance. -- It often happens that less-than-large-cap companies that are not widely followed by Wall Street research can have significantly lower multiples than their larger cap (and less well-run) competitors. So, too, can good, well-run companies in industries that are out of favor with investment pundits generally have surprisingly low multiples. All the more reason why investors would do well to have a range of sources (in addition to their own investigations) for investment ideas.

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Quant Opinion: Euro faces Armageddon as Greece return to Polls and Socialists take office in France

View CommentsWritten on May 18th, 2012 by caustic
Categories: Quant Opinion
Tags: , , , , , , , ,
Quant Opinion: Euro faces Armageddon as Greece return to Polls and Socialists take office in France freshbusinessthinking.com By Jason Gaywood, director at currency specialist HiFX Last ditch attempts to form a coalition government in Greece have now officially failed as the country now faces a re-run of elections next month. Meanwhile, as President... -- Eventually there has to be a time when fear starts to turn to complete panic for the Eurozone and that time may be rapidly approaching. Greece has signified that elections have to be re-run in June on the back of its inability to form an acceptable Government but what it will achieve is difficult to comprehend bar it becoming a referendum for the Greek people on whether they exit or stay in the Euro. Someone now and quickly has to take the situation by the scruff of the neck and say enough is enough with Greece having to make, forced or unforced, a hasty retreat from the single currency mechanism and getting back to sorting its own economy out or this will continue to drag on to the detriment of all. French President Francois Hollande eventually made it to Berlin yesterday afternoon, after his plane was hit by lightning (does that tell us something?) for his bilateral talks with German Chancellor Merkel. They seemingly putting their war of words behind them for now with early indications showing that there was talk about how to resolve the Greek problem and stick with them but how many times have we heard this from European Politicians over the past years? The Euro has fallen to levels where in reality it should be on the exchanges as the flight to the safe haven status of the dollar, and to some extents sterling on the back of Government stability and its intentions to stick to its austerity measures, inflicts damage on the single currency. The uncertainties and nervousness in the markets has seen all gains this year on the equity markets being erased as the Eurozone’s problems spread contagion fears into global markets. German bunds and UK gilts find themselves very much in demand at the moment with 10 year Gilts hitting a 10 year low. Record highs for Spanish and Italian bonds 10 year bonds says something. Bank of England Governor Sir Mervyn King will be explaining some of the Bank’s recent decisions and activity, or lack of, when he presents the Bank’s latest quarterly inflation report at 10.30hrs this morning along with growth forecasts. GDP growth will probably be downgraded but with the Bank continuing to be restrained by inflation, which now looks unlikely to fall below 3% for the rest of 2012, it is unlikely that the Bank will contemplate another round of quantitative easing any time in the future. Any comments on this will be scrutinised closely by the markets. UK unemployment data is also published this morning at 09.30hrs but as usual a difficult one to predict. But are markets really looking at UK data closely at this time with other issues dominating proceedings. It all takes the spotlight off Cameron as well I suppose! The FED’s FOMC minutes released early this evening with markets looking to see if US quantitative easing measures are a permanent fixture or just a temporary measure. Another potentially volatile day ahead.  

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Multi Agents Systems (MAS) for quant development and high frequency trading HFT

View CommentsWritten on May 18th, 2012 by caustic
Categories: HFT High Frequency Trading, Quant Development
Tags: , , , ,
Multi Agents Systems (MAS) for quant development and high frequency trading HFT Hi, I am looking for an interesting theme for my MSc and I wish to join MAS and Algorithmic Trading. Can anyone suggest some ideas or even papers with the same topic? Thanks == have a look at Altreva. It's an application of agent-based models for algorithmic trading. http://www.altreva.com == There is a program called Netlogo that allows developers to create multi agent based models. A good paper that worked on a simulation of the May market crash in 2010 is located here: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1932152 Many ideas were discussed at the High frequency data analysis conference, check out the abstracts: http://kolmogorov.math.stevens.edu/conference2011/index.php/abstracts-of-the-talks == Thank you for posting. I didn't know Altreva and I am starting to know it now. I already knew NetLogo and I know it is used a lot in social sciences because it is easier to programm than Java (Rpast for instance). But I will dig in a bit more. If you have additional info you would like to share I would welcome it a lot. Thanks

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Finally RHadoop running with R and Hadoop with rmr Map and Reduce bridged thanks to this tutorial

View CommentsWritten on May 18th, 2012 by caustic
Categories: R
Tags: , , , , , , ,
Finally RHadoop running with R and Hadoop with rmr Map and Reduce bridged thanks to this tutorial These links made it happens to someone who commented on my last post on what started this whole journey. Thanks to them. https://github.com/jeffreybreen/tutorial-201203-big-data https://github.com/jeffreybreen/tutorial-201203-big-data/blob/master/README http://jeffreybreen.wordpress.com/2012/03/10/big-data-step-by-step-slides/ YouTube Preview Image

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Twitter Updates for 2012-05-17

View CommentsWritten on May 17th, 2012 by caustic
Categories: Uncategorized

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