Putting the pieces together
I’ve zipped through a whole bunch of algorithmic trading stuff over the last several posts. Judging from the expressions on the faces of some very smart and experienced wall st professionals when I’ve...
View Articlefinding a niche at trade tech
This week we spent a few hours at the tradetech conference to see what people in the industry are up to and see some demos. Their “certified” logo inevitably reminded me of an old colleague who would...
View Articleusing Quantlib from Java
One of these days I’m going to give an overview of all the excellent open-source software I use on a daily basis. Until that day comes, I’ll observe that finance remains one of the big areas where...
View Articlecontaining a strategy
My son recently had his first birthday and amazes me daily with his new feats as he runs around increasingly stably exploring the world around him. It occurs to me that the system I use to trade every...
View Articlecore arb
FIX interface? Cloud computing looks to have turned yet another interesting corner. This time the turn leads towards the development of a liquid, fully electronic new marketplace in “spot instances”....
View Article