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  1. Matlab in Finance

    Damir, could you elaborate on this? Thanks. Here is a point-by-point comparison of Matlab, Mathematica and others:...
    Post by: prophet, Sep 29, 2004 in forum: Trading Software

  2. My next motherboard

    Here is code that measures the overhead of various timer functions in windows:...
    Post by: prophet, Sep 26, 2004 in forum: Hardware

  3. My next motherboard

    I’m not trying to trivialize anything. Sorry you see it that way. I merely pointed out a paradox with what you are saying. If system calls are...
    Post by: prophet, Sep 25, 2004 in forum: Hardware

  4. My next motherboard

    The structure I see is much more defined than what one would expect from a population of automatons with different latencies. Maybe I shouldn't...
    Post by: prophet, Sep 25, 2004 in forum: Hardware

  5. My next motherboard

    Thanks for the link. Seems like microsoft is adding support for ccNUMA, automatically optimizing cpu <-> memory locality:...
    Post by: prophet, Sep 25, 2004 in forum: Hardware

  6. My next motherboard

    If the windows kernel was waiting for time-slice boundaries (typically 10 to 15ms) then calls to queryPerformanceCounter would have a 15ms...
    Post by: prophet, Sep 25, 2004 in forum: Hardware

  7. My next motherboard

    Damir… you are too quick to dismiss this as a phantom or some artifact of network latencies. If that were the case there would be a lot more...
    Post by: prophet, Sep 25, 2004 in forum: Hardware

  8. My next motherboard

    Windows also provides a second clock, accurate to 1 to 10 microseconds via the QueryPerformanceFrequency and QueryPerformanceCounter functions:...
    Post by: prophet, Sep 19, 2004 in forum: Hardware

  9. My next motherboard

    I agree with you mostly. My choices are partly due to the system designs I ended up with. These systems need to trade 24 hours/day. They see a lot...
    Post by: prophet, Sep 14, 2004 in forum: Hardware

  10. My next motherboard

    Nitro, Here are benchmarks for my system so far: Setup: Dual AMD Opteron 242, Tyan Thunder K8W S2885 motherboard 1GB OCZ Tech PC3200 CL2...
    Post by: prophet, Sep 14, 2004 in forum: Hardware

  11. My next motherboard

    That case you selected is part steel, part aluminum with an acrylic or lexan window. Those windows are a bad idea... purely for looks. They allow...
    Post by: prophet, Sep 8, 2004 in forum: Hardware

  12. My next motherboard

    Surprisingly this issue is rarely mentioned. That’s why I ordered 4 256MB modules when I would have otherwise used 2 512MB modules. Answer #5 in...
    Post by: prophet, Sep 8, 2004 in forum: Hardware

  13. My next motherboard

    Is it possible to control each thread's memory bank affinity, in addition to CPU affinity? Or are the 64 bit NUMA operating systems smart enough...
    Post by: prophet, Jul 31, 2004 in forum: Hardware

  14. My next motherboard

    Hi nononsense, Yeah, SMP isn’t all that great anymore. One month ago, before I knew about NUMA I would have never considered buying a dual CPU...
    Post by: prophet, Jul 30, 2004 in forum: Hardware

  15. My next motherboard

    Will you try the XP 64-bit beta? http://www.microsoft.com/windowsxp/64bit/evaluation/upgrade.mspx Personally I will not spend the $$$ on a...
    Post by: prophet, Jul 30, 2004 in forum: Hardware

  16. For sale: 36 month NYSE TAQ Database

    …bringing this thread up to the top. Ok, I see no takers yet. Here is what I have available right now: 1) The 36 month NYSE TAQ data...
    Post by: prophet, Jul 23, 2004 in forum: Data Sets and Feeds

  17. Can "Noise" Be Traded?

    What noise? White or gaussian noise offsetting price? That you can trade because by definition the outliers will mean-revert and are profitable to...
    Post by: prophet, Jul 20, 2004 in forum: Strategy Building

  18. homegrown trading software

    Almost all of my backtesting simulations require scripting and detailed revision notes. Matlab is highly effective for this. Can implement in one...
    Post by: prophet, Jul 7, 2004 in forum: Automated Trading

  19. homegrown trading software

    0) I had 10 years experience with Matlab and C and wanted to implement various trained networks and subsystem selection models. Needed to execute...
    Post by: prophet, Jul 6, 2004 in forum: Automated Trading

  20. For sale: 36 month NYSE TAQ Database

    Sorry, no I don't have any. I don't know where else to get it except from the NYSE. If you only need a few symbols, there are much cheaper...
    Post by: prophet, May 28, 2004 in forum: Data Sets and Feeds
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