RSS feed [root] /weblog /finance




login:

password:

title search:




 


Wed May 31 14:32:19 GMT 2023

finance



(google search) (amazon search)
second
download zip of files only

Sun May 22 12:42:03 GMT 2022 From /weblog/finance

javalib


Ta4j - Technical Analysis for Java! - https://ta4j.github.io/ta4j-wiki/

(google search) (amazon search)


Sun Aug 08 12:06:22 GMT 2021 From /weblog/finance

analytics


http://quant.stackexchange.com[..]uestions/692/methods-for-pricing-options

http://quant.stackexchange.com[..]ing-risk-in-the-tail-and-diversification

https://www.easycalculation.com/

An End-to-End Project on Time Series Analysis and Forecasting with Python - https://towardsdatascience.com[..]and-forecasting-with-python-4835e6bf050b

(google search) (amazon search)


Thu Jan 25 15:41:52 GMT 2018 From /weblog/finance

quant


sources for equity quantitative research - http://quant.stackexchange.com[..]sources-for-equity-quantitative-research http://quantivity.wordpress.com[..]com/2011/03/06/people-of-quant-research/

http://quant.stackexchange.com[..]ive-strategy-development-process/150#150

Homepage of a guy using Haskell for Quant - http://arbitrary.name/index.html

http://traderfeed.blogspot.hk[..]/2014/07/quantitative-resources-for.html

(google search) (amazon search)


Sun Aug 20 14:21:56 GMT 2017 From /weblog/finance

tradingPlatform


https://www.linkedin.com[..]64545-open-source-trading-platforms-list

(google search) (amazon search)



Sun Dec 11 16:37:16 GMT 2016 From /weblog/finance

cas study


How GF Securities do realtime event processing - http://www.infoq.com[..]-event-processing-engine-based-on-Lambda

Future of fintech? - https://www.thoughtworks.com[..]/blog/fintech-threat-financial-orthodoxy

(google search) (amazon search)


Thu Jul 23 04:01:09 GMT 2015 From /weblog/finance

market data


If there is mistery crash from Bloomberg C client API when getting VWAP from start date, start time, end date and end time. Try query it using just day, start time, end time. It fix mystery rash issue.

http://www.qcf.gatech.edu[..]OMBERG.API.for.C.Quick_Start.12.2005.doc

Possible out-of-sync of requestID from bb_getdatax() and bb_rcvdata() header - http://www.wilmott.com/messageview.cfm?catid=10&threadid=51215

Sample of using Bloomberg SAPI - http://www.wilmott.com/messageview.cfm?catid=10&threadid=77504

Document of C client api - http://wenku.baidu.com/view/b9259085b9d528ea81c7796a.html

Interview of an Elektron developer in China - http://www.infoq.com[..]generation-financial-information-network

http://www.enlistq.com/understanding-types-of-market-data/

(google search) (amazon search)


Thu Aug 07 15:11:24 GMT 2014 From /weblog/finance

business


Finance EBook - http://www.traderplanet.com/library/ebooks

http://highscalability.com[..]anks-are-base-not-acid-availability.html

(google search) (amazon search)


Fri May 23 07:25:24 GMT 2014 From /weblog/finance

tca


http://www.wallstreetandtech.com[..]-alpha-with-tca/d/d-id/1259696?print=yes

(google search) (amazon search)


Sun Mar 30 07:42:10 GMT 2014 From /weblog/finance

money


http://java-performance.info/high-performance-money-class/

(google search) (amazon search)


Thu Mar 20 10:46:15 GMT 2014 From /weblog/finance

stock


Stock and security related information - http://discuss.joelonsoftware.com/default.asp?design.4.460814

http://www.google.com[..]inance++market+data+provider&btnG=Search

Reuters Data Feed Direct (RDFD) , FAST enabled data feed, allowing clients to reduce bandwidth cost. - http://rodrickbrown.com/blog/?p=122

What is ECN - http://rodrickbrown.com/blog/?p=120

Some information about mapping of difference code - http://quant.stackexchange.com[..]ckers-reuters-rics-and-bloomberg-tickers

(google search) (amazon search)



Sat Jul 14 03:51:23 GMT 2012 From /weblog/finance

exchange


http://www.asiaetrading.com/2010-exchange-statistics-for-asia/

Why not 24x7 trading - http://quant.stackexchange.com[..]electronic-trading-or-just-trading-in-ge

(google search) (amazon search)


Sat Jul 14 03:51:20 GMT 2012 From /weblog/finance

TradingHour


http://www.asiaetrading.com/2010-exchange-statistics-for-asia/

Why not 24x7 trading - http://quant.stackexchange.com[..]electronic-trading-or-just-trading-in-ge

(google search) (amazon search)


Thu Oct 20 15:08:52 GMT 2011 From /weblog/finance

maths


Technical Analysis Library (TA-LIB) Tutorial for Java - http://www.heatonresearch.com[..]al-analysis-library-ta-lib-tutorial-java


(google search) (amazon search)


Fri Feb 18 10:35:08 GMT 2011 From /weblog/finance

FIX


Suggestion of how cancel replace handle to make it less likely to make mistake - http://fixprotocol.org/discuss/read/dbd84c6f

How PossDup and PossResend work - http://fixprotocol.org/discuss/read/10f34aea

Difference between ExDestination (100) and SecurityExchange (207) - http://fixprotocol.org/discuss/read/0d6e222e

24hrs Market - http://fixprotocol.org/discuss/read/165740ed

Parsing a FIX message links - http://fixprotocol.org/discuss/read/21c0bfad

Discussion the use of business reject and session reject - http://fixprotocol.org/discuss/read/24ced01c http://javarevisited.blogspot.com[..]-protocol-session-or-admin-messages.html

OrigClOrdID update in very short time - http://fixprotocol.org/discuss/read/5b43af1a

http://javarevisited.blogspot.com[..]ference-between-fix-42-vs-fix-44-in.html

ExecType in Bust Exection - http://www.fixprotocol.org/discuss/read/b7b04f30

Some tips of implementing FIX solution - http://javarevisited.blogspot.com[..]ngs-to-note-down-while-writing-your.html

Diff between 4.2 and 4.4 - http://javarevisited.blogspot.com[..]ference-between-fix-42-vs-fix-44-in.html

IceBerg order - http://www.fixprotocol.org/discuss/read/0317dadf

Introduction to FIX - http://www.slideshare.net/BrianDriscoll/barcampnyc3-intro-to-fix http://javarevisited.blogspot.com[..]basics-of-fix-protcol-and-fix-engine.htm

Repeating group - http://javarevisited.blogspot.com[..]/02/repeating-groups-in-fix-protcol.html

(google search) (amazon search)


Tue Nov 10 18:14:19 GMT 2009 From /weblog/finance

interview


http://www.automatedtrader.net[..]machine--the-automated--trader-interview

(google search) (amazon search)


Wed Oct 18 07:56:42 GMT 2006 From /weblog/finance

Tools that iBank use


Very interesting even if you are not plan to have development with investiment bank - http://www.theserverside.com[..]d_id=42563&asrc=EM_NLN_643714&uid=703565

(google search) (amazon search)