I posted a really good set of links for how the combo of R and C++ could be a nice stack for HFT (high frequency trading). That article was posted here.
I shall start my deeper and final investigation of a HFT platform to go with. I will report back next week on my progress. I may even roll my own with R and C++ so stay tuned.
As for model and strategy development, yesterday was good day of private videos for my Premium Members with the following 5 videos on statistical arbitrage and event arbitrage.
For statistical arbitrage:
Modelling returns with CAPM and APT aka Arbitrage Pricing Theory
Currency Graph of shortest currency path for major currency forex pairs
How you can beat a random walk
For event arbitrage:
Load and parsing hedge fund index data
Got questions, let me know
BryanFACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!