Any new comments re Streambase vs. Apama vs. Esper in the Quant Trading area?
HI all, We are looking for an open source HFT automated trading software that we could do some additional development on. Could anybody...
Hi all, I have been looking for QuantDeveloper's source code for a long while but couldn't find any. I couldn't find the link on their...
Then have you tried volatility directly?
Intuitively, why do they have predictive power and can be helpful here?
Intuitively, why are the following 4 variables useful predicting? var AutoCorrel = Correlation(Price,Price+1,30); var Volatility =...
Hi all, If you are like me who had been riding the ups and downs in the capital markets for a long while and who are crazily obsessed in...
What's teh benefit of having "Esper's a solid CEP system"? Thanks a lot!
Hi all, We are interested in building Automatic Trading Systems that can trade stocks, futures, FX and others. Is IB the best brokeage for...
has anybody tried this one? how does it compare with TradeLink, OpenQuant, etc.?
I am looking for an automatic trading system that can link to InteractiveBrokers and my account therein. Is the following system good?...
I've heard that the most rigorous backtesting mechanism is the "walk-forward" optimization where you optimize your parameters dynamically....
What does "Stop = ATR(100)" mean? If it stop distance is just 1 x ATR of 100 bars, then the "trailing" stop seems to be too tight? 1 ATR is...
Does anybody know how we can try the LowPass filters in Matlab or R? I am curious and would like to try and compare them... Thanks!
Interesting... where are the free software and tools? If they are available without the requirement for system admin rights... then I will be able...
Thanks! I have searched a lot of websites and also received some feedbacks to my post, but it seems there is no better way than doing the...
Hi all, In literature, I often read papers claiming there are alphas in simple momentum strategies, for example, look back for 250 days and...
"visualizing" multi-dimensional backtesting/optimization results? Hi all, Lets say after waiting for a few days, I've gotten a...
Thanks again! Any FX ones?
not so quant type... more of a technical trading type please... thx
Separate names with a comma.