Youtube video: Screw backtesting? Test your trading strategy or model against a FREE fantastic stock exchange simulator
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Quant Development
Youtube video: Screw backtesting? Test your trading strategy or model against a FREE fantastic stock exchange simulator
Quant analytics: Profitable Trading Strategy development, algo and modelling Meetup is now created
View CommentsWritten on February 22nd, 2012 by caustic
Categories: Quant Analytics, Quant Development
Categories: Quant Analytics, Quant Development
Quant analytics: Profitable Trading Strategy development, algo and modelling Meetup is now created
Profitable Trading Strategy development, algo and modelling Meetup is now created! Please join for updates on future meetups both online and face to face. This will be identical to meetup.com/quant-finance as well.
http://www.meetup.com/Trading-with-a-Profitable-Strategy-Model-or-Algo/
Note that Meetup requires face to face meetings to this will contain the same face to face Meetups on Meetup.com/quant-finance
Also, future meetups are planned for Toronto, London UK, and New York City
Best Alternatives to Hadoop for quant development??? Please help
Best Alternatives to Hadoop for quant development??? Please help
I'm doing some research and looking for alternatives and why they are favored? Thank you!
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Check out HPCC http://hpccsystems.com/download
Stratosphere: http://www.stratosphere.eu/
I introduce you to quantmod an R Project quant modelling framework. How is Rquantlib
I introduce you to quantmod an R Project quant modelling framework. How is Rquantlib
Boy oh boy. I like to add to my confusion. This looks decent for R. I know of a package called RQuantLib so I cannot compare and have my further info. I am just mentioning to any R peeps out there.
www.quantmod.com
http://dirk.eddelbuettel.com/code/rquantlib.html
This open source HFT platform has one big advantage: Multi brokers and multi data feeds in parallel
View CommentsWritten on February 21st, 2012 by caustic
Categories: Quant Development, Stock News and Tips
Categories: Quant Development, Stock News and Tips
This open source HFT platform has one big advantage: Multi brokers and multi data feeds in parallel
Can your retailing trading platform do this? Probably not. This where HFT strats shine. I can also set which broker to trade for lower transaction fees. These massive advanttages over what you are trading with.
Learn how I do here:
http://quantlabs.net/membership.htm
Can anyone recommend a broker that offers a open ended API for algo trading and quant development?
Can anyone recommend a broker that offers a open ended API for algo trading and quant development?
It's not HFT. What is important is the possibility to place limit orders, market orders, stops etc. via the API. Markets are Canada, US and OMX Nordic. Any recommendations?
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Think most of the major banks in Scandinavia has an "open API" in form of a Fix protocol offering. Or for instance Interactive Brokers in US has both a proprietary api and FIX, and the markets you mention.
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try AK Jensen: www.akj.com
Hypertable for quant development- An open source, high performance, scalable database
Hypertable for quant development- An open source, high performance, scalable database
Hypertable has been under development for five years and is an open source, scalable database modeled after Google's proprietary Bigtable database. Hypertable has been deployed as part of a Financial trading system, holding 1/2 trillion records of historical financial trade data on a relatively small cluster (16 machines). It might be a good fit for your application.
hypertable.com
Sawzall is a procedural domain-specific programming language, used by Google to process large numbers of individual log records
Sawzall is a procedural domain-specific programming language, used by Google to process large numbers of individual log records
Google's server logs are stored as large collections of records (protocol buffers) that are partitioned over many disks within GFS. In order to perform calculations involving the logs, engineers can write MapReduce programs in C++ or Java. MapReduce programs need to be compiled and may be more verbose than necessary, so writing a program to analyze the logs can be time-consuming. To make it easier to write quick scripts, Rob Pike et al. developed the Sawzall language. A Sawzall script runs within the Map phase of a MapReduce and "emits" values to tables. Then the Reduce phase (which the script writer does not have to be concerned about) aggregates the tables from multiple runs into a single set of tables.
Currently, only the language runtime (which runs a Sawzall script once over a single input) has been open-sourced, and the supporting program built on MapReduce has not been released
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Sawzall was first described in 2003,[1] and the szl runtime was open-sourced in August 2010.[2] However, since the MapReduce table aggregators have not been released, the open-sourced runtime is not useful for large-scale data analysis off-the-shelf
Youtube video demo Matlab Builder Ne Usage for .NET and C# with Visual Studio
Youtube video demo Matlab Builder Ne Usage for .NET and C# with Visual Studio
Learn more here http://quantlabs.net/membership.htm
we’ve turned off the news, and all the mistic meg’s how much data do you want to manage for quant development?
OK, so if we've turned off the news, and all the mistic meg's how much data do you want to manage for quant development?
There are 1440 minutes in a day. Depending on the time frame you trade, let’s look at how many candles/closing prices you will need to manage. Remember every candle/close price is an update for an oscillator. A weekly rsi see’s the market for 1 second per week, at 21.59pm on a Friday, the rest of the time it’s blind, think about that for a moment.
1440 minutes
That one daily candle
6 x 240 minute candles
24 x 60 minute candles
96 x 15 minute candles
288 x 5 minute candles
1440 x 1 minute candles
There is a point at which the fractal view becomes of no use, do people tend to use lower time frames as they feel it will get them closer to the front of the market, ie I see exactly what’s happening because I can see every twist and turn unfold? Isn’t it like watching television with your nose touching the screen?, how many updates do you need in a day? 1 or 2?
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Actually, when you are looking at structures and the relationships between waves you need all data. I tend to use 5 minutes as my base timeframe but occasionally I go lower. What is important is that the lower time frame projections should match higher time frame projections right from 5 minutes to hourly, to 4 hourly to daily to weekly to monthly as all moves are connected.
