Could anybody give me some pointers

Discussion in 'Trading' started by mizhael2, Jul 23, 2010.

  1. mizhael2


    Hi all,

    Could anybody give me some pointers to readings on electronic market making using high-frequency VWAP trading algorithms for CDS futures? Hopefully I could find in-depth readings on this topic.

    How does settlement happen in CDS? any readings on this topic?

    Also, how do you backtest CDS? Can you construct a continuous contract with carry? Any detailed readings on this topic?

    Time is running out to lose money ;-)

    Any thoughts? Please shed some lights on me on these!

    Thank you!