probtrader.blogspot.com
Probability Trader: Commodity model
http://probtrader.blogspot.com/2008/01/commodity-model.html
Markets, trading systems and parallel computing. Tuesday, January 22, 2008. Today I opened the first position in the new COM model, a ranking system based on commodities stocks that will replace HFCF in the Demo portfolio. I made this change based on the 6 months GSG momentum. And the recent small cap underperformance. The 2008 Demo portfolio will thus be composed of NH, LKS, PCF, COM (5 positions each) and SHORT (10 positions). I might add a large-cap model going forward. Bill Ackman Open Source Research.
probtrader.blogspot.com
Probability Trader: June 2008
http://probtrader.blogspot.com/2008_06_01_archive.html
Markets, trading systems and parallel computing. Friday, June 20, 2008. This is the best presentation. I have seen to illustrate the efforts of open source community work. Watch the date updating on the bottom-right corner of the screen. . Subscribe to: Posts (Atom). Decision Moose Assets Timing. Journal of Financial and Quantitative Analysis. Journal Of Financial Economics. Other Stuff I Read. Links, updated daily. Probtrader AT gmail.com.
probtrader.blogspot.com
Probability Trader: IT spending on market data infrastructures to reach USD 7.8B by the end of 2010
http://probtrader.blogspot.com/2008/03/it-spending-on-market-data.html
Markets, trading systems and parallel computing. Thursday, March 6, 2008. IT spending on market data infrastructures to reach USD 7.8B by the end of 2010. According to this report. Trading systems growth is set to continue at around 1B a year for the next 3 years. Among the factors challenging vendors, Aite mentions markets fragmentation and a further increase in data volume, which in most cases is already at a critical level for most of today's OM/ES platforms (believe me, I know something about it):.
probtrader.blogspot.com
Probability Trader: January 2008
http://probtrader.blogspot.com/2008_01_01_archive.html
Markets, trading systems and parallel computing. Thursday, January 31, 2008. Following a post in Enypher blog. I came across imatix.com, the company behind OpenAMQ. OpenAMQ is an open source implementation of AMQ. A messaging middleware protocol designed for low latency, critical applications. JPMorgan contributed to the project from 2004 and migrated trading desks globally over the last 3 years. iMatix claims zero downtime since 2006. In an earlier post, OpenMPI. Was going to become the new mecca of fin...
probtrader.blogspot.com
Probability Trader: Rydex alternative strategies fund (RYFOX)
http://probtrader.blogspot.com/2008/04/rydex-alternative-strategies-fund-ryfox.html
Markets, trading systems and parallel computing. Thursday, April 3, 2008. Rydex alternative strategies fund (RYFOX). On allaboutalpha.com describing the new Rydex Alternative Strategies Allocation Fund (RYFOX). According to Rydex, the offering is aimed at retail investors in search for assets and strategies diversification. But, allaboutalpha.com says. Where is the limit between hedge fund "replication" and attempts to actually run a quant hedge fund? Subscribe to: Post Comments (Atom). Other Stuff I Read.
probtrader.blogspot.com
Probability Trader: December 2007
http://probtrader.blogspot.com/2007_12_01_archive.html
Markets, trading systems and parallel computing. Tuesday, December 18, 2007. Ho, ho, ho, it's that time of the year. The city is shining with lights and colors, shoppers are flocking to the stores and investors are learning about the January effect. A strategy going long micro-cap stocks while simultaneously shorting an equivalent dollar amount based on the S&P500 future has been positive for 22 of the past 24 years: Mark Hulbert. I run the strategy on Hudson. Using SPY for the short leg and going long D...
probtrader.blogspot.com
Probability Trader: April 2008
http://probtrader.blogspot.com/2008_04_01_archive.html
Markets, trading systems and parallel computing. Monday, April 21, 2008. Recession, recession, we told you so! I've been reading recession predictions in the press and media for at least six months, together with the routine liquidity crisis commentaries and financial apocalypse scenarios (Side note: how many banks filed for bankruptcy in the US in 2007? Reality is, all recessions and major financial shocks occurred in times of economic euphorias and excess optimism. The major recessions. Other than that...
probtrader.blogspot.com
Probability Trader: Open source work
http://probtrader.blogspot.com/2008/06/open-source-work.html
Markets, trading systems and parallel computing. Friday, June 20, 2008. This is the best presentation. I have seen to illustrate the efforts of open source community work. Watch the date updating on the bottom-right corner of the screen. . Subscribe to: Post Comments (Atom). Decision Moose Assets Timing. Journal of Financial and Quantitative Analysis. Journal Of Financial Economics. Other Stuff I Read. Links, updated daily. Probtrader AT gmail.com.
probtrader.blogspot.com
Probability Trader: February 2008
http://probtrader.blogspot.com/2008_02_01_archive.html
Markets, trading systems and parallel computing. Wednesday, February 20, 2008. The Open Group quest for parallelism. Yet another round of financing for academic research in parallelism, this time in Europe. EE Times reports. Supported by the European Commission, the Java Environment for Parallel. Real-time Development (JEOPARD) project is investing over €3.3 million. About $ 4.9 million) an advanced framework. For real-time Java running on multicore and parallel systems. Sysgo (Klein-Winternheim, Germany).
