Also, before the webinar on FIX8, I decided to give QuickFIX a test run. I was quite surprised on some of the results:
Demo of FIX exchange environment using QuickFIX Java open source – See more
QuickFIX for C++ does build with Visual Studio with trade client connecting – See more
Some more analytics research territory with Matlab that opens my eyes on areas no other traders or quants ever tread
A couple of examples of using mean absolute deviation to measure portfolio risk with Matlab – See more
Is this best tool models to measure performance on your quant trading strategies? Mean absolute percentage error aka MAPE? – See more
Now that the high level trading analysis is complete, I am entering into a new a phase called ‘Battle of the Strategies”, I am looking at automating a process to measure the performance of these proposed strategies. I am looking for those bring robustness and consistent profits with them for forecasting. All of these reports will be ranked for Elite Quants. As you can imagine this will easily be the most important benefits of being part of this private community.
P.S. I will be giving FIX8 a run as well as introducing how this “Battle of the Strategies’ will be set up.FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!