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by KKleinops
July 7th, 2010, 6:47 pm
Forum: Trading Forum
Topic: Pointers to good Matlab utilities for processing gigantic tick data set?
Replies: 8
Views: 32895

Pointers to good Matlab utilities for processing gigantic tick data set?

It might not be a bad idea to pick up a perl book. Any scripting language would be good for this task, even sql can do what you ask.
by KKleinops
July 6th, 2010, 3:59 pm
Forum: General Forum
Topic: High-frequency Trading: Where are we and how did we get here?
Replies: 6
Views: 28236

High-frequency Trading: Where are we and how did we get here?

no otherwise it would have been directly posted to him.
by KKleinops
June 30th, 2010, 3:42 pm
Forum: General Forum
Topic: High-frequency Trading: Where are we and how did we get here?
Replies: 6
Views: 28236

High-frequency Trading: Where are we and how did we get here?

<t>Dear OCD i hope this is better for you.I write in reply to your observations on high frequency trading. It is my opinion that there is, conceptually, very little difference between an 'old fashioned? stock specialist or market maker and algorithms driving a high frequency trading platform. Two im...
by KKleinops
June 30th, 2010, 2:42 pm
Forum: General Forum
Topic: High-frequency Trading: Where are we and how did we get here?
Replies: 6
Views: 28236

High-frequency Trading: Where are we and how did we get here?

<t>I write in reply to your observations on high frequency trading. It is my opinion that there is, conceptually, very little difference between an 'old fashioned? stock specialist or market maker and algorithms driving a high frequency trading platform. Two important points to note: a. people have ...