someone with experience or knowledge please reply.. thanks
Hi - what is the typical compensation for IT programmer doing systems development and data management in a hedge fund? (base + bonus) I...
Yes, but we need data for futures trading on comex, nymex, cbot as well.
Hi, We need to get historical market data for futures. Some sites like http://www.tickdata.com/html/available_data.shtml provide only trades...
I am currently working in a hedge fund as a junior strategist and would like to specialzie in this area. Can you suggest some foundation classes...
Hi, I am planning to take a course in financial engineering and high frequency equity trading in Jan. Can you guys suggest some resources for...
Hi, I am in need for a simple automated trading system. I used to work for a hedge fund and now planning to run the strategies from home. I...
Any ideas? thanks, Sam
Hi, I am looking to create a list of all securities being traded in US and EU associated with all possible identifiers such as symbol,...
Perfect! thanks.
Hi, Is there a site that provides a downloadable list of securities mapped to its primary exchange. I should be able to setup a job to download...
Hi, I have accumulated the following data for a set of securities I have been working on for from different sources. The data that I have is...
Hi, I have a set of daily standard deviations each computed from a daily data set. I need to approximate the net volatility / standard...
Can you give some suggestion or explain why the above won't work?
Hi, I am doing analysis on a high frequency trading strategy and want to generate 10-sec interval volatility numbers for certain symbols. For...
Thanks for your reply. Yes, I am computing tick by tick returns and then their standard deviation to get the daily volatility. 2 follow-up...
Hello, I am computing daily volatility as the standard deviation of the returns/movements at the top of the order book for a symbol. that...
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