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

(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:

http://www.mathworks.com/help/econ/identify-cointegration.html <– usual pair trading stuff

http://www.capitalexchangeblog.com/arbitrage-between-an-etf-and-its-component-stocks/ <– some source code examples with high frequency data

http://www.stanford.edu/class/msande444/2009/2009Projects/2009-2/MSE444.pdf <– talk about matching engine and order book dynamics no different than Barry Johnson DMA book http://www.amazon.ca/Algorithmic-Trading-DMA-Introduction-Strategies/dp/0956399207 but not source code

http://www.ljmu.ac.uk/Images_Everyone/Jozef_1st(1).pdf <– 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

http://epchan.blogspot.ca/2006/10/arbitrage-trade-between-energy-stocks.html <– no source examples

https://cs.uwaterloo.ca/~paforsyt/agon.pdf <– decent source code examples

http://www.reddit.com/r/BitcoinMarkets/comments/1rlb93/i_run_a_bitcoin_trading_bot_on_5_exchanges_ama/ <– people talk Bitcoin trading but no code

http://faculty.washington.edu/ezivot/econ584/notes/cointegration.pdf <–focuses on cointegration as we know but there are some examples

http://numericalmethod.com/papers/course1/lecture1.pdf<–talks about programming language disavantages but no code

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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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