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Treasury future is #1 asset for algo trading

(Last Updated On: August 12, 2015)

Treasury future #1 asset for algo trading

For those that have been asking about high-frequency trading, I can honestly say we’ve been doing it all wrong. To be honest, this is a rich man’s game. After watching a lead researcher of Goldman Sachs on Bloomberg TV, it became quite apparent what instruments has the highest trading volume for HFT. I will drop hints but it’s not what you think it is.

 

Click here to see which is the number one asset by volume

 

Click here to see the order of what is treated by HFT

Put call parity with low interest work?

From yesterday’s email on put call parity, someone on my newsletter list said it will not work in low interest rate environments. As always, I am looking for your feedback on this.

Matlab Simulink and auto source code generation

 

Speaking of put call parity, I am piecing together my first Simulink model based on this concept. So someone asked me some details on how this works. He sounds like a former forex trader using Metatrader who wants to move to something like Matlab Simulink. Either way, get the question and answer details here.

As said, this put call parity model mentioned above will be made available to all my Quant Elite members once finished. I’ll even try to cogenerate to C or C++ source code for those that may not have Matlab.

Check out the further details of this membership here

Thanks for reading,

Bryan

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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