Online CSTA preview talk on benefits automated trading
Monday, Nov 9, 2015, 8:00 PM
GotoMeeting Webinar online GotoMeeting Webinar online Toronto, ON
3 Researching Traders Went
I will doing this online Meetup who cannot make my speech on Wed Nov 11 in Oakville with the Canadian Securities of Technical Analysts. I will preview this talk with the benefits of automated trading. Do realize this will be a lengthy in the neighborhood of 1-1.5 hours.
Online meetup through GotoMeeting. May have limit so sign up early to guage interest.
Intro to R with topics on:
R environment and installation
R packages and sample data sets
R objects and classes
Data input and cleaning
Graphic power and statistical computing
Quantmod and other important packages
Books and tutorials
” I am a software professional with 3 decades of experience. I hold a Masters degree in industrial engineering from Indian Institute of Technology, Chennai, India. with Dawn Analytics i focus on software development and consultancy with R, Python and Hadoop.”
NOTE I now post myTRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
Matlab Secrets Presentation and Demo with C++/C# and MYSQL Powerpoint download
Meetup Dec 12 Quant ‘Secret Sauce’ tricks of Matlab, bridge to C++/C#, FREE .NET open source HFT trading platform, and MYSQL historical database for back testing I have been researching for the last few years with some ‘secretive’ techniques and tools to help in me in quant. I will reveal as I move forward on this model/strategy development cycle and quant development stack. I will reveal the following: How to use Matlab to record market data and automatically insert into a MYSQL database for historical back testing. Other major commercial databases can be easily implemented as well. 1. Matlab’s powerful toolbox that enables you to generate C++ source code from your M file script models that you develop for quant analysis and trading decisions. 2. How to bridge your C++ generated code using a Dynamically Linked Library which can be plugged into your .NET trading application. This can also be used in a Linux/Unix based platform as well. This technique is not openly documented anywhere I have seen. 3. The superior TRUE open source trading platform I believe is the best in the world for leading quant based trading firms and prop shops. I do know many secret hedge funds and prop shops are using this very effectively. The best part is it is free and I can also say the support is quite decent. It can also scale very well and is blazingly fast. 4. A brief demo of how to retrieve free Yahoo Finance end of day market data to capture for your Matlab data sets. I know Yahoo as a source is not the best but who really can afford Bloomberg or Reuters? There are better options as well which we can discuss including down to the minute real time tick data. 5. How to use Matlab to record market data and automatically insert into a MYSQL database for historical back testing. Other major commercial databases can be easily implemented as well.
How to run a Quant Business by Ernest Chan posted (Powerpoint PPT presentation)
Our local Meetup had Ernest Chan do a presentation on how to run a quant business. Our local Meetup is meetup.com/quant-finance