Wed May 17 13:28:43 GMT 2023 From /weblog/finance

kdb

Explanation about advantage of KDB - http://www.asiaetrading.com[..]c-director-video-interview-asiaetrading/

http://quant.stackexchange.com[..]-thing-out-there-as-a-substitute-for-kdb

Calculating RSI in KDB - http://www.timestored.com/b/rsi-relative-strength-index-kdb/

http://kxsystems.github.io/

Compression stat - http://code.kx.com[..]trib/adavies/compression_stats/stats.csv

About table attribute - http://www.timestored.com/kdb-guides/table-attributes

HDB management - http://www.firstderivatives.com/downloads/q_for_Gods_Dec_2012.pdf

https://thesweeheng.wordpress.com/2008/06/16/aes-in-q/

About memory usage - http://www.aquaq.co.uk[..]in-retrieving-memory-size-of-kdb-object/

Q on jvm - http://www.timestored.com/jq/online/

Qpad, a free gui - http://www.qinsightpad.com/

Parsing Binary Files in q - http://www.q-ist.com/2023/05/parsing-binary-files-in-q.html

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Sun May 22 12:42:03 GMT 2022 From /weblog/finance

javalib

Ta4j - Technical Analysis for Java! - https://ta4j.github.io/ta4j-wiki/

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Sun Aug 08 12:06:22 GMT 2021 From /weblog/finance

analytics

http://quant.stackexchange.com[..]uestions/692/methods-for-pricing-options

http://quant.stackexchange.com[..]ing-risk-in-the-tail-and-diversification

https://www.easycalculation.com/

An End-to-End Project on Time Series Analysis and Forecasting with Python - https://towardsdatascience.com[..]and-forecasting-with-python-4835e6bf050b

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Thu Jan 25 15:41:52 GMT 2018 From /weblog/finance

quant

sources for equity quantitative research - http://quant.stackexchange.com[..]sources-for-equity-quantitative-research http://quantivity.wordpress.com[..]com/2011/03/06/people-of-quant-research/

http://quant.stackexchange.com[..]ive-strategy-development-process/150#150

Homepage of a guy using Haskell for Quant - http://arbitrary.name/index.html

http://traderfeed.blogspot.hk[..]/2014/07/quantitative-resources-for.html

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Sun Aug 20 14:21:56 GMT 2017 From /weblog/finance

tradingPlatform

https://www.linkedin.com[..]64545-open-source-trading-platforms-list

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Fri Jul 14 06:49:01 GMT 2017 From /weblog/finance

Data

Historical Market Depth - http://quant.stackexchange.com[..]078/historical-level-2-data-market-depth

whats the cheapest available historic data for fx and commodity futures? - http://www.linkedin.com[..]ML_anet_qa_ttle-dnhOon0JumNFomgJt7dBpSBA

Get free tick data from US market - http://www.quantshare.com[..]ay-and-tick-data-for-the-us-stock-market http://blog.quandl.com/blog/quandl-open-data/ http://www.quandl.com/WIKI https://blog.quandl.com/api-for-stock-data

http://quant.stackexchange.com[..]1/what-data-sources-are-available-online

http://quant.stackexchange.com[..]rg-ticks-is-difference-from-reuter-ticks

Sample of using quandl - http://www.automatedtrader.net[..]hing-market-data-into-excel-using-python

http://blog.fosstrading.com[..]/2017/06/yahoo-finance-alternatives.html

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Sun Dec 11 16:37:16 GMT 2016 From /weblog/finance

cas study

How GF Securities do realtime event processing - http://www.infoq.com[..]-event-processing-engine-based-on-Lambda

Future of fintech? - https://www.thoughtworks.com[..]/blog/fintech-threat-financial-orthodoxy

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Thu Jul 23 04:01:09 GMT 2015 From /weblog/finance

market data

If there is mistery crash from Bloomberg C client API when getting VWAP from start date, start time, end date and end time. Try query it using just day, start time, end time. It fix mystery rash issue.

http://www.qcf.gatech.edu[..]OMBERG.API.for.C.Quick_Start.12.2005.doc

Possible out-of-sync of requestID from bb_getdatax() and bb_rcvdata() header - http://www.wilmott.com/messageview.cfm?catid=10&threadid=51215

Sample of using Bloomberg SAPI - http://www.wilmott.com/messageview.cfm?catid=10&threadid=77504

Document of C client api - http://wenku.baidu.com/view/b9259085b9d528ea81c7796a.html

Interview of an Elektron developer in China - http://www.infoq.com[..]generation-financial-information-network

http://www.enlistq.com/understanding-types-of-market-data/

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Thu Aug 07 15:11:24 GMT 2014 From /weblog/finance

business

Finance EBook - http://www.traderplanet.com/library/ebooks

http://highscalability.com[..]anks-are-base-not-acid-availability.html

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Fri May 23 07:25:24 GMT 2014 From /weblog/finance

tca

http://www.wallstreetandtech.com[..]-alpha-with-tca/d/d-id/1259696?print=yes

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Sun Mar 30 07:42:10 GMT 2014 From /weblog/finance

money

http://java-performance.info/high-performance-money-class/

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Thu Mar 20 10:46:15 GMT 2014 From /weblog/finance

stock

Stock and security related information - http://discuss.joelonsoftware.com/default.asp?design.4.460814

http://www.google.com[..]inance++market+data+provider&btnG=Search

Reuters Data Feed Direct (RDFD) , FAST enabled data feed, allowing clients to reduce bandwidth cost. - http://rodrickbrown.com/blog/?p=122

What is ECN - http://rodrickbrown.com/blog/?p=120

Some information about mapping of difference code - http://quant.stackexchange.com[..]ckers-reuters-rics-and-bloomberg-tickers

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Fri Nov 01 08:20:39 GMT 2013 From /weblog/finance

High Freq Trading

http://www.forbes.com[..]co-new-masters-of-wall-street_print.html

http://quant.stackexchange.com[..]ons/310/how-high-is-the-frequency-in-hft

http://quant.stackexchange.com[..]rading-on-market-depth-liquidity-and-vol

http://quant.stackexchange.com[..]46/hft-how-to-define-and-measure-latency

Barbarians at the Gateways - http://queue.acm.org/detail.cfm?ref=rss&id=2536492

Online Algorithms in High-frequency Trading - http://queue.acm.org/detail.cfm?id=2534976

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Sat Jul 14 03:51:23 GMT 2012 From /weblog/finance

exchange

http://www.asiaetrading.com/2010-exchange-statistics-for-asia/

Why not 24x7 trading - http://quant.stackexchange.com[..]electronic-trading-or-just-trading-in-ge

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Sat Jul 14 03:51:20 GMT 2012 From /weblog/finance

TradingHour

http://www.asiaetrading.com/2010-exchange-statistics-for-asia/

Why not 24x7 trading - http://quant.stackexchange.com[..]electronic-trading-or-just-trading-in-ge

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Thu Oct 20 15:08:52 GMT 2011 From /weblog/finance

maths

Technical Analysis Library (TA-LIB) Tutorial for Java - http://www.heatonresearch.com[..]al-analysis-library-ta-lib-tutorial-java


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Fri Feb 18 10:35:08 GMT 2011 From /weblog/finance

FIX

Suggestion of how cancel replace handle to make it less likely to make mistake - http://fixprotocol.org/discuss/read/dbd84c6f

How PossDup and PossResend work - http://fixprotocol.org/discuss/read/10f34aea

Difference between ExDestination (100) and SecurityExchange (207) - http://fixprotocol.org/discuss/read/0d6e222e

24hrs Market - http://fixprotocol.org/discuss/read/165740ed

Parsing a FIX message links - http://fixprotocol.org/discuss/read/21c0bfad

Discussion the use of business reject and session reject - http://fixprotocol.org/discuss/read/24ced01c http://javarevisited.blogspot.com[..]-protocol-session-or-admin-messages.html

OrigClOrdID update in very short time - http://fixprotocol.org/discuss/read/5b43af1a

http://javarevisited.blogspot.com[..]ference-between-fix-42-vs-fix-44-in.html

ExecType in Bust Exection - http://www.fixprotocol.org/discuss/read/b7b04f30

Some tips of implementing FIX solution - http://javarevisited.blogspot.com[..]ngs-to-note-down-while-writing-your.html

Diff between 4.2 and 4.4 - http://javarevisited.blogspot.com[..]ference-between-fix-42-vs-fix-44-in.html

IceBerg order - http://www.fixprotocol.org/discuss/read/0317dadf

Introduction to FIX - http://www.slideshare.net/BrianDriscoll/barcampnyc3-intro-to-fix http://javarevisited.blogspot.com[..]basics-of-fix-protcol-and-fix-engine.htm

Repeating group - http://javarevisited.blogspot.com[..]/02/repeating-groups-in-fix-protcol.html

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Tue Nov 10 18:14:19 GMT 2009 From /weblog/finance

interview

http://www.automatedtrader.net[..]machine--the-automated--trader-interview

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Wed Oct 18 07:56:42 GMT 2006 From /weblog/finance

Tools that iBank use

Very interesting even if you are not plan to have development with investiment bank - http://www.theserverside.com[..]d_id=42563&asrc=EM_NLN_643714&uid=703565

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