Gradient, divergence
Gradient, divergence
Longitudinal Study in Modeling Yield Structure in 3D by Paul Cottrell Webinar
Longitudinal Study in Modeling Yield Structure in 3D by Paul Cottrell Webinar Longitudinal Study in Modeling Yield Structure in 3D 7-8pm. Yield Curves The Time Series Yield Structure Surface Poseidon 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 […]
FOREX WEBINAR TOPIC: EXPLOITING ORDER FLOW AND LIQUIDATION PRESSURE
HOST : JASON ALAN JANKOVSKY EXPLOITING ORDER FLOW & LIQUIDATION JOIN US THIS THURSDAY FOR A LIVE WEBINAR WITH FOREX ANALYST JASON ALAN JANKOVSKY OF TRADERSAUDIO START TIME 6:00 PM CST REGISTER FOR THE EVENT HERE To take your trading to fresh levels and begin to take bigger gains more often requires a deeper understanding […]
Unpaid Internship in Quant Trading: Algorithmic Trading Strategy and Coding.
Unpaid Internship in Quant Trading: Project: Algorithmic Trading Strategy and Coding. Self-Adapting Heuristics with 2-stage Evolutionary Trading Algorithm. This includes: 1) Statistical Learning for Market Behavior Classification. 2) Evolutionary Switching Model/FSM for regime switching. 3) Dynamic Decision Tree construction to organize market behaviors. 4) Trading Strategy implemented off the Decision Tree. 5) Conditional Weak Convergence […]
[Finance-Professionals-London] What’s new this July in the Finance and Trading networking world?
We all love warm summer days like today, do we not? – New Exciting Location One feedback we hear more regularly is the appreciation of the quality and exclusivity of having a private venue where we host our events. We are confident this will continue into our next venue for St Paul’s Finance Networking on […]
Forex Meetup: Issues and practical trading with Fibonacci in modern markets
Key speaker of the 4th of September Toronto Forex Group Meetup will be Giuseppe Basile, our group host, Certified Market Technician, swing trader and IFTA (International Federation of Technical Analysts) associate and researcher. We will meet at our sponsor’s headquarters OANDA for an hour of learning about Forex all together. Do not miss it and […]
Topographic Finance & The 2008 Financial Crisis in 4D Meetup Aug 11
Topographic Finance & The 2008 Financial Crisis in 4D Meetup Aug 11 7-8pm. Topographic Finance The Time Series Volatility Surface Poseidon 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 […]
Interesting topic? Help explain why a physicist is wanted for advanced highly profitable quant trading and research?
Interesting topic? Help explain why a physicist is wanted for advanced highly profitable quant trading and research? I posted this as an interesting topic. Please comment away at this post Why hedge funds investment banks prop shops want physics to apply math principles to their quant algo research trading? – See more at: http://quantlabs.net/blog/2014/07/why-hedge-funds-investment-banks-prop-shops-want-physics-to-apply-math-principles-to-their-quant-algo-research-trading/#sthash.P6D6FE0O.dpuf
Has anyone built this good open source DotNET CSharp StockShark algo trading platform?
Has anyone built this good open source DotNET CSharp StockShark algo trading platform? I get all kinds of errors while loading both Visual Studio 2012 and 2013. No offense, I don’t have time to tinker with it but if anyone can help out, Comment at: Is this the best open source current algorithmic based trading […]
Would you continue developing quant research and trading platforms with Microsoft DOTNET and CSharp?
Would you continue developing quant research and trading platforms with Microsoft DOTNET and CSharp? This person has got me rethinking a lot about the C++/Python combo again vs .NET /C# Let me know what you think? Get more details and reasoning: Is this the real reason quants are replacing Matlab with Python and even C++ […]