QUANTLABS.NEThttp://quantlabs.net/blogQuant Resources for TradersenFri, 01 Jun 2012 15:13:00 PDThttp://wordpress.org/?v=3.1.1hourly1Twitter Updates for 2012-06-01http://feedproxy.google.com/~r/Quantlabsnet/~3/THFy8Al2zqo/UncategorizedcausticFri, 01 Jun 2012 15:13:00 PDThttp://quantlabs.net/blog/2012/06/twitter-updates-for-2012-06-01/
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]]>http://quantlabs.net/blog/2012/06/twitter-updates-for-2012-06-01/feed/0http://quantlabs.net/blog/2012/06/twitter-updates-for-2012-06-01/Improve your trading strategies with R code for usage of profit off tick data patterns, trade direction, downside risk, trade signals, PCAhttp://feedproxy.google.com/~r/Quantlabsnet/~3/eN_37zhnmO8/Premium MembershipQuant Analyticscodedownside riskImprovePCAprofit offRtick data patternstrade directiontrade signalstrading strategiesUsagecausticFri, 01 Jun 2012 07:08:58 PDThttp://quantlabs.net/blog/?p=13023
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]]>http://quantlabs.net/blog/2012/06/fpga-determinism-for-market-datain-in-hft/feed/0http://quantlabs.net/blog/2012/06/fpga-determinism-for-market-datain-in-hft/Strategy out of an academic paper. 16.5 % return at 2.36 sharpe, max drawdown 6.9% through 1999-2010. Is this good, medium or bad?http://feedproxy.google.com/~r/Quantlabsnet/~3/qsluvc3jCSM/Quant Analyticsacademic paperBadgoodmax drawdownmediumreturnsharpestrategycausticFri, 01 Jun 2012 06:19:18 PDThttp://quantlabs.net/blog/?p=13012
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]]>http://quantlabs.net/blog/2012/06/strategy-out-of-an-academic-paper-16-5-return-at-2-36-sharpe-max-drawdown-6-9-through-1999-2010-is-this-good-medium-or-bad-2/feed/0http://quantlabs.net/blog/2012/06/strategy-out-of-an-academic-paper-16-5-return-at-2-36-sharpe-max-drawdown-6-9-through-1999-2010-is-this-good-medium-or-bad-2/QuanLib GUI – C++ for quant developmenthttp://feedproxy.google.com/~r/Quantlabsnet/~3/8-OCpSpdM78/Quant DevelopmentC++GUIQuanLibcausticFri, 01 Jun 2012 06:05:08 PDThttp://quantlabs.net/blog/?p=13009
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]]>http://quantlabs.net/blog/2012/06/quanlib-gui-c-for-quant-development/feed/0http://quantlabs.net/blog/2012/06/quanlib-gui-c-for-quant-development/QuantLib course – new dates for quant developmenthttp://feedproxy.google.com/~r/Quantlabsnet/~3/BULoZeb3O9o/Quant DevelopmentCourseQuantlibcausticFri, 01 Jun 2012 06:02:11 PDThttp://quantlabs.net/blog/?p=13007
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]]>http://quantlabs.net/blog/2012/06/quantlib-course-new-dates-for-quant-development/feed/0http://quantlabs.net/blog/2012/06/quantlib-course-new-dates-for-quant-development/Do you use NAG in Java for quant analaytics? Check out a comparison of the Java Native Interface (JNI) vs. Java Native Access (JNA)http://feedproxy.google.com/~r/Quantlabsnet/~3/hiqY1s0T4ZM/Quant AnalyticscomparisonJavaJava Native AccessJava Native InterfaceJNAJNINAGquant analayticscausticFri, 01 Jun 2012 05:59:04 PDThttp://quantlabs.net/blog/?p=13004
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]]>http://quantlabs.net/blog/2012/06/do-you-use-nag-in-java-for-quant-analaytics-check-out-a-comparison-of-the-java-native-interface-jni-vs-java-native-access-jna/feed/0http://quantlabs.net/blog/2012/06/do-you-use-nag-in-java-for-quant-analaytics-check-out-a-comparison-of-the-java-native-interface-jni-vs-java-native-access-jna/What Is The Most Powerful Day Trading Secret Of All?http://feedproxy.google.com/~r/Quantlabsnet/~3/FhApoQNbuRU/Stock News and Tipsday tradingpowerfulsecretcausticFri, 01 Jun 2012 05:56:37 PDThttp://quantlabs.net/blog/?p=13002
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