So I am hoping over the coming days I will have a new detailed webinar for my QuantLabs.net Premium Members on this upcoming technology infrastructure. I will release in coming days with every step covered. It will include a schedule including the hard set day of when the public access will be removed from the QuantLabs.net Premium Membership.
If interested, you can join my QuantLabs.net Premium Members by going here:
The R and Hadoop for parallel processing presentation from last night is now posted here.
This brings me to my next point as I seem to be corrected on my view of Oracle TimesTen in memory database solution. As a great community Quantlabs.net has become, one highly experienced visitor has corrected me on my way stating this database might not be fast enough. After thorough digging into MongoDB and legacy Berkeley DB, it appears Redis appears still to be a top contender for any new HFT/automated trading system potential. More info on that here.
Now, I will deal with all the above in a month or so as my priority has been to provide my Premium Members a complete set of R script source walkthroughs with a private video for each. As you can imagine, this is pretty exhaustive but I have all the major model/strategy forecasting types ranging from moving average, pairs trading, ARMA, GARCH to MCMC. The latest set of source links have been posted but this is only available for my members. Many webinars will be presented on this in coming weeks.
Lastly, join me and other members on my first of these series on Oct 23. Join now to get the instant access this membership to have the privilege of what I learn but be the first to get working R scripts with a complete walkthrough video of it. Next up will be the popular GARCH methods.
Because I value you as a member of this list, I’d appreciate your feedback. (To help you get started, I’ve included two simple questions. But please feel free to write whatever you like.)
Here they are …
1. What prompted you to seek or potentially be a Quantlabs.net member — what situation or problem did you need to solve? Is it meeting your expectations so far?
2. If a fellow quant was on the fence about whether to sign up for a Quantlabs.net Premium membership or not, what would you say to them?
Thank you for your time, and thanks again for your business. Please let me know if there’s anything further I can do for you.
P.S. Recorded code walkthroughs video will be posted to all QuantLabs.net Premium Members. This includes Monte Carlo simulations, Stochastic Volatility, Markov Chain, Autoregressive and GARCH forecasting, Bootstrapping, and Dynamic Linear Modeling. All R code will be supplied with these walkthroughs.
SO? Join now to be a member. Here are the clear benefits with all software and tutorials included!!