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Hyde Park Global Bets on Adaptive Models to Trade Arbitrage Strategies in MillisecondsDec 9, 2009
Hyde Park Global Bets on Adaptive Models to Trade Arbitrage Strategies in Milliseconds
Because no formula is going to work all the time, Hyde Park Global develops adaptive models, using a genetic algorithm (i.e, such as mutations and crossover), which...
Good paper: Characterization of Financial Time SeriesDec 6, 2009
I have been reading a few books that are related:
Empirical Market Microstructure
An Introduction to High Frequency Finance
This paper gives a pretty good overview and meaningful conclusions from the space…
Characterization of Financial Time...
Google GoNov 11, 2009
Google’s Go: A New Programming Language That’s Python Meets C++
Click here to view the embedded video.
Go site
1st blush looks nice. Types good, C like performance good. Built for multi-core etc. I will admit I wish it looked more functionally...
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