Tag Archives: .Net

Linux CPP Demo of 2 futures contracts with basis and net gain or loss

Linux CPP Demo of 2 futures contracts with basis and net gain or loss

This our first crack at this. Comment at Facebook or Youtube to let me know if you see errors. Thanks

Get source here via my Quant Elite membership

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Is collapse of DOTNET ecosystem coming?

Is collapse of DOTNET ecosystem coming?

That might be outlandish but considering this article from a former head engineer at Microsoft got me thinking

https://onedrive.live.com/view.aspx?resid=1E5AA35A965D3234!26479&ithint=file%2cdocx&app=Word&authkey=!AFHX2HJvNDJ9BBg

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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!

Updates to 2015 Quant Net Rankings and QuantNet Guide

Updates to 2015 QuantNet Rankings and QuantNet Guide

Updates to the 2015 QuantNet MFE Rankings and the QuantNet Guide are well underway, scheduled for public release in September. The 2015 QuantNet International Guide to Financial Engineering Programs will include the new 2015 QuantNet MFE Rankings, updated list of global programs, articles from programs directors and industry professionals.

Download the current QuantNet International Guide to Financial Engineering Programs (PDF)

View the current QuantNet Rankings of top MFE programs

First Baruch Volatility Workshop June 16-18, 2015, Baruch College, New York

The three-day Volatility Workshop taught by Jim Gatheral and Andrew Lesniewski is now three weeks away. Early registration is until May 31; see http://mfe.baruch.cuny.edu/volatilityworkshop-registration/

This leading edge workshop is geared toward industry professionals; 70% of the registrants are practitioners from proprietary trading firms, asset management firms, investment banks, and consulting companies, coming to New York from four different continents.

Companies Attending Include: Bracebridge Capital, Canada Pension Plan Investment Board, Citadel, Credit Suisse, Jefferies, JPMorgan, Lincoln Financial Group, Macquarie Group, Numerix, PwC, RBCCM, RBS, State Street, TriOptima, V3 Markets.
Countries Represented: Australia, Canada, China, Denmark, India, Korea, Mexico

————————
First Baruch Volatility Workshop by Jim Gatheral and Andrew Lesniewski
June 16-18, 2015, Baruch College, New York

Website: http://mfe.baruch.cuny.edu/volatilityworkshop/
Detailed Program and Topics: http://mfe.baruch.cuny.edu/volatilityworkshop-program/
Registration: http://mfe.baruch.cuny.edu/volatilityworkshop-registration/
Contact: volatility.workshop@baruch.cuny.edu
————————

All certified FRM, ERP participants will receive 20 GARP CPE credit hours. The workshop will be tri-annual, to be offered next in 2018.

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!

The first .NET Meetup social in North York!

Hey all

I listed the login for our next trading club Meetup for tomorrow nite.

NOTE: For those in Taranta (aka Big Smoke or Toronto), I have set our first social Din Din next Monday Mar 23 at 7 PM . Join us for the .NET experience!

The first din din din din din .NET social in North York!

 

http://www.meetup.com/Toronto-NET-Developer-Meetup/events/221179269/

 

For those into trading related stuff:

  1. Please join my meeting, March 16, 2015 at 7:00 PM Eastern Daylight Time.
    https://global.gotomeeting.com/join/705814781
  2. Use your microphone and speakers (VoIP) – a headset is recommended. Or, call in using your telephone.

Dial +1 (646) 749-3112
Access Code: 705-814-781
Audio PIN: Shown after joining the meeting

Meeting ID: 705-814-781

http://www.meetup.com/quant-finance/events/221061408/

http://www.meetup.com/R-Matlab-Users/events/221061407/

Bry Bry Bry 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!

Questions for Meetup on .NET front end high speed charting vs open source R Java Python OpenGL debate

Questions for Meetup on .NET front end high speed charting vs open source R Java Python OpenGL debate

Anyone got any experiences with they would like to share:

  1. .NET charting with SciCharts, Lightning, DevExpress, or even Infragistics (Feb 3!)? Any library missed?
  2. Java is severely limited but anyone using JFreeCharts or JavaFX?
  3. R seems to only have 1 option with quantmod? Any other R packages I should care about?
  4. Python newbie here? Matplotlib? Cairoplot? PyGal?? Chaco? PyChart? Anything missed?
  5. Anything useful in OpenGL for trading?
  6. C++: Qt as in QWTPlot or QtiPlot, GNUPlot? MathGL? GigaSoft for Windows? KDChart? ChartDirector? ROOT Data Analysis? Anything missed?
  7. Anyone ever thought of deploying Matlab as a potential charting optio for end target deployed system?
  8. Open ended for ideas or suggestions?

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.NET front end high speed charting vs open source R Java Python OpenGL debate

Monday, Jan 12, 2015, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

5 Members Went

.NET WPF front end high speed charting vs Linux open source R/Java/Python/OpenGL debateIf you have known me and my blog (quantlabs.net/blog), it appears there was lots to talk about regarding those tricky front end applications you use for a potential system with high speed charts. Many options have been presented but it seems that .NET is still …

Check out this Meetup →

.NET front end high speed charting vs open source R Java Python OpenGL debate

Monday, Jan 12, 2015, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

12 Researching Traders Went

.NET WPF front end high speed charting vs Linux open source R/Java/Python/OpenGL debateIf you have known me and my blog (quantlabs.net/blog), it appears there was lots to talk about regarding those tricky front end applications you use for a potential system with high speed charts. Many options have been presented but it seems that .NET is still …

Check out this Meetup →

.NET front end high speed charting vs open source R Java Python OpenGL debate

Monday, Jan 12, 2015, 7:00 PM

7 Members Went

Check out this Meetup →

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!

I just took over this group with Toronto .NET Meetup group with future events

I just took over this group with Toronto .NET Meetup group with future events

I just send this to a new Meetup group I brought into the fold of all my Meetup groups. I think this total 1200 people within all 3 Meetup groups mentioned here. I just send this out to them::

My name is Bryan and I just took over the Toronto .NET Meetup group.

I hope I can be useful here as I run two other Meetup groups of:

http://www.meetup.com/quant-finance/

http://www.meetup.com/R-Matlab-Users/

Both groups are probably in the neighborhood of at least 1000 global Meetup members. We pretty well talk about software development focusing on trading/financial applications. Let’s be honest, this field kind of lives on the bleeding edge so both groups focus on ‘next generation’ development like F#.

These groups are one of the same so I jumped at this group as it became available. So welcome, hopefully I can help around here as I have been holding various Meetup events over the last nearly 5 years.

I have been running weekly ‘Pow Wow’ pretty well each week being held either on Monday or Tuesdays. These are delivered online via GotoMeeting. So let’s get into what’s coming up on deck:

Above and beyond Python programming Phillip Trelford presents DOTNET F# for Trading and Finance

Above and beyond Python programming FSharp for Trading

Above and beyond Python programming Phillip Trelford presents DOTNET F# for Trading and Finance

I have this presenter Phil Telford showcasing this topic on Dec 2 at 7PM EST

More details to follow

https://quantlabs.net/blog/2014/11/above-and-beyond-python-programming-phillip-trelford-presents-dotnet-fsharp-for-trading-and-finance/

Tuesday, December 2, 2014

7:00 PM
Oh me oh my so programming languages for automated trading and quant Which one?
Monday, December 8, 2014

7:00 PM

Online Meetup LIVE event: Oh me oh my so programming languages for automated trading quant and potential HFT Which one?

There are so many programming languages but what ones should you focus on for what reason. I really want to investigate this with others online. I cover:

C++, .NET, C#, Java, Python, R, Matlab, Erlang, Scala, F#, Perl, and many more

This should also cover the experience with pros and cons of operating systems as well including Windows, Linux, or Mac OSX.

Date: Dec 8 at 7PM Eastern Standard Time

I will get these posted on this group. I hope this works for everyone.

Send me an email of any questions, comments or ideas you have,

Bryan

QuantLabs.net

P.S. Don’t worry I don’t hawk my wares on these groups. I also run a monthly social din din of ‘geeks’ to get together where we all talk about tech. This takes places at Milestones Empress Walk in North York.

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!