SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 14 matches

by ghostrider
October 27th, 2012, 3:38 pm
Forum: Programming and Software Forum
Topic: What language should I learn? (Beginner)
Replies: 31
Views: 13951

What language should I learn? (Beginner)

You should really think about what you like to do. If you want to interact with Office or want to do something on Windows, VBA is definitely ok. If you want to do heavy math stuff, R is probably the better choice. Just my 2 cent.
by ghostrider
September 25th, 2012, 7:43 pm
Forum: Trading Forum
Topic: Singular Spectrum Analysis
Replies: 9
Views: 13680

Singular Spectrum Analysis

<t>take care of the margin areas ... SSA/Fourier is neighbourhood dependent.I once worked in a fund incubator. A PhD (!) in Physics (!!), lecturing at a university chair (!!!) came in. He has the best filter - a butterworth, it fits the curve perfectly he said. He showed us graphs where we saw the e...
by ghostrider
September 24th, 2012, 8:06 pm
Forum: Trading Forum
Topic: Advise on HF Platform/Backtest trading dev book
Replies: 17
Views: 12734

Advise on HF Platform/Backtest trading dev book

With regards to Ignatovich and his thesis, his UML diagrams and the documentation are definitely only a birds eye view and even there I find it very very shallow. @pquant, anything specific you want to have a look at?
by ghostrider
September 24th, 2012, 7:59 pm
Forum: Trading Forum
Topic: Advise on HF Platform/Backtest trading dev book
Replies: 17
Views: 12734

Advise on HF Platform/Backtest trading dev book

it depends on your preferred programming language. MC is sometimes quite right and sometimes MC is quite wrong in some areas, for example the missing distinction between market data instruments and tradeable instruments. Tradelink has a good community, it is written in C#.
by ghostrider
September 23rd, 2012, 1:14 pm
Forum: Trading Forum
Topic: Advise on HF Platform/Backtest trading dev book
Replies: 17
Views: 12734

Advise on HF Platform/Backtest trading dev book

<r>QuoteOriginally posted by: HansiQuoteOriginally posted by: StaleHi,There is also this book, that that's more basic level stuff..<AMAZON id="0750682515S" url="http://www.amazon.com/Building-Automated-Trading-Systems-Introduction/dp/0750682515StaleWow"><URL url="http://www.amazon.com/Building-Autom...
by ghostrider
September 18th, 2012, 8:05 am
Forum: Programming and Software Forum
Topic: IBs sharing software
Replies: 20
Views: 12548

IBs sharing software

<r>Let me add a very personal view on this and please don't treat this as an ad, but more as some views by someone that shares software for a living. Letting aside the vagueness of the original post, I think: I find it horrible by banks to do that initiative. They undermine free standards and hinder...
by ghostrider
September 17th, 2012, 9:36 am
Forum: Trading Forum
Topic: Bloomberg B-Pipe & Thomson Reuters Low latency feed
Replies: 6
Views: 15347

Bloomberg B-Pipe & Thomson Reuters Low latency feed

<t>QuoteOriginally posted by: Alex50Thanks for your reply. I understand what you are saying about physical location to the source server. I guess more specifically though my question is, if you take B-Pipe and compare it to a BBG Terminal, looking at the same bit of data what is the most you could e...
by ghostrider
September 17th, 2012, 9:35 am
Forum: Trading Forum
Topic: Bloomberg B-Pipe & Thomson Reuters Low latency feed
Replies: 6
Views: 15347

Bloomberg B-Pipe & Thomson Reuters Low latency feed

<t>Hi there. I also have plenty of experience with these low latency feeds. I think it's really about your use case. In order to give any proper advice, it is necessary to know what you want to do. I couldn't care less about your trading strategy, there are so many companies that do the same as you ...
by ghostrider
September 10th, 2012, 1:07 pm
Forum: Programming and Software Forum
Topic: Developing with the Bloomberg API
Replies: 6
Views: 12596

Developing with the Bloomberg API

nope. not if you just have the terminal. You could do through their webservice-API, but as I do not get a dime for selling their services, you will have to ask your dealer to make you have the sample fix.
by ghostrider
September 10th, 2012, 12:01 pm
Forum: Programming and Software Forum
Topic: Could you recommend certifications or courses on Java, Spring, Hibernate, JAX-RS, maven etc which are good to have on CV
Replies: 10
Views: 11866

Could you recommend certifications or courses on Java, Spring, Hibernate, JAX-RS, maven etc which are good to have on CV

<t>As the terms that you mention are relatively small platforms, I doubt that a certification for such limited projects in our over-certified world has a lot of value. To be frank, if someone tells me, he is a certified maven user, I would feel as if someone makes a joke with me. finding out if some...
by ghostrider
September 10th, 2012, 10:36 am
Forum: Programming and Software Forum
Topic: Real time Strategy - R vs MATLAB
Replies: 19
Views: 17387

Real time Strategy - R vs MATLAB

<t>QuoteOriginally posted by: jamezz34Does anyone have any experience with doing it for R? matlab's a lot easier as you just need the real time toolbox right?Just for the records, there are FAR MORE "toolboxes" for R than for matlab. In R, these are called packages. As my fore-posters said, it depen...
by ghostrider
September 10th, 2012, 10:17 am
Forum: Trading Forum
Topic: Multi-million dollar Algo Trading, using... Microsoft Office!?
Replies: 9
Views: 14407

Multi-million dollar Algo Trading, using... Microsoft Office!?

<t>first of all, chap. You are an intern. You are in a shop to learn something. A manager that blames his managee is a really bad manager. don't copy their work ethics. there are many shops where you can earn the same or more without being harassed by a jerk. Ok, now to the second part..." but that?...
by ghostrider
September 10th, 2012, 5:05 am
Forum: Programming and Software Forum
Topic: DocBook
Replies: 7
Views: 11530

DocBook

<r>I use it sparsely for my maven sites. Maven also knows APT, which is very very cool for producing documentation: <URL url="http://maven.apache.org/doxia/references/apt-format.htmlDocbook"><LINK_TEXT text="http://maven.apache.org/doxia/reference ... tmlDocbook">http://maven.apache.org/doxia/refere...
by ghostrider
September 10th, 2012, 5:00 am
Forum: Programming and Software Forum
Topic: Storing Real-time Data
Replies: 4
Views: 12674

Storing Real-time Data

<r>Over there at <URL url="http://www.activequant.org">http://www.activequant.org</URL> we store years of tick data in our hbase+hadoop based solution. It's open core, so you can sort of use it for free up to a certain point (see the license for details). It is very blunt to store ticks as they arri...
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