Various market event arbitrage example source code in Matlab including HFT Bitcoin quant uses

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(Last Updated On: April 21, 2014)

Various market event arbitrage example source code in Matlab including HFT Bitcoin quant uses

There are lots of examples but here are some highlights of the potential: <– usual pair trading stuff <– some source code examples with high frequency data <– talk about matching engine and order book dynamics no different than Barry Johnson DMA book but not source code <– could be some effective trading ideas with HFT in mind but never seen before

file:///C:/Users/i7-acer/Downloads/Caldeira_Moura_2013_Selecao-de-uma-carteira-de-par_10051%20(3).pdf <– no source code <– no source examples <– decent source code examples <– people talk Bitcoin trading but no code <–focuses on cointegration as we know but there are some examples<–talks about programming language disavantages but no code

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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