fbpx

Month: November 2011

How to create Forex tick historical database in free MYSQL for Windows, Linux, or Apple Mac OSX

How to create Forex tick historical database in free MYSQL  for Windows, Linux, or Apple Mac OSX I have successfully built a historical tick database for forex. It contains nearly 300 million records of millisecond ticks. I have done all this is using MYSQL since it can be easily ported over to Linux from Windows …

How to create Forex tick historical database in free MYSQL for Windows, Linux, or Apple Mac OSX Read More »

Heterogeneous Computing: A New Paradigm for the Exascale Era

Heterogenous Computing for quant development: A New Paradigm for the Exascale Era In a freshly published report, industry analyst firm IDC argues that the fastest path to this exaflop milestone is through heterogeneous designs. They state that x86 processors will not be enough to meet the performance and… http://gpuscience.com/news/heterogeneous-computing-a-new-paradigm-for-the-exascale-era/5 ==   I didn’t think the …

Heterogeneous Computing: A New Paradigm for the Exascale Era Read More »

Cloud based HPC for quant development… Let’s go ahead and throw it out for discussion!

Cloud based HPC for quant development… Let’s go ahead and throw it out for discussion!   == We look at the Cloud based HPC as essential to leverage innovation, particularly for small to medium sized technology driven companies. Using our own strategy to provide a variety of enterprises high quality 3D Seismic software, via the …

Cloud based HPC for quant development… Let’s go ahead and throw it out for discussion! Read More »

Quant analytics: Is there any good articles to write code for Quantile regression??

Quant analytics: Is there any good articles to write code for Quantile regression?? i am trying to write code for quantile regression.how to deal with the objective function as we have two parts in objective function one is for positive residuals and another is for negative residuals. as the objective function is of following form). …

Quant analytics: Is there any good articles to write code for Quantile regression?? Read More »

Quant analytics: Dissertation is about Data mining in quant analysis. Huge database? I don’t have data?

Quant analytics: Dissertation is about Data mining in quant analysis. Huge database? I don’t have data? (I’m student of IT Management-Master) Thanks   == How huge? # iof records or number of attributes (columns)? “Bag of Words” is 8 Million records and 100K attributes Some other large-ish datasets (> 1MM records), like previous KDD Cup …

Quant analytics: Dissertation is about Data mining in quant analysis. Huge database? I don’t have data? Read More »

Start automatic trading system? Initial references for me? Books, links, code examples, code environment?

Start automatic trading system? Initial references for me? Books, links, code examples, code environment? —   Depends on frequency of trading. For more position type of trading: Perry Kaufman books, Robert Pardo book. Matlab for prototyping.   == Initial Reference, not really definitive: Building Automated Trading Systems by Benjamin Van Vliet – structure Evidence-Based Technical …

Start automatic trading system? Initial references for me? Books, links, code examples, code environment? Read More »

Twitter Updates for 2011-11-29

New blog post: Hot Mexico Boosting Its Position As Paradise for High Speed Traders and HFT http://t.co/42fnrO0p # Interested in R? Here are some notes that make it worthwhile: http://t.co/DQ5G9tEi # New blog post: Using R for Quant Development Data Mining Competitions http://t.co/3j4bJmlH # NOTE I now post my TRADING ALERTS into my personal FACEBOOK …

Twitter Updates for 2011-11-29 Read More »

NOTE!

Check NEW site on stock forex and ETF analysis and automation

Scroll to Top