where can I find spot price?I find only NG futures at nymexIs it possible if they don't procted that ETC goes to zero, for contago effect?

Is difficult connect reuters 3000 extra with matlab?can I use matlab datafeed toolbox?there is any problem to do this?I have to bu reuters 3000 extra but I work only with matlab, can you give me some information about this procedure?is reuters the best data vendor to link with matlab?

Hi, someone has the close form solution for Heston pdf?I have to calculate Heston vega?Can somebody help me?Stefano

What is a flash order?How work a flash order?Is it necessary for high frequency trading?I use interactive broker, can I use this tecnologies with this broker?tnx

<t> Tue Dec 01, 09 10:53 AM (NEW!) Hi, I have a proble with DCC garch of USCD toolbox,I tried to use dcc_mvgarch and dcc_mv_likelihood to estimate a correlation process between the two series in serie.mat.I think there are something wrong, beacuse don't look like a correlation process.Do you know wh...

what is a good Hf or UHF strategies? a lot of word about Hf but no paper with a good strategy

any other idea?

tnx a lot!!!

For an Equity-index and Fx trader, which are the principal asset that he/she have to control today? VIX?eur.usd?ecc ecc?

<t>I'm working in a function for a trader and he want to see and control the more significative quantitative indicator, I have experience with filtering and econometrics models, but I don't know what is the best practice. I want to create a function with all top quantitative analisys but I have no i...

kalman, ora EKF or UKF or particle filter?they use Kalman to a sort of moving average to predict one step ahead?hodrick prescott filter is used? and hilbert filter?

For a trader which are the most important quantitative studies to see in a equity time series?? garch?hurst?partial autocorr, autocorr?alpha?TA?

<t>How can use montecarlo simulation model for speculation?I have to create some equation for trend evolution?If I simulate a stochastic volatility model with risk neutral trend is not usefull for speculation?only for pricing and hedging?Can you indicate me some paper or some method to use motecarlo...

Thanks a lot

www.insightful.com/industry/finance/App ... rading.pdf