Tag Archives: Testing

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Dr Ernie Chan will help these new market type forecasting strategies to implement for testing

  Big!! Dr Ernie Chan will be helping me analyze these new market type forecasting strategies I plan to implement for testing against real live market data! Ok. I saw him about a week ago, it sounds like we will be teaming up to vet my trading ideas. Can you get any bigger than that?…

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Microsoft-SQL-Server

My results of testing SQL Server 2014 with OLTP in memory Hekaton data with millions of records for potential HFT

My results of testing SQL Server 2014 with OLTP in memory Hekaton data with millions of records for potential HFT Here are the links I visited to accomplish this: http://msdn.microsoft.com/en-us/library/dn133186%28v=sql.120%29.aspx In-Memory OLTP Code Samples http://msdn.microsoft.com/en-us/library/dn296373%28v=sql.120%29.aspx Demonstration: Performance Improvement of In-Memory OLTP http://msdn.microsoft.com/en-us/library/dn530757%28v=sql.120%29.aspx Creating a Memory-Optimized Table and a Natively Compiled Stored Procedure http://msdn.microsoft.com/en-us/library/dn133079%28v=sql.120%29.aspx Under code…

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MATLAB

Blueprint to GARCH, ARIMA pairs trading model forecasting with unit root testing thanks to Matlab with forex and equity examples

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 trading platform, Only my QuantLabs.net Premium Premium Members get a sneak peek at this. Or…

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Posted Important examples of .NET C# testing examples to call Simulink code generated C++ DLLs with further details

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 my updates on my HFT development through my FREE newsletter 

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quant-daily-rate-trend

Why trading strategy fails but is successful in historical backtesting? No walk forward theory or exchange simulator testing

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 questions: Have you > ever traded a live account using HFT models on the sub…

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Testing another alternative Microsoft Visual C++ open source alternative to Streambase CEP library

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 C++ on Windows. I will report back on my status. I am already seeing huge…

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C++

Today is PERL testing for this Streambase C++ open source option with Fastflow being revisited for CUDA GPU in my HFT

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 rest of the components of this high frequency trading platform. I know most people ask…

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Profitable trading testing coming up ASAP with trading pairs

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 variety of metrics for quickly analyzing trading pairs for profitability. There’s also a predictive capability…

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New online Meetup scheduled Matlab ATS trading platform. Other potentials include R intro, NOSQL clustering, foward strategy testing

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 community. 2.    Potential walk forward strategy 3.    My cluster demo using a NOSQL solution to…

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New to the Algo/Strategy Development course includes Cointegration testing, Market Inefficiency Test, Random Walk, different type of returns

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 Sharpe Ratio Random walk theory for market inefficiency Cointegration based test on Market efficiency Simple…

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