GDP is already an annualised number. 

Thank you for your replies. The data represents GDP and PMI (Purchasing Managers Index). Any thoughts? 

Hi all,  I have not done any statistics for a long-long time, so please excuse my very simple question. I need to compute correlation between to arrays. For example: Array1  Array2    1            1                        2                  3    2            1                  2                  3  ...

<t>Dear all, I work as a high frequency trader/quantitative developer for an UHFT hedge fund/UHFT technology provider. I am looking for HFT traders with trading strategies. Capital and ultra high frequency trading platform is provided by me.PM me if you are interested in discussing potential joint p...

Really no one?

Good morning all,My company is looking for Prime Brokerage Services, someone who would clear Rubles on EBS, Reuters, Currenex or HotSpotFX. Please let me know of anyone who can do it.Regards,

Greetings Colleagues,My company is looking for Prime Brokerage Services, someone who would clear Rubles on EBS, Reuters, Currenex or HotSpotFX. Please let me know of anyone who can do it.Regards.

<r>No, Im not jesting. Here is the statistic for futures and options. Options are by far more liquid. <URL url="http://eng.krx.co.kr/m3/m3_1/m3_1_1/JHPENG03001_01.jsphttp://eng.krx.co.kr/m3/m3_2/m3_2_1/JHPENG03002_01.jspAccording"><LINK_TEXT text="http://eng.krx.co.kr/m3/m3_1/m3_1_1/JHP ... pAccordi...

<t>G'day all,I was wondering if someone could point me in the right direction of how to hedge options with options. I am working on some strategies with KOSPI 200 options and I have absolutely no idea what to hedge them with. Futures? No - Futures are not liquid enough. Any ideas are welcome. Thank ...

The presentation went well, they liked it very much. There are few things need to be done with the platform as requested by the purchasing entity. In two months it'll be all finished and ready to go. Thank you.

QuoteWhy not?

My platform is based in-kernel. JAVA/C++ port is user-space. I therefore have much lower latency. Obviously, I cannot disclose the design and explain why specifically my platform better.

That's a great reply. Thank you very much. Anyone else please?

<t>Thank you for the reply. FPGA no doubt is the king indeed. Teh delay of 3 microseconds is mainly due to the logic of a strategy itself. Without the strategy the delay is just 1 microsecond. Hence, it all depends on the design of a strategy. If working with FPGA - it is obviously very difficult an...

<t>I have recently finished writing up an ultra-high-frequency algorithmic trading platform, intendent for deployment in a high-speed co-located environment. FAST protocol for data feeds, FIX for order management. Sub-microsecond overhead of sending and receiving messages -- implemented in kernel sp...