tradingcodecollector.blogspot.com
Trading Code Collector: Max Dama on Automated Trading
http://tradingcodecollector.blogspot.com/2009/08/max-dama-on-automated-trading.html
Free Computer Code Pointer. Tuesday, August 11, 2009. Max Dama on Automated Trading. Max Dama on Automated Trading. The website has Interactive Brokers via Matlab, and explains how to use the api. Http:/ www.maxdama.com/2008/12/interactive-brokers-via-matlab.html. Posted by gamma sf. Subscribe to: Post Comments (Atom). Math Finance Code Collector. The Algorithmic Trading Podcast.
sctcm.blogspot.com
Structured Credit Derivatives - The Basis: March 2008
http://sctcm.blogspot.com/2008_03_01_archive.html
Structured Credit Derivatives - The Basis. Credit derivatives, quantitative finance, hedge fund, macro trend. Tuesday, March 4, 2008. Focus Capital - Forced to Liquidate. Hedge fund land is littered with bodies and body parts. The latest slaughter is on equity hedge fund Focus Capital. It lost 80% to 100% of the fund nav which was about 1bn at the beginning of Feb. In a letter to investors Focus said it was hit by “violent short-selling by other market participants” which meant it could not m...A spokesm...
sctcm.blogspot.com
Structured Credit Derivatives - The Basis: Nassim Taleb's Antifragile Show as Word Cloud
http://sctcm.blogspot.com/2012/12/nassim-talebs-antifragile-show-as-word.html
Structured Credit Derivatives - The Basis. Credit derivatives, quantitative finance, hedge fund, macro trend. Friday, December 28, 2012. Nassim Taleb's Antifragile Show as Word Cloud. I just finished reading Antifragile this holiday break. I have created the following word cloud to summary his book. Enjoy it. Subscribe to: Post Comments (Atom). Morgan Stanley: Global Strategy Roundup. US Market Commentary from Seeking Alpha. Morgan Stanley: Global Economic Forum. Math Finance Code Collector.
sctcm.blogspot.com
Structured Credit Derivatives - The Basis: October 2012
http://sctcm.blogspot.com/2012_10_01_archive.html
Structured Credit Derivatives - The Basis. Credit derivatives, quantitative finance, hedge fund, macro trend. Sunday, October 28, 2012. Andrew Ng's ML - Anomaly Detection. Anomaly detection problem is the last programming assignment of Andrew Ng's Machine Learning course at Coursera. Andrew Ng also teaches a full machine learning course at Stanford. You can google the lecture videos of this course. Here, I am taking you through the type of problems students are expected to complete. 2) Learn to Program.
tradingcodecollector.blogspot.com
Trading Code Collector: TechAnalTool
http://tradingcodecollector.blogspot.com/2009/08/techanaltool.html
Free Computer Code Pointer. Monday, August 10, 2009. 16 Apr 2003 (Updated 25 Apr 2003). For the codes, pls see http:/ www.mathworks.com/matlabcentral/fileexchange/3271. Posted by gamma sf. Subscribe to: Post Comments (Atom). Math Finance Code Collector. The Algorithmic Trading Podcast.
sctcm.blogspot.com
Structured Credit Derivatives - The Basis: January 2009
http://sctcm.blogspot.com/2009_01_01_archive.html
Structured Credit Derivatives - The Basis. Credit derivatives, quantitative finance, hedge fund, macro trend. Sunday, January 18, 2009. Pictures Don't Lie: Madoff Affair. In options land, this strategy dubbed a “split-strike conversion” strategy. Let’s dissect this strategy into tow parts as income and protection part of the strategy. The income part is to buy 30-35 large cap stocks and sell out-of-the-money short maturity call index options. There are basically three source of income. January 16, 2009.
tradingcodecollector.blogspot.com
Trading Code Collector: Tick2Bar
http://tradingcodecollector.blogspot.com/2009/08/tick2bar.html
Free Computer Code Pointer. Monday, August 10, 2009. 07 May 2003 (Updated 30 Jul 2003). For the codes, pls see http:/ www.mathworks.com/matlabcentral/fileexchange/3398. Posted by gamma sf. Subscribe to: Post Comments (Atom). Math Finance Code Collector. The Algorithmic Trading Podcast.
tradingcodecollector.blogspot.com
Trading Code Collector: Trendlines
http://tradingcodecollector.blogspot.com/2009/08/trendlines.html
Free Computer Code Pointer. Monday, August 10, 2009. 03 Mar 2003 (Updated 05 Mar 2003). For the codes, pls see http:/ www.mathworks.com/matlabcentral/fileexchange/3069. Posted by gamma sf. Subscribe to: Post Comments (Atom). Math Finance Code Collector. The Algorithmic Trading Podcast.
