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Month: June 2011

Quant analytics:I am been working on various mean reverting or “inside tunnel” trading model for recent low vol market

I am been working on various mean reverting or “inside tunnel” trading model for recent low vol market, however, none of them work nicely, any fresh idea to brain storm for discuss? — Take a look at thishttp://en.wikipedia.org/wiki/Ornstein%E2%80%93Uhlenbeck_process . Hope it helps. — i guess esp in mean reverting in low vol it wont work …

Quant analytics:I am been working on various mean reverting or “inside tunnel” trading model for recent low vol market Read More »

Does anyone know of vendors who can supply economic and news into an algo box in a low latency environment? I know Reuters and Bloomberg have offering but are there niche players?

Does anyone know of vendors who can supply economic and news into an algo box in a low latency environment? I know Reuters and Bloomberg have offering but are there niche players? — Not sure of providers but CFN has the lowest latency route between NY and K street in Washington, where all the news …

Does anyone know of vendors who can supply economic and news into an algo box in a low latency environment? I know Reuters and Bloomberg have offering but are there niche players? Read More »

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