Serving the Quantitative Finance Community
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- riskneutralprob
- Posts: 23
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Anyone use Pragma Software for Quant Trading?
http://www.pragmafs.com/This looks pretty interesting although I have never really heard of them before. What do people usefor their quant strategies execution system?
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- ariliveitup
- Posts: 0
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Anyone use Pragma Software for Quant Trading?
I took a class at NYU with the owner of the company - Lee Maclin is the guy. I have been in the algorithmic trading business for a while and the kind of optimal trading strategies these guys have modelled in their software is more advanced than anything else you will see. Its an excellent option to add alpha to your portfolio.To back up what I am saying - read up on optimal execution strategies from Almgren and Chris. Book - Optimal trading strategies and ofcourse talk to Lee.