Blueprint to GARCH, ARIMA pairs trading model forecasting with unit root testing thanks to Matlab with forex and equity examples This lays out a road map on how I plan to implement these model forecasting types into my open source …

I just posted this topic in Quantlabs.net Premium Membership section:   Important examples of .NET C# testing examples to call Simulink code generated C++ DLLs with further details   Join QuantLabs.net Premium Membership now to see these links or get …

Why trading strategy fails  but is successful in historical backtesting? No walk forward theory or exchange simulator testing A great question from visitor:   > Hello Bryan, > > I was on the demo yesterday and had a couple of …

Testing another alternative Microsoft Visual C++ open source alternative to Streambase CEP library Frig…more counterproductive stuff with  this configuration/set up with Linux components which  is driving me nuts. I am testing out another C++ open source Streambase alternative for Visual …

Today is PERL testing for this Streambase C++ open source option with Fastflow being revisited for CUDA GPU in my HFT Today is the day I learn the basics of Perl to get my trading engine framework tested with the …

Hi there, I’ve just posted the last of my R source code walkthroughs. This one’s all about demonstrating trading pairs backtesting. And it’s delivered some pretty compelling plots thanks to the fabulous R packages we’ve been discovering. I review a …

Hi there A new series of Meetups are under way. The first takes place this Tue Jul 31 at 7pm. Matlab ATS Trading System Demo http://www.meetup.com/quant-finance/events/74849222/ Other topics include: 1.     Quick R intro to newbie traders that are joining the …

New to the Algo/Strategy Development course includes Cointegration testing, Market Inefficiency Test, Random Walk, different  type of returns Here are the latest detailed video lessons I have added to the new Algo and Strategy Development course: Maximize number of Intraday …

Windows HPC Server 2008 is very fast for high frequency trading HFT and quant development, models, and algorithm testing This was in response to not proper audio on the original video at http://quantlabs.net/blog/2012/01/quant-development-and-hft-proof-windows-hpc-server-2008-with-excel-2010-is-as-fast-as-linux-and-cheaper-over-the-long-term/ Also, you need to turn your audio …

I am testing LMAX connecting API with my demo account and C++. Let us see how this goes. I hope it works as advertised. I will report back if this is a disaster or works well. I hope it works …