Tag Archives: London

hft

HFT is now holy grail in trading with 1 losing day out of 1238 trading days. Think London Quant!

HFT is now holy grail in trading with 1 losing day out of 1238 trading days. Think London Quant! This is probably true but this guy decided to go public with it: Virtu, founded by former New York Mercantile Exchange chair Vincent Viola, becomes the first high-frequency trading firm to file for a public share…

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Announcing: The “F# in Finance” conference hosted by Microsoft in London and New York featuring F#’s inventor, Don Syme,

Announcing: The “F# in Finance” conference hosted by Microsoft in London and New York featuring F#’s inventor, Don Syme, and many more well know faces from the F# community, covering financial Big Data, Cloud computing, GPU compute acceleration, machine learning in finance, and F# in trading, risk, and compliance … finance done the functional way!…

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Python-Programming-Language

2 new decent paying jobs for quant developers in C++, Python, and MATLAB out of London UK

2 new decent paying jobs for quant developers in C++, Python, and MATLAB out of London UK C++/Python Developer – Boutique Systematic Trading Firm The City http://www.linkedin.com/jobs2/view/9296839?trk=jobs_jig_jobs C++ Software Engineer // Start-up Quantitative Trading Firm (Circa 15 people at present) // West London Circa £60,000 – £100,000 + Profit Share Split & Bonus & Great…

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Does my automated trading system profit? What kind of results do I have? Ever heard of the London Quant

Does my automated trading system profit? What kind of results do I have? Ever heard of the London Quant From someone on my email list” > do your systems make money? what kind of results do you have? > > thanks This system being developed in using the same basic technology as the London Quant.…

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hft

From the London Quant: New open source CEP in DotNet and CSharp for quant trading and HFT

HI there Here is some very valuable info from the London Quant. I am revisiting the most complicated part of this whole trading platform development: order management. “it took me 3 months to have a stable version of it that can handle any funny rules” Well I am still working on it looking for my…

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The London Quant reaction to reaction extension programming or Rx framework which is part of Microsoft C# and dotnet

The London Quant reaction to reaction extension programming or Rx framework which is part of Microsoft C# and dotnet it took me 3 months to have a stable version of it that can handle any funny rules with regards to reactive extensions, you first need to get a strong experience on async programming they are…

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Secret tips from the London Quant on strategies, price matching, and garbage collector in C# or Java

Secret tips from the London Quant on strategies, price matching, and garbage collector in C# or Java This always comes up but this is what he suggests: if you are referring matching trades and orders to strategies,… I would say forget it garbage collection less worries I really dont want to dissapoint you but putting…

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From the London Quant: New open source CEP in DotNet and CSharp for trading and HFT potential coming soon

From the London Quant: New open source CEP in DotNet and CSharp for trading and HFT potential  coming soon and by the way the code is simple as: CEP.Instance.AddObservation(Window.Sliding, Action<Rules> f) that binds 0MQ streams everything working with interfaces so if you have other feeds it is easy to bind   the miniCEP serves as…

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New video of Ernie Chan and the London Quant now posted

Hi there I have circled myself with some very very smart and successful people. I use their knowledge to help me get to where I want to go. My latest online Meetup event with Ernie Chan and now the world famous ‘London Quant’ kind of demonstrates this: Ernie Chan and the London Quant Trading Strategy…

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Ernie Chan and the London Quant Trading Strategy Q and A

Ernie Chan and the London Quant Trading Strategy Q and A Join me on my FREE newsletter to get other cool webinar events like this

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