Email server switch with C++ and R video demos and GARCH model strategies coming!

(Last Updated On: October 2, 2012)

Email server switch with C++ and R video demos and GARCH model strategies coming!

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Hi there

I have moved my QuantLabs.net Premium Membership list  over to our new email server and also removed current members  from our general QuantLabs.net General list. If you want to remain on this general email list, just subscribe at http://quantlabs.net/membership.htm

I am also continuing my GARCH model research with a very heavy duty institutional open source C++ high frequency trading platform for Linux and Interactive Brokers. See more ongoing developments for members:

1. Bridging R and C++ in Linux with RCPP?


2. C++ with R/RCPP definitely twice as fast than Java (I am not here to start a programming language war)


Lastly, why am I switching? Simple. I have had some of the most secretive Swiss and Chinese hedge fund start ups ask me to architect their HFT platforms with my upcoming strategies and models. Why do Java or C#? I need to do it right the first time around. I don’t want to face a rewrite in the future.

Be excited with the above as there will be nowhere else to learn this stuff once we get it fully debugged. Also, new future members will be paying a VERY HEFTY monthly fee to be learning this. I have said this before, I am now entering that very proprietary institutional phase I have talked about. We as a membership are entering that now!  All current members won’t see any membership increases as they stay permanently at the rate the you currently pay!

Hope this helps you out. Got questions or questions, let me know!

Bryan at QuantLabs.net

P.S. Don’t forget about upcoming online events at https://quantlabs.net/blog/complete-calendar/


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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!
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