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Windows HPC Server 2008 is very fast for high frequency trading HFT and quant development, models, and algorithm testing

Windows HPC Server 2008 is very fast for high frequency trading HFT and quant development, models, and algorithm testing This was in response to not proper audio on the original video at Quant development and HFT: Proof Windows HPC Server 2008 with Excel 2010 is as fast as Linux and cheaper over the long term …

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Algorithm model source code for quant automated trading in C# C++ Matlab Excel VBA Java

Algorithm model source code for quant automated trading in C# C++ Matlab Excel VBA Java These are two starting point web sites you could try using source for algoirthmic based. Get the links here at: http://www.volopta.com/About.html http://www.quantcode.com/ NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I …

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Quant development: Who is using R to develop and test trading algorithms?

Quant development: Who is using R to develop and test trading algorithms? I am currently using AlgoTrader, Quantmod and TTR to develop and test trading strategies. Quantmod provides some basic stuff but for real evaluation of a trading system, I need to push data tick by tick into the algorithm. AlgoTrader package is the best …

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successful end-of-day algorithms just don’t do well on 30-minute or hourly data

wonder why my successful end-of-day algorithms just don’t do well on 30-minute or hourly data. Anyone with same experience or thoughts? 6 days ago   MyTechTrades Home Page mytechtrades.com Home Page for MyTechTrades.com technical stock trading website with backtested easy systems that…   —] in my opinion, successful EOD algorithms normally translate well into intraday …

successful end-of-day algorithms just don’t do well on 30-minute or hourly data Read More »

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