A question came in about big and ask spread in real time for HFT needs? Where to get examples

(Last Updated On: July 8, 2013)
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A question came in about big and ask spread in real time for HFT needs? Where to get examples

On 2013-07-05 12:57, arc wrote:
> Hi Bryan
> Do you have, in your treasure trove, anything that processes bid/ask
> input in HFT style (real time) to detect patterns?
> Or, if not, any suggestions where to look please?
> Thanks

This is being worked on as we speak. Looking at bid and ask for options trading. Also, the pair trading examples in Tradelink shows this quite well.

Refer to lessonidicator.cs under responses to get an idea how this done within tradelink.

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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