library(quantmod) getSymbols("YHOO",src="google") getSymbols("GOOG",src="google") getSymbols("MSFT",src="google") df = data.frame(...
its not so much the language but the architecture and design of your system. :cool:
I wouldnt say CS does all there modeling in f#. For the functional crowd, I have seen ocaml, scala, erlang, and haskell used at well known firms....
looks complicated compared to my approach which took about 3 minutes.
i would never be long front month options.
this was all the rage in chicago +10yrs ago. One very popular hft firm started this way.
i would go with AZO puts
what did you find
import pandas as pd from pandas.io.data import DataReader symbols = ['MSFT', 'GOOG', 'AAPL'] data = dict((sym, DataReader(sym, "yahoo"))for...
fly on the wall PM
birchwood analytics
being a millionaire in 2012 in us dollar currency isnt much of a feat
do you give a temp guest account on you machine. I will do it for you
they have been in decline for over 10 years. Its a complete joke now.
yes
i guess you can. good thinnking :D
you cant
nobody does that. Not even the best HFT firms. you have to have a human watching the bots and infrastructure to make sure nothing hits the fan...
from your topic what does "Estimating the Spread From 1 Minute Data" even mean? the bid/offer spread? the avg spread between 2 contracts?
I wrote a framework around IB's FIX. http://www.elitetrader.com/vb/showthread.php?s=&postid=3407469#post3407469
Separate names with a comma.