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Sun Aug 20 22:21:56 HKT 2017

finance



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Sun Aug 20 22:21:56 HKT 2017 From /weblog/finance

tradingPlatform


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

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Mon Dec 12 00:37:16 HKT 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

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Wed May 11 20:04:25 HKT 2016 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/

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Thu Jul 23 12:01:09 HKT 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/

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Thu Aug 07 23:11:24 HKT 2014 From /weblog/finance

business


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

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

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Fri May 23 15:25:24 HKT 2014 From /weblog/finance

tca


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

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Wed Apr 16 18:26:28 HKT 2014 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

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Sun Mar 30 15:42:10 HKT 2014 From /weblog/finance

money


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

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Thu Mar 20 18:46:15 HKT 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

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Sat Jul 14 11:51:23 HKT 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

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Sat Jul 14 11:51:20 HKT 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

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Thu Oct 20 23:08:52 HKT 2011 From /weblog/finance

maths


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


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Fri Feb 18 18:35:08 HKT 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

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Wed Nov 11 02:14:19 HKT 2009 From /weblog/finance

interview


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

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Wed Oct 18 15:56:42 HKT 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

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