New Meetups on Reazlied Volatility, Auto Designing Strats, Java and R together with IB!

(Last Updated On: September 6, 2012)
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Hey all

I have two important online Meetups next week.

Quant-Finance group:

Profiting from Realized Volatility:

Profiting from Realized Volatility:

Monday, Sep 10, 2012, 7:00 PM

31 Members Went

Check out this Meetup →

Live demo of how a machine strategy auto-designer creates trading strats

Live demo of how a machine strategy auto-designer creates trading strats

Wednesday, Sep 12, 2012, 6:30 PM

27 Members Went

Check out this Meetup →

R-Matlab-Users:

Profiting from Realized Volatility

Profiting from Realized Volatility

Monday, Sep 10, 2012, 7:00 PM

No location yet.

10 Researching Traders Went

Due to the financail crisis of 2008 and the rise of the European sovereign-debt crisis there has been increased intrest in explicitly trading market risk.This presentation will provide an overview of one way to profit from the increase in risk – Realized Volatility contracts. There will be an exposition on this new contract including how it differs…

Check out this Meetup →

Live demo of how a machine strategy auto-designer creates trading strats

Live demo of how a machine strategy auto-designer creates trading strats

Wednesday, Sep 12, 2012, 6:30 PM

No location yet.

16 Researching Traders Went

On September 12 at 6:30 PM ET, QUANTLABS will be sponsoring a webinar event discussing Machine Designed Strategies by Trading System Lab. This webinar will include a live demonstration showing how TSL uses a machine strategy auto-designer, not a human designer, to create trading strategies. TSL can create HFT strategies, Single Market Directional, …

Check out this Meetup →

I finally bridged R and Java together with Interactive Broker’s API being with TWS:

More Meetups will be coming down the pipes in coming weeks.

Thanks Bryan

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
This entry was posted in Featured, HFT High Frequency Trading, Premium Membership, Quant Opinion, R and tagged , , , , , , , on by .

About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs