Serving the Quantitative Finance Community

Search found 3 matches

by kuentang
October 18th, 2015, 4:09 pm
Forum: Programming and Software Forum
Topic: Real Time Scalable Trading System Architecture
Replies: 5
Views: 5378

Real Time Scalable Trading System Architecture

You should focus on the trading part and not on the low level implementation of a trading system.Use kdb+ both for database and the trading system and R for the analytics part.Kim
by kuentang
October 18th, 2015, 4:06 pm
Forum: Programming and Software Forum
Topic: technology stack for analysing 1Tb dataset
Replies: 11
Views: 7641

technology stack for analysing 1Tb dataset

Go for kdb+ and R.Kim
by kuentang
November 11th, 2013, 10:28 am
Forum: Book And Research Paper Forum
Topic: Market Microstructure
Replies: 4
Views: 9118

Market Microstructure

The book is very nice and usefull. Especially the comparison of the intraday volume accross all countries.Do you mind to tell us what do you use for organizing the data? How do you draw the pictures? Do you use Matlab, R or Mathematica?Kim