For Python user: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM

(Last Updated On: February 21, 2014)

An interesting discussion of development IDEs for Python resulted here.

In Python: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM – See more at: https://quantlabs.net/blog/2014/02/in-python-backtesting-an-intraday-mean-reversion-pairs-strategy-between-spy-and-iwm/#sthash.3tKiMKPE.dpuf

It resulted in this:

An interesting take on Matlab vs Python with Entropy foe a quant research trading model or algo –
See more at: https://quantlabs.net/blog/2014/02/an-interesting-take-on-matlab-vs-python-with-entropy-foe-a-quant-research-trading-model-or-algo/#sthash.A8aMzhLY.dpuf

Rithmic could be an interesting second data provider to watch with no latency:

Is Rithmic R|Trader Pro new excel function better than IQFeed with better latency being on the CME?
– See more at: https://quantlabs.net/blog/2014/02/is-rithmic-rtrader-pro-new-excel-function-better-than-iqfeed-with-better-latency-being-on-the-cme/#sthash.ZnPmqeQM.dpuf

When we will these little greedy children learn?

STUPID Hedge fund analyst caught with stealing secret trading algorithms
– See more at: https://quantlabs.net/blog/2014/02/stupid-hedge-fund-analyst-caught-with-stealing-secret-trading-algorithms/#sthash.ylpD89WF.dpuf

It’s on! I am finally testing this new SQL Server to see if there is any HFT potential with it:

My results of testing SQL Server 2014 with OLTP in memory Hekaton data with millions of records for potential HFT
– See more at: https://quantlabs.net/blog/2014/02/my-results-of-testing-sql-server-2014-with-oltp-in-memory-hekaton-data-with-millions-of-records-for-potential-hft/#sthash.onBIzlU2.dpuf

I will be posting my results and source in the quant elite section.

Learn how to be one here.

Bryan

P.S. Be on the look out for a last minute online Meetup to showcase some of my findings.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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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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