Hi all, I've just stumbled across this article on Concurnas programming language which should be suitable for algo development:...
I don't think the guys below pay so much for paranoia :) Eric Hunsader, founder of Nanex. receive a $750,000 whistleblower award from the SEC...
end of HFT? IEX will effectively become the first HFT-free venue, and will likely attract substantial institutional interest as the risk of being...
This could also help. Nice analysis from BoA: The Cheapest Hedges For A Systemic Collapse...
Have a look on their prospectus: MCXAX_Presentation_--_2015_Q3 by zerohedge https://www.scribd.com/book/294465751/MCXAX-Presentation-2015-Q3
The function AdjustOHLC from Quantmod package for R allows to do it with Yahoo data. See page 16:...
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