Posts Tagged ‘model’
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
Categories: HFT High Frequency Trading, Quant Development, R
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/
Standard market model eqn regression
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VaR model estimation of info based impact measure
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Error correction model
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Introductory Video on Youtube for my High Frequency Trading HFT Algorithm model and Strategy Course Agenda Details
View CommentsWritten on April 17th, 2012 by caustic
Categories: HFT High Frequency Trading, Premium Membership
Categories: HFT High Frequency Trading, Premium Membership
Introductory Video on Youtube for my High Frequency Trading HFT Algorithm model and Strategy Course Agenda Details
The algos total well over 50. Here are the main topics and kind of algos documented:
- Order and traders applicability to HFT
- Profiting off of market inefficiencies at different frequencies
- Searching for profitable opportunities in HFT
- How to profit off of tick data
- How to trade using market micro structure strategies
- How to profit off of event arbitrage
- Profiting using statistical arbitrage modeling techniques
- Creating and managing portfolios through optimization
- Back testing trading models
- Risk management models
- Analyzing post trading sessions
How to visually build quant trading model algo or strategy on Apple Ipad app Youtube video demo
How to visually build quant trading model algo or strategy on Apple Ipad app Youtube video demo
Join and learn more stuff here
Beysian models for matlab or is fpga still better
Apparently, the implementation code for matlab with is not too good. People keep referring back to fpga for this. That may be true but have. You ever tried coding fpga. It is very crude even for the best c++ coder. Matlab may be a good place to star for newbies as the coding end is much easier. I cannot say much for the you or fpga like toolboxes though. Give me some time to respond on that in the future but fpga is definitely the future for hft type trading.
The Youtube video that made me buy this Apple Ipad app called CAS Calc P11 for quant and model development
The Youtube video that made me buy this Apple Ipad app called CAS Calc P11 for quant and model development
Learn more how I will use this http://quantlabs.net/membership.htm
visually develop a model or algorithm with an Apple ipad and export to r language or matlab
visually develop a model or algorithm with an Apple ipad and export to r language or matlab
Learn more here http://quantlabs.net/membership.htm
Check out these Apple Ipad for rapidly visually developing a trading or quant model to export into Matlab or R Programming Language
View CommentsWritten on March 30th, 2012 by caustic
Categories: Matlab, Quant Analytics, Quant Development
Categories: Matlab, Quant Analytics, Quant Development
Check out these Apple Ipad for rapidly visually developing a trading or quant model to export into Matlab or R Programming Language
Wow. I am glad I got the new Ipad 3. Check out these apps available for rapid model development after seeing something in symbolic notation:
Visually export your model/algo with Pi Cubed App:
http://www.sunsetlakesoftware.com/picubed
$15 to do export visual algo to plain text for import into Matlab. This can export to Latex as well.
CAS Calc P11
http://news.yahoo.com/power-app-launches-graphing-calculator-ipad-app-cas-173619079.html
http://itunes.apple.com/app/cas-calc-p11/id453071113?mt=8
http://powerapp.ch/en/apps/100-cascalcp11
This is more sophisticated but kind of like MuPAD for the Ipad. $15 again
Both have Youtube videos to demos each which is quite stunning to rapidly develop your algo! Very cheap too. I will do a review of each to let you know what I think.
The hard part would be to be import Latex into Matlab or MuPAD but there does not appear to work. I posted a few questions around but you can dynamically link your R data objects into Latex using Sweave though. That is too bad this is not possible but the above is good enough for rapid research and prototyping.
