<t>I am currently working on a model which runs automated ADR/Local equity arbitrage and having some troubles to define the correct roundtrip and risk reduction measures.To start off. At a sufficient spread size between ADR and Local the machine should buy and sell up to a certain limit say 10.000 U...
it might be outdated but had some problems with the connection myself and this solved it. in matlab use the javaaddpath function in my case for example it is "javaaddpath('C:\blp\API\blpapi3.jar') also consider cases
Hi, anybody knows consulting firms which provide services concerning algo programming in the trading context, preferably with presence in Latin america? best
<t>Hi,I am currently trying to develop a VaR model for an equity portfolio which incorporates EVT and copulas. Currently i am working with excel but in the near future i will implement a similar model in matlab. I would like to know whether somebody has an excel file which fits the description above...