Which database works best for live trading to store current and historic data for quant development?
Which database works best for live trading to store current and historic data for quant development? What other data/connectivity issues should I be aware of as I am moving to live trading? Which database would you choose to store tick data? I gather 2GB a day. I analyze it with sqlite and R. Looking forward […]
Proprietary Trading Firm Vs. Hedge Fund
Proprietary Trading Firm Vs. Hedge Fund All, I was hoping that someone out there can provide some help or guidance. I am setting up a closely held firm that will trade in securities on a proprietary basis. My family and I will own all of the voting and control stock, but may issue preferred shares […]
Shrinkage Matlab 2011a Coder C++ source code download
Shrinkage Matlab 2011a Coder C++ source code download This a real world demo of using a Shrinkage Model from a Matlab M script files converted to C++ using the Matlab 2010a Coder Toolbox. Download here. NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I […]
Entropy Pooling in Quant analytics—> Portfolio Optimization?
Entropy Pooling in Quant analytics—> Portfolio Optimization? I confess I am charmed by the speed and elegance of the entropy-pooling approach. In Meucci’s paper “Fully Flexible Views – Theory and Practice” paper it states in the Introduction: “The output [of entropy pooling] is a distribution, which we call “posterior”, that incorporates all inputs and can […]
Summary of links for matlab forex trading, matlab forex prediction, matlab forex indicator, matlab forex signal processing
Summary of links for matlab forex trading, matlab forex prediction, matlab forex indicator, matlab forex signal processing Here are a summary of interesting links for keywords: **Keyphrase: matlab forex trading** trading strategy back tester http://www.mathworks.com/matlabcentral/fileexchange/30693-trading-strategy-back-tester IR / FX / Currency Derivatives Matlab code http://www.global-derivatives.com/index.php?option=com_content&task=view&id=184 Deploying Advanced Mathematical Strategies for Automated FOREX Trading (INSTITUTIONAL) http://www.currency-investor.net/article/8/deploying-advanced-mathematical-strategies-for-automated-forex-trading MATLAB […]
