QuantLib: a free/open-source library for quantitative finance Get QuantLib Head to our download page to get the latest official release, or check out the latest development version from our git repository. Extensions, bindings and ports to other languages are available. Documentation Documentation is available in several formats from a number of sources. You can also read our installation instruct
How I made $500k with machine learning and HFT (high frequency trading) This post will detail what I did to make approx. 500k from high frequency trading from 2009 to 2010. Since I was trading completely independently and am no longer running my program I’m happy to tell all. My trading was mostly in Russel 2000 and DAX futures contracts. The key to my success, I believe, was not in a sophisticate
October 16, 2013 Volume 11, issue 8 PDF Barbarians at the Gateways High-frequency Trading and Exchange Technology Jacob Loveless I am a former high-frequency trader. For a few wonderful years I led a group of brilliant engineers and mathematicians, and together we traded in the electronic marketplaces and pushed systems to the edge of their capability. HFT (high-frequency trading) systems operate
This document discusses high frequency trading systems and the requirements and technologies used, including: - HFT systems require extremely low latency databases (microseconds) and event-driven processing to minimize latency. - OpenHFT provides low-latency logging and data storage technologies like Chronicle and HugeCollections for use in HFT systems. - Chronicle provides microsecond-latency log
October 7, 2013 Volume 11, issue 8 PDF Online Algorithms in High-frequency Trading The challenges faced by competing HFT algorithms Jacob Loveless, Sasha Stoikov, and Rolf Waeber HFT (high-frequency trading) has emerged as a powerful force in modern financial markets. Only 20 years ago, most of the trading volume occurred in exchanges such as the New York Stock Exchange, where humans dressed in br
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