Wow this is great. Active Quant is really cool. I prefer c# over java, so I use this platform which is also open-source:...
if you want a c# open-source alternative, checkout TradeLink http://tradelink.googlecode.com. It's broker-neutral, supports quoting and...
I've been trading with this c# open-source platform for over a year : http://tradelink.googlecode.com It's main strength is it's library, plus...
looks pretty cool. If you're looing for a c# open source trading platform... http://tradelink.googlecode.com. It's broker-neutral, supports IB...
here's the manual for the api: http://individuals.interactivebrokers.com/php/apiguide/apiguide.htm looks like you're getting tick values...
chvid - totally with ya. have a good weekend.
modern portfolio theory (aka efficient frontier / CAPM), monte-carlo and VAR of course all share the same limitations in that they work best for...
monte-carlo is good. relatedly some people use VAR for portfolio balancing. might also want to look into kelly criterion, you could use...
http://wealth-lab.com
wayne, in whatever you do you'll find some naysayers who tell you stuff is impossible or whatever. I used to work for a CTA that managed...
wayne, your best bet is to hookup with a prop firm. there is a prop trading firm forum on elitetrader, you could post there. honestly what...
ah, that makes sense. well any approach could be good. sum is the most straightforward, but other summary types like mean or stddev could...
well you can apply any measurement you want... my point is that the ask is the ask, if you average, sum it or transform it in various ways......
no, the ask is the ask... it's not an average. if you get three updates to the ask size in a second, the last one is always the most current...
http://tradelink.googlecode.com or more specifically: http://tradelink.googlecode.com/svn/trunk/TradeLib/EarlyClose.csv
if your broker/platform provides a decent api it will usually have calendar functions. alternatively, since the nyse posts it's schedule way in...
can't vouch for whether you have the right procedure for advance/declines or RSI bc I don't use those. here's the codified version of your...
there's no one right way to do it. what are you goals? which language or trading platform appeals to you most? go to the book store, browse...
hey jonny, In choosing a developer I think the most important thing is to first define clearly what you want from your project. This will...
I agree with the previous poster... there are enough uber-paranoid people in this business as it is, we don't need anymore. trading is very...
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