Posts Tagged ‘Microsoft’
why r rhine and rhadoop do not work, back to windows microsoft .net and matlab
View CommentsWritten on May 16th, 2012 by caustic
Categories: HFT High Frequency Trading, Quant Development
Categories: HFT High Frequency Trading, Quant Development
why r rhine and rhadoop do not work, back to windows microsoft .net and matlab
Learn how do in these tools
http://quantlabs.net/membership.htm
UPDATE: Progress has been made but I still wish these R package developers made better install guides instead of relying on others and going on Easter Egg hunts
http://quantlabs.net/blog/2012/05/finally-rhadoop-running-with-r-and-hadoop-with-rmr-map-and-reduce-bridged-thanks-to-this-tutorial/
Microsoft Excel sucks for quant development?
Microsoft Excel sucks for quant development?
I am having a problem with Excel's solver. The thing is that I am calculating mean-variance optimal portfolios with 126 assets. These assets do not have a lot of correlation, and in the limit, probably due to rounding circumstances + the amount of assets the Solver is having some troubles finding the optimizing points. I know, probably there are a lot of local maximas.
What would you recommend ? Should I just go MATLAB or R on this ? - My company does not have a license for these.
--
Actually, they are 184 assets. The variance covariance matrix is 184 x 184 which is probably a lot of meat for Mr. Bill Gates.
Oh, I'm not planning to use principle components - the whole point of this project is to explain the shift in risk vs the mix of assets and PCA eliminates this explaining power.
Thanks.
Here is why Hadoop is only good for Unix or Linux not Microsoft Windows
Here is why Hadoop is only good for Unix or Linux not Microsoft Windows
Note: YOu will be left on your own if you deploy on Windows. Not a very compelling reason to do this.
http://hayesdavis.net/2008/06/14/running-hadoop-on-windows/
Join me, Eric Gales, and the Microsoft Canada team at WPC 2012
Join me, Eric Gales, and the Microsoft Canada team at WPC 2012
Join me at WPC 2012
July 8 -12, in Toronto, CANADA
The Microsoft Worldwide Partner Conference is coming to Toronto and I would like you to be a part of it with me.
It’s an opportunity for you to step away from running your business and to really think about your longer-term visions and strategies. You will have the opportunity to hear about the Microsoft strategy road map and most importantly have time to network with other technology Partners and Microsoft team members. New relationships will be forged, new ideas will be ignited, as we come together as one community, united by the goal of serving customers more effectively.
In parallel, the 2012 Partner Awards Program taking place at WPC is the best opportunity to showcase your great work. Submit your success stories. Get recognized. You deserve it!
Let’s Take the Stage at the 2012 Microsoft Worldwide Partner Conference and represent Canada!
Please join us in Toronto, July 8-12, and take advantage of the last call for early-bird registration now!
Looking forward to seeing you in Toronto!
Best regards,
www.microsoft.ca/wpc
| View my vlog on the WPC Canadian Community page and the partner blog posts on the impact WPC has had on their business growth. | LAST CALL: EARLY BIRD DISCOUNT ENDS APR.5TH Register now to save $300 USD on an All-Access Event Pass. |
Does Microsoft Dot NET and C# make you more productive in your high frequency trading HFT quant development? How does this compare to Linux and Unix?
View CommentsWritten on March 26th, 2012 by caustic
Categories: HFT High Frequency Trading, Quant Development
Categories: HFT High Frequency Trading, Quant Development
Does Microsoft Dot NET and C# make you more productive in your high frequency trading HFT quant development? How does this compare to Linux and Unix?
From a user:
There are many good features of dotnet which make our work productive or professional. The visual studio, c# are the two type of dotnet.l.
http://quantlabs.net/blog/2012/03/twitter-weekly-updates-for-2012-03-25/
I would liek to see your opinion so comment below. Thanks
This Koder App for Apple Ipad looks the best programming source code editor for Microsoft .NET C#, Matlab, and Java
This Koder App for Apple Ipad looks the best programming source code editor for Microsoft .NET C#, Matlab, and Java
This coding editor app looks killer for the Ipad
http://www.koderapp.com/
Compared to Android, I am quite surprised there is very little choice but this one looks solid and cheap.
These links demonstrate how to call multi parameter Matlab M script functions from C# or any Microsoft .NET language
These links demonstrate how to call multi parameter Matlab M script functions from C# or any Microsoft .NET language. These seem to be the most flexible despite Mathwork's example code can get complicated.
http://xinyustudio.wordpress.com/2009/07/13/using-matlab-functions-in-c/
http://xinyustudio.wordpress.com/2009/11/12/using-matlab-functions-in-c-2009b/
It is a good base to work off of.
Youtube video demo Using ICE Demo to have Java talk to Microsoft dot NET C Sharp applications easily and quickly
Youtube video demo Using ICE Demo to have Java talk to Microsoft dot NET C Sharp applications easily and quickly
http://quantlabs.net/membership.htm Get more info on what I am doing by joining
Microsoft Says Decaffinated Bing Tastes as Good as Google
Microsoft Says Decaffinated Bing Tastes as Good as Google
wired.com
For good reason, Google has a reputation for using this sort of distributed computing system to reach new heights on the web. But Harry Shum, who oversees research and development for Microsoft's Bing search engine, believes... -- Google’s search engine came to dominate the web in part because the company built software that could quickly index links using tens of thousands of ordinary servers. MapReduce was so successful, it spawned an open source copycat — Hadoop — that now underpins everything from Facebook and Twitter to eBay and LinkedIn, and Caffeine was the next step, an effort to accommodate the world’s insatiable appetite for immediate web updates. Generally, both Google and Microsoft are guarded when discussing the software that underpins their search engines and other web services. But Shum confirms that Bing is driven by proprietary software platform known as Cosmos. This is discussed in a handful of research papers published by Microsoft, and its analogous to the Google File System, or GFS, a distributed file system that Google built for use with MapReduce. But Shum also indicates that Microsoft has somehow expanded on its Cosmos platform so that the company can update Bing’s search index in something close to “realtime.” -- No doubt, Google would disagree with Shum’s comparison, but it declined to comment. The company did point to a blog of its own where Google engineers discuss the improvements to its search engine. And it highlighted the role of Caffeine. The company’s Caffeine index spans 100 million gigabytes of data, and thanks to the platform, the company says, it can now add content from news sites and blogs within “seconds or minutes” of publication
Youtube video demo Tricks to build gsllib DLL within Microsoft Visual Studio 2008 not 2010
Youtube video demo Tricks to build gsllib DLL within Microsoft Visual Studio 2008 not 2010
Learn more stuff on what I do at: http://quantlabs.net/membership.htm Quantcode.com instructions: http://www.quantcode.com/modules/smartfaq/faq.php?faqid=33
