Monthly Archives: March 2014

Is Market Cetera really open source with these s shenanigans?

From their forum:
Watch Share
Where are DARE and Data Nexus source codes?

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Ramon Martin
Hi,
I am looking for DARE and Market Data Nexus source code in order to build them from source.
Could someone indicate where the source codes of these modules are?
Thank you
2.4.0open-sourceinstallationEdit
Add commentMar 21, 2014
2 answers

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Colin DuPlantis
Good question, thanks for raising it.
The Data Nexus is a functional abstraction. The source code for it is an amalgam of modules/marketdata/marketdata-core, modules/cep/esper, and strategyagent, along with a few other smatterings. The Data Nexus combines these services into one functional unit.
DARE is an improved version of the older, now retired, ORS. The new DARE is a combination of software and hardware and is actually an appliance, since it relies on hardware optimization. In addition, DARE relies on some third-party packages which are themselves not open-source. For these reasons, DARE is not open-source.
We do make a free version of DARE available in the cloud at dare.marketcetera.com. You can log in as user/password (strategyagent and Photon are automatically set to connect to it). Since multiple people share this login, you see other people’s orders. If you need a login just for your testing, contact us at help@marketcetera.com.
Add commentMar 21, 2014

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Ralf Müller

So basically there’s no Open Source solution for order routing starting with metc 2.4?

http://confluence.marketcetera.com/questions/2818057/where-are-dare-and-data-nexus-source-codes

Complete walkthrough of all software with IQFeed and Interactive Brokers TWS

Complete walkthrough of all software with IQFeed and Interactive Brokers TWS

This is a complete walkthru tutorial of detailed coverage of all the software I used in this automated trading system set of components. It includes the software needed purchase which are pretty affordable considering the amount of time you could save.

 

My 7 sure short presentations to PROFITABLE automated trading are coming sooner than later I am really excited to be presenting this to all those interested. Hang tight as that se

My 7 sure short presentations to PROFITABLE automated trading are coming sooner than later

I am really excited to be presenting this to all those interested. Hang tight as that series of dates are going to be set soon through my Meetup groups!

Quant Finance

Toronto, ON
1,455 Members

Quant Finance group talking hedge fund, investment, quant analytics, and quant tech development. This includes MatLab, C++, C#/.NET, Java, Excel, VBA, Python, R, etc. I would …

Check out this Meetup Group →

http://www.meetup.com/R-Matlab-Users/

Or join my FREE newsletter for the formal announcement on this topic

– See more at: http://quantlabs.net/blog/2014/03/my-7-sure-short-presentations-to-profitable-automated-trading-are-coming-sooner-than-later/#sthash.PdUITM5v.dpuf

R Code for for charting Daily Crude Oil Futures spread of calendar spread of first two months

This came in from the NYC Contact which could be very very useful for y’all. More to come!

R Code for for charting Daily Crude Oil Futures spread (calendar spread of first two months) .

The chart shows mean reversion and volatility. Extreme contango has happened several times.
Here is the R code:

CL1 = read.csv('http://www.quandl.com/api/v1/datasets/CHRIS/CME_CL1.csv?&trim_start=1983-03-31&trim_end=2014-03-24&sort_order=desc', colClasses=c('Date'='Date'))

CL2 = read.csv('http://www.quandl.com/api/v1/datasets/CHRIS/CME_CL2.csv?&trim_start=1983-03-30&trim_end=2014-03-24&sort_order=desc', colClasses=c('Date'='Date'))

CL_Spread["Date"] = CL1["Date"]

CL_Spread["Settle"] = CL1["Settle"] - CL2["Settle"]

rdate fix(rdate)
plot(CL_Spread$Settle~rdate, type="l",col="blue",axes=F)
box()
axis(1,rdate,format(rdate,"%m-%y"))
axis(2,CL_Spread$Settle)

SkilsMatter: Revealing the Uncommonly Common with Elasticsearch

Hi Guys, I very pleased to pin down Mark Harwood to give us his presentation on

Revealing the Uncommonly Common with Elasticsearch

This session will cover a demonstration of how anomaly detection
algorithms can spot credit card fraud, financial moves and other miscellaneous trends like the UK’s most unexpected hotspot for possessing weapons.

Using forthcoming features of the open source search and analytics platform, Elasticsearch, this session will demonstrate these scenarios with real-world data and examples.
Please also register at SkillsMatter

https://skillsmatter.com/meetups/6300-revealing-the-uncommonly-common-with-elasticsearch#overview
And in another big step .. there will be beer and pizza for the event ..

SkilsMatter: Revealing the Uncommonly Common with Elasticsearch

Thursday, Apr 24, 2014, 6:30 PM

34 Wizards Went

Check out this Meetup →

Please help out: I am asking for your opinion on the following quant forecasting model type

I am asking for your opinion on the following forecasting model types:

GARCH and the reason why it is really good: https://quantlabs.net/academy/forum/quant-academy-forum/anyone-got-opinion-on-combining-fat-loss-analysis-with-volatility-clustering-with-garch/ ARIMA/AR MCMC (Markov Chain Monte Carlo) Mean Reversion – See more at: http://quantlabs.net/blog/2014/03/what-are-your-opinions-of-these-highly-profitable-quant-and-hft-forecasting-model-algorithms/#sthash.PSBlPPwn.dpuf

Comment below or at this link:

http://quantlabs.net/blog/2014
/03/what-are-your-opinions-of-these-highly-profitable-quant-and-hft-forecasting-model-algorithms/