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

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 …

Various market event arbitrage example source code in Matlab including HFT Bitcoin quant uses Read More ┬╗