Tag Archives: Quant Analytics

Is the best way to parallelize ARIMA in R using the quantstrat and backtest R packages?

I wondered about this post. http://quantlabs.net/r-blog/2012/08/is-the-smartest-way-to-parallelize-this-arima-function-within-r-only-for-windows-use-quantstart-and-backtest-r-packages/ I really don’t want to hack the R packages to parallelize from within those. If you got a better suggestion, please let me know by commenting.

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Quant analytics market data capture: so what the general differences between iqfeed and the nxcore products?

Quant analytics market data capture: so what the general differences between iqfeed and the nxcore products? Dave Forss: the base rate of our NxCOre is $500/month, iQFeed is $65/month. NxCore is an institutional feed and used mostly by brokers and large hedge sunds that need to update thousands of symbols at a time. iQFeed base…

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I use quant analytics: See why 3400 readers saw my pick for John Deere thanks to Yahoo Finance and Seeking Alpha

I use quant analytics: See why 3400 readers saw my pick for John Deere thanks to Yahoo Finance and Seeking Alpha I just did my first posting on SeekingAlpha.com. It got over 3400 views in less than a day. Pretty killer I think. Hopefully, you can start seeing more stock picks coming out of systems…

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Quant analytics interaction terms: We need lower terms despite significance when higher order polynomial is? Tradeoffs?

Quant analytics interaction terms: We need lower terms despite significance when higher order polynomial is? Tradeoffs? For some of the respondent level models I am working on, we are trying to test for different interaction effects between media. I have been working on the premise of testing for significant first order effects, and testing for…

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STDFIN accouncement for open source quant analytics library in C++

STDFIN accouncement for open source quant analytics library in C++ * Group: Financial Engineering Group * Subject: Announcement from Financial Engineering Group Dear fellow Financial Engineer, We are proud to present STDFIN, an new open-source initiative for building modern, clean, fast, C++ open-source libraries for the financial industry. We have just started last week, and…

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Quant analytics: Can we use lower order terms in a model when higher orders become significant?

Quant analytics: Can we use lower order terms in a model when higher orders become significant? For some of the respondent level models I am working on, we are trying to test for different interaction effects between media. I have been working on the premise of testing for significant first order effects, and testing for…

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Need new end of day feeds for quant analytics and my high frequency trading platform

Need new end of day feeds for quant analytics and my high frequency trading platform Hi, I am having some problems with my current end of day data feeds for NYSE, NASDAQ, AMEX and OTCBB. My options are fine. I may have to replace them shortly unless they can repair a few problems, specifically new…

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What do you primarily use to do your work / research and quant analytics?

What do you primarily use to do your work / research and quant analytics?   == Still ‘Old School’. (Hey, I’m a relic from the Fortran days!)   == R. Sometimes ANSI C with GNU Science Librar  

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Quant analytics: Pros and cons of k-means and k-means++ algorithm? also provide me the implementation of these two algorithm?

Quant analytics: Pros and cons of k-means and k-means++ algorithm? also provide me the implementation of these two algorithm?   == The basic k-means approach has been faulted for the placement of the initial cluster seeds and a number of researchers have demonstrated circumstances under which the default procedure will produce a sub-optimal cluster solution.…

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SAP Takes steps to improve Hadoop Integration for quant analytics

SAP Takes steps to improve Hadoop Integration for quant analytics devshed.com SAP, an industry leading provider of enterprise application software for businesses of varying sizes and industries, recently used the SAPPHIRE NOW conference in Orlando, Florida, to announce breakthroughs in terms of Hadoop… 404  

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