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Wed May 31 14:32:19 GMT 2023


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


Ta4j - Technical Analysis for Java! -

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


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

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


sources for equity quantitative research -[..]sources-for-equity-quantitative-research[..]com/2011/03/06/people-of-quant-research/[..]ive-strategy-development-process/150#150

Homepage of a guy using Haskell for Quant -[..]/2014/07/quantitative-resources-for.html

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


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

cas study

How GF Securities do realtime event processing -[..]-event-processing-engine-based-on-Lambda

Future of fintech? -[..]/blog/fintech-threat-financial-orthodoxy

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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.[..]OMBERG.API.for.C.Quick_Start.12.2005.doc

Possible out-of-sync of requestID from bb_getdatax() and bb_rcvdata() header -

Sample of using Bloomberg SAPI -

Document of C client api -

Interview of an Elektron developer in China -[..]generation-financial-information-network

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


Finance EBook -[..]anks-are-base-not-acid-availability.html

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


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


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


Stock and security related information -[..]inance++market+data+provider&btnG=Search

Reuters Data Feed Direct (RDFD) , FAST enabled data feed, allowing clients to reduce bandwidth cost. -

What is ECN -

Some information about mapping of difference code -[..]ckers-reuters-rics-and-bloomberg-tickers

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


Why not 24x7 trading -[..]electronic-trading-or-just-trading-in-ge

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


Why not 24x7 trading -[..]electronic-trading-or-just-trading-in-ge

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


Technical Analysis Library (TA-LIB) Tutorial for Java -[..]al-analysis-library-ta-lib-tutorial-java

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


Suggestion of how cancel replace handle to make it less likely to make mistake -

How PossDup and PossResend work -

Difference between ExDestination (100) and SecurityExchange (207) -

24hrs Market -

Parsing a FIX message links -

Discussion the use of business reject and session reject -[..]-protocol-session-or-admin-messages.html

OrigClOrdID update in very short time -[..]ference-between-fix-42-vs-fix-44-in.html

ExecType in Bust Exection -

Some tips of implementing FIX solution -[..]ngs-to-note-down-while-writing-your.html

Diff between 4.2 and 4.4 -[..]ference-between-fix-42-vs-fix-44-in.html

IceBerg order -

Introduction to FIX -[..]basics-of-fix-protcol-and-fix-engine.htm

Repeating group -[..]/02/repeating-groups-in-fix-protcol.html

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


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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 -[..]d_id=42563&asrc=EM_NLN_643714&uid=703565

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