I think SMART includes dark pools, try using a directed order ?
A trend moving up shows buyers that are getting more and more anxious to buy, therefore making higher lows. A trend line, looks pretty in the...
Messed up the link on the prev post, here it is again....
HFT's and quants do a lot of work out of the limit order book, since signals on the book lead those in the tape. But the dynamics of the order...
Python is slower at run time, but it is much faster for iterating over ideas and building new strategies. Components of the system that almost...
C++ middleware and backend, where performance matters. and front end/GUI on something else...
Jurgen Schmidhuber on Deep Learning... (he's one of the leading researchers in the field) [MEDIA]
Andrew Ng's course is awesome. I took it a few years ago. It makes you understand how gradient descent, recomender systems and neural nets work...
Found an interesting article. It states that there's no such thing as machine learning, it's just learning. It takes a few premise that basically...
pretty interesting read. thnx.
Check out this course on neural nets by geoffrey hinton. He covers several types of nets starting with perceptrons, then sigmoid networks, ...,...
Generally and possibly indicate that different pools can behave differently depending on how they are legally setup (which specific rules apply to...
I haven't used ibpy. It looks pretty cool, seems to be in beta, but is going in a good direction.
In this Berkley Class (it is free, of course) you get to teach Pacman how to win by himself through reinforcement learning :D...
checkout the blog at quanstart.com they cover trading systems design in python and C++, elaborating in many key components (like the backtester)...
the rebate game is all about moving faster to get your place in the queue when the price changes... so it is a natural place for machines to...
Yeah MOOCs don't have the whole $$ and GPA stress... so one can enjoy the material without worries. :D
jejeje... well, that's the feeling that I got when I started viewing the materials for this class. The prof is like, "here's an AR1 function, and...
a bunch of friends can't get together for a nice dinner and a friendly chat about which stocks they're going to manipulate in the next few weeks?...
The first week's review of stochastic calculus will quickly diffuse any doubts about the math level that is needed for the class. :D (pun intended)
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