CS Watcher for IQFeed with converted to SQL Server 2014 CTP2 release
CS Watcher for IQFeed with converted to SQL Server 2014 CTP2 release NOTE: SQL Server 2014 CTP 2 will be abandoned due to pre-release with too many data querying restrictions and wonky compiled stored procedures – See more at: http://quantlabs.net/blog/2014/02/sql-server-2014-ctp-2-will-be-abandoned-due-to-pre-release-with-too-many-data-querying-restrictions-and-wonky-compiled-stored-procedures/#sthash.Gf15BBhW.dpuf This is the same but I have included the following important comments of updates: […]
ATT!! I making radical changes to the database schema for conversion from SQL Server 2012 to 2014 CTP
ATT!! I making radical changes to the database schema for conversion from SQL Server 2012 to 2014 CTP Note that this is important as there are some radical changes to support SQL Server 2014 OLTP for in memory finctionality.. Just be aware of these changes until I post the final SQL script directly from SQL […]
How I converted FinancialDemo SQL database from SQL Server 2012 to SQL Server 2014 CTP2
How I converted FinancialDemo SQL database from SQL Server 2012 to SQL Server 2014 CTP2 This was a pain! NOTE: That this is nowhere and is suggested for LIVE trading. It is not optimized for it but useful testing trading strategies in development. I will post a final database scheme as we get close to […]
How to create a pair trading strategy from Matlab to CSharp DotNet assembly DLL
Follow these steps and videos Highlighted MATLAB source code walk through of pair trading code with automated trading system in mind – See more at: http://quantlabs.net/blog/2014/02/highlighted-matlab-source-code-walk-through-of-pair-trading-code-with-automated-trading-system-in-mind/#sthash.RM7HbpIH.dpuf Preparing Matlab pair trading code for Dot NET CSharp calling with Builder NE toolbox – See more at: http://quantlabs.net/blog/2014/02/preparing-matlab-pair-trading-code-for-dot-net-csharp-calling-with-builder-ne-toolbox/#sthash.2eiVCGGz.dpuf
Using free R Studio for newbies and installing free R packages from CRAN or R-Forge
Using free R Studio for newbies and installing free R packages from CRAN or R-Forge THis was inspired by someone who asked about installing R packages into R Studio.
Test Pair Trading
Test Pair Trading
Test GARCH
Test GARCH
Complexity Science & The Art of Trading by Paul Cottrell for Mar 3
Complexity Science & The Art of Trading 7-8pm. Complexity Science Automata The Optimization Problem Simulation Methods Strategy Filtering Paul Cottrell is a researcher in chaos theory and has interests in modeling financial markets. Some have considered him a polymath of sorts. Born in Detroit, Michigan he has extensive professional experience in engineering and design. He […]
Is Bitcoin a currency or a commodity?
What do you think?
Anybody know about Short Term Volatility Index from CBOE and Interactive Brokers
Anybody know about Short Term Volatility Index from CBOE and Interactive Brokers There seems to be a sudden huge interest in volatility